CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7993 |
0.7960 |
-0.0034 |
-0.4% |
0.8026 |
| High |
0.7998 |
0.7973 |
-0.0025 |
-0.3% |
0.8070 |
| Low |
0.7957 |
0.7925 |
-0.0032 |
-0.4% |
0.7938 |
| Close |
0.7963 |
0.7928 |
-0.0035 |
-0.4% |
0.7966 |
| Range |
0.0041 |
0.0048 |
0.0008 |
18.5% |
0.0133 |
| ATR |
0.0043 |
0.0044 |
0.0000 |
0.8% |
0.0000 |
| Volume |
465 |
298 |
-167 |
-35.9% |
1,566 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8086 |
0.8055 |
0.7954 |
|
| R3 |
0.8038 |
0.8007 |
0.7941 |
|
| R2 |
0.7990 |
0.7990 |
0.7937 |
|
| R1 |
0.7959 |
0.7959 |
0.7932 |
0.7951 |
| PP |
0.7942 |
0.7942 |
0.7942 |
0.7938 |
| S1 |
0.7911 |
0.7911 |
0.7924 |
0.7903 |
| S2 |
0.7894 |
0.7894 |
0.7919 |
|
| S3 |
0.7846 |
0.7863 |
0.7915 |
|
| S4 |
0.7798 |
0.7815 |
0.7902 |
|
|
| 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 |
0.8007 |
0.7925 |
0.0082 |
1.0% |
0.0045 |
0.6% |
4% |
False |
True |
403 |
| 10 |
0.8077 |
0.7925 |
0.0152 |
1.9% |
0.0043 |
0.5% |
2% |
False |
True |
321 |
| 20 |
0.8137 |
0.7925 |
0.0212 |
2.7% |
0.0042 |
0.5% |
1% |
False |
True |
232 |
| 40 |
0.8137 |
0.7815 |
0.0323 |
4.1% |
0.0045 |
0.6% |
35% |
False |
False |
177 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.8% |
0.0049 |
0.6% |
45% |
False |
False |
141 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0047 |
0.6% |
49% |
False |
False |
112 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0048 |
0.6% |
49% |
False |
False |
93 |
| 120 |
0.8319 |
0.7724 |
0.0595 |
7.5% |
0.0047 |
0.6% |
34% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8177 |
|
2.618 |
0.8099 |
|
1.618 |
0.8051 |
|
1.000 |
0.8021 |
|
0.618 |
0.8003 |
|
HIGH |
0.7973 |
|
0.618 |
0.7955 |
|
0.500 |
0.7949 |
|
0.382 |
0.7943 |
|
LOW |
0.7925 |
|
0.618 |
0.7895 |
|
1.000 |
0.7877 |
|
1.618 |
0.7847 |
|
2.618 |
0.7799 |
|
4.250 |
0.7721 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7949 |
0.7962 |
| PP |
0.7942 |
0.7951 |
| S1 |
0.7935 |
0.7939 |
|