CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 05-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2021 |
05-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8073 |
0.8028 |
-0.0046 |
-0.6% |
0.8076 |
| High |
0.8077 |
0.8040 |
-0.0037 |
-0.5% |
0.8092 |
| Low |
0.8019 |
0.8014 |
-0.0006 |
-0.1% |
0.8014 |
| Close |
0.8025 |
0.8026 |
0.0002 |
0.0% |
0.8026 |
| Range |
0.0058 |
0.0026 |
-0.0032 |
-54.8% |
0.0079 |
| ATR |
0.0045 |
0.0043 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
221 |
223 |
2 |
0.9% |
964 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.8091 |
0.8040 |
|
| R3 |
0.8078 |
0.8065 |
0.8033 |
|
| R2 |
0.8052 |
0.8052 |
0.8031 |
|
| R1 |
0.8039 |
0.8039 |
0.8028 |
0.8033 |
| PP |
0.8026 |
0.8026 |
0.8026 |
0.8023 |
| S1 |
0.8013 |
0.8013 |
0.8024 |
0.8007 |
| S2 |
0.8000 |
0.8000 |
0.8021 |
|
| S3 |
0.7974 |
0.7987 |
0.8019 |
|
| S4 |
0.7948 |
0.7961 |
0.8012 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8279 |
0.8231 |
0.8069 |
|
| R3 |
0.8201 |
0.8153 |
0.8048 |
|
| R2 |
0.8122 |
0.8122 |
0.8040 |
|
| R1 |
0.8074 |
0.8074 |
0.8033 |
0.8059 |
| PP |
0.8044 |
0.8044 |
0.8044 |
0.8036 |
| S1 |
0.7996 |
0.7996 |
0.8019 |
0.7981 |
| S2 |
0.7965 |
0.7965 |
0.8012 |
|
| S3 |
0.7887 |
0.7917 |
0.8004 |
|
| S4 |
0.7808 |
0.7839 |
0.7983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8092 |
0.8014 |
0.0079 |
1.0% |
0.0036 |
0.4% |
16% |
False |
True |
192 |
| 10 |
0.8127 |
0.8014 |
0.0113 |
1.4% |
0.0040 |
0.5% |
11% |
False |
True |
164 |
| 20 |
0.8137 |
0.8005 |
0.0133 |
1.7% |
0.0038 |
0.5% |
16% |
False |
False |
145 |
| 40 |
0.8137 |
0.7755 |
0.0383 |
4.8% |
0.0049 |
0.6% |
71% |
False |
False |
124 |
| 60 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0050 |
0.6% |
73% |
False |
False |
102 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0047 |
0.6% |
73% |
False |
False |
79 |
| 100 |
0.8159 |
0.7724 |
0.0435 |
5.4% |
0.0049 |
0.6% |
69% |
False |
False |
67 |
| 120 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0047 |
0.6% |
51% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8150 |
|
2.618 |
0.8108 |
|
1.618 |
0.8082 |
|
1.000 |
0.8066 |
|
0.618 |
0.8056 |
|
HIGH |
0.8040 |
|
0.618 |
0.8030 |
|
0.500 |
0.8027 |
|
0.382 |
0.8023 |
|
LOW |
0.8014 |
|
0.618 |
0.7997 |
|
1.000 |
0.7988 |
|
1.618 |
0.7971 |
|
2.618 |
0.7945 |
|
4.250 |
0.7903 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8027 |
0.8045 |
| PP |
0.8026 |
0.8039 |
| S1 |
0.8026 |
0.8032 |
|