CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 08-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8028 |
0.8026 |
-0.0002 |
0.0% |
0.8076 |
High |
0.8040 |
0.8040 |
0.0000 |
0.0% |
0.8092 |
Low |
0.8014 |
0.8023 |
0.0009 |
0.1% |
0.8014 |
Close |
0.8026 |
0.8035 |
0.0009 |
0.1% |
0.8026 |
Range |
0.0026 |
0.0017 |
-0.0009 |
-34.6% |
0.0079 |
ATR |
0.0043 |
0.0042 |
-0.0002 |
-4.3% |
0.0000 |
Volume |
223 |
175 |
-48 |
-21.5% |
964 |
|
Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8083 |
0.8076 |
0.8044 |
|
R3 |
0.8066 |
0.8059 |
0.8039 |
|
R2 |
0.8049 |
0.8049 |
0.8038 |
|
R1 |
0.8042 |
0.8042 |
0.8036 |
0.8046 |
PP |
0.8032 |
0.8032 |
0.8032 |
0.8034 |
S1 |
0.8025 |
0.8025 |
0.8033 |
0.8029 |
S2 |
0.8015 |
0.8015 |
0.8031 |
|
S3 |
0.7998 |
0.8008 |
0.8030 |
|
S4 |
0.7981 |
0.7991 |
0.8025 |
|
|
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 |
0.8082 |
0.8014 |
0.0068 |
0.8% |
0.0035 |
0.4% |
31% |
False |
False |
201 |
10 |
0.8127 |
0.8014 |
0.0113 |
1.4% |
0.0038 |
0.5% |
19% |
False |
False |
171 |
20 |
0.8137 |
0.8005 |
0.0133 |
1.6% |
0.0038 |
0.5% |
23% |
False |
False |
147 |
40 |
0.8137 |
0.7755 |
0.0383 |
4.8% |
0.0048 |
0.6% |
73% |
False |
False |
128 |
60 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0050 |
0.6% |
75% |
False |
False |
104 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.1% |
0.0047 |
0.6% |
75% |
False |
False |
81 |
100 |
0.8159 |
0.7724 |
0.0435 |
5.4% |
0.0049 |
0.6% |
71% |
False |
False |
68 |
120 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0046 |
0.6% |
52% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8112 |
2.618 |
0.8084 |
1.618 |
0.8067 |
1.000 |
0.8057 |
0.618 |
0.8050 |
HIGH |
0.8040 |
0.618 |
0.8033 |
0.500 |
0.8031 |
0.382 |
0.8029 |
LOW |
0.8023 |
0.618 |
0.8012 |
1.000 |
0.8006 |
1.618 |
0.7995 |
2.618 |
0.7978 |
4.250 |
0.7950 |
|
|
Fisher Pivots for day following 08-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8033 |
0.8045 |
PP |
0.8032 |
0.8042 |
S1 |
0.8031 |
0.8038 |
|