CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 10-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8035 |
0.8065 |
0.0030 |
0.4% |
0.8076 |
High |
0.8045 |
0.8070 |
0.0025 |
0.3% |
0.8092 |
Low |
0.8009 |
0.7997 |
-0.0012 |
-0.1% |
0.8014 |
Close |
0.8041 |
0.8002 |
-0.0039 |
-0.5% |
0.8026 |
Range |
0.0037 |
0.0073 |
0.0037 |
100.0% |
0.0079 |
ATR |
0.0041 |
0.0043 |
0.0002 |
5.5% |
0.0000 |
Volume |
263 |
320 |
57 |
21.7% |
964 |
|
Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8242 |
0.8195 |
0.8042 |
|
R3 |
0.8169 |
0.8122 |
0.8022 |
|
R2 |
0.8096 |
0.8096 |
0.8015 |
|
R1 |
0.8049 |
0.8049 |
0.8008 |
0.8036 |
PP |
0.8023 |
0.8023 |
0.8023 |
0.8016 |
S1 |
0.7976 |
0.7976 |
0.7995 |
0.7963 |
S2 |
0.7950 |
0.7950 |
0.7988 |
|
S3 |
0.7877 |
0.7903 |
0.7981 |
|
S4 |
0.7804 |
0.7830 |
0.7961 |
|
|
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 |
0.8077 |
0.7997 |
0.0080 |
1.0% |
0.0042 |
0.5% |
6% |
False |
True |
240 |
10 |
0.8109 |
0.7997 |
0.0112 |
1.4% |
0.0038 |
0.5% |
4% |
False |
True |
196 |
20 |
0.8137 |
0.7997 |
0.0140 |
1.7% |
0.0040 |
0.5% |
3% |
False |
True |
163 |
40 |
0.8137 |
0.7755 |
0.0383 |
4.8% |
0.0048 |
0.6% |
65% |
False |
False |
141 |
60 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0051 |
0.6% |
67% |
False |
False |
114 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0047 |
0.6% |
67% |
False |
False |
88 |
100 |
0.8159 |
0.7724 |
0.0435 |
5.4% |
0.0048 |
0.6% |
64% |
False |
False |
74 |
120 |
0.8319 |
0.7724 |
0.0595 |
7.4% |
0.0047 |
0.6% |
47% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8380 |
2.618 |
0.8261 |
1.618 |
0.8188 |
1.000 |
0.8143 |
0.618 |
0.8115 |
HIGH |
0.8070 |
0.618 |
0.8042 |
0.500 |
0.8034 |
0.382 |
0.8025 |
LOW |
0.7997 |
0.618 |
0.7952 |
1.000 |
0.7924 |
1.618 |
0.7879 |
2.618 |
0.7806 |
4.250 |
0.7687 |
|
|
Fisher Pivots for day following 10-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8034 |
0.8034 |
PP |
0.8023 |
0.8023 |
S1 |
0.8012 |
0.8012 |
|