CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8005 |
0.7941 |
-0.0065 |
-0.8% |
0.8026 |
| High |
0.8007 |
0.7971 |
-0.0037 |
-0.5% |
0.8070 |
| Low |
0.7939 |
0.7938 |
-0.0002 |
0.0% |
0.7938 |
| Close |
0.7949 |
0.7966 |
0.0018 |
0.2% |
0.7966 |
| Range |
0.0068 |
0.0033 |
-0.0035 |
-51.5% |
0.0133 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
611 |
197 |
-414 |
-67.8% |
1,566 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8057 |
0.8045 |
0.7984 |
|
| R3 |
0.8024 |
0.8012 |
0.7975 |
|
| R2 |
0.7991 |
0.7991 |
0.7972 |
|
| R1 |
0.7979 |
0.7979 |
0.7969 |
0.7985 |
| PP |
0.7958 |
0.7958 |
0.7958 |
0.7961 |
| S1 |
0.7946 |
0.7946 |
0.7963 |
0.7952 |
| S2 |
0.7925 |
0.7925 |
0.7960 |
|
| S3 |
0.7892 |
0.7913 |
0.7957 |
|
| S4 |
0.7859 |
0.7880 |
0.7948 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8389 |
0.8310 |
0.8039 |
|
| R3 |
0.8256 |
0.8177 |
0.8002 |
|
| R2 |
0.8124 |
0.8124 |
0.7990 |
|
| R1 |
0.8045 |
0.8045 |
0.7978 |
0.8018 |
| PP |
0.7991 |
0.7991 |
0.7991 |
0.7978 |
| S1 |
0.7912 |
0.7912 |
0.7954 |
0.7886 |
| S2 |
0.7859 |
0.7859 |
0.7942 |
|
| S3 |
0.7726 |
0.7780 |
0.7930 |
|
| S4 |
0.7594 |
0.7647 |
0.7893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8070 |
0.7938 |
0.0133 |
1.7% |
0.0046 |
0.6% |
22% |
False |
True |
313 |
| 10 |
0.8092 |
0.7938 |
0.0155 |
1.9% |
0.0041 |
0.5% |
18% |
False |
True |
253 |
| 20 |
0.8137 |
0.7938 |
0.0200 |
2.5% |
0.0041 |
0.5% |
14% |
False |
True |
189 |
| 40 |
0.8137 |
0.7755 |
0.0383 |
4.8% |
0.0047 |
0.6% |
55% |
False |
False |
156 |
| 60 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0050 |
0.6% |
59% |
False |
False |
126 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0046 |
0.6% |
59% |
False |
False |
98 |
| 100 |
0.8147 |
0.7724 |
0.0423 |
5.3% |
0.0048 |
0.6% |
57% |
False |
False |
82 |
| 120 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0047 |
0.6% |
41% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8111 |
|
2.618 |
0.8057 |
|
1.618 |
0.8024 |
|
1.000 |
0.8004 |
|
0.618 |
0.7991 |
|
HIGH |
0.7971 |
|
0.618 |
0.7958 |
|
0.500 |
0.7954 |
|
0.382 |
0.7950 |
|
LOW |
0.7938 |
|
0.618 |
0.7917 |
|
1.000 |
0.7905 |
|
1.618 |
0.7884 |
|
2.618 |
0.7851 |
|
4.250 |
0.7797 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7962 |
0.8004 |
| PP |
0.7958 |
0.7991 |
| S1 |
0.7954 |
0.7979 |
|