CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7960 |
0.7930 |
-0.0030 |
-0.4% |
0.8026 |
| High |
0.7973 |
0.7942 |
-0.0032 |
-0.4% |
0.8070 |
| Low |
0.7925 |
0.7909 |
-0.0016 |
-0.2% |
0.7938 |
| Close |
0.7928 |
0.7937 |
0.0009 |
0.1% |
0.7966 |
| Range |
0.0048 |
0.0033 |
-0.0016 |
-32.3% |
0.0133 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
298 |
572 |
274 |
91.9% |
1,566 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8027 |
0.8014 |
0.7955 |
|
| R3 |
0.7994 |
0.7982 |
0.7946 |
|
| R2 |
0.7962 |
0.7962 |
0.7943 |
|
| R1 |
0.7949 |
0.7949 |
0.7940 |
0.7956 |
| PP |
0.7929 |
0.7929 |
0.7929 |
0.7932 |
| S1 |
0.7917 |
0.7917 |
0.7934 |
0.7923 |
| S2 |
0.7897 |
0.7897 |
0.7931 |
|
| S3 |
0.7864 |
0.7884 |
0.7928 |
|
| S4 |
0.7832 |
0.7852 |
0.7919 |
|
|
| 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 |
0.8000 |
0.7909 |
0.0091 |
1.1% |
0.0037 |
0.5% |
31% |
False |
True |
395 |
| 10 |
0.8070 |
0.7909 |
0.0161 |
2.0% |
0.0041 |
0.5% |
17% |
False |
True |
357 |
| 20 |
0.8127 |
0.7909 |
0.0218 |
2.7% |
0.0041 |
0.5% |
13% |
False |
True |
256 |
| 40 |
0.8137 |
0.7829 |
0.0309 |
3.9% |
0.0044 |
0.5% |
35% |
False |
False |
189 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.8% |
0.0049 |
0.6% |
48% |
False |
False |
151 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0046 |
0.6% |
52% |
False |
False |
120 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0048 |
0.6% |
52% |
False |
False |
98 |
| 120 |
0.8311 |
0.7724 |
0.0587 |
7.4% |
0.0047 |
0.6% |
36% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8080 |
|
2.618 |
0.8027 |
|
1.618 |
0.7994 |
|
1.000 |
0.7974 |
|
0.618 |
0.7962 |
|
HIGH |
0.7942 |
|
0.618 |
0.7929 |
|
0.500 |
0.7925 |
|
0.382 |
0.7921 |
|
LOW |
0.7909 |
|
0.618 |
0.7889 |
|
1.000 |
0.7877 |
|
1.618 |
0.7856 |
|
2.618 |
0.7824 |
|
4.250 |
0.7771 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7933 |
0.7953 |
| PP |
0.7929 |
0.7948 |
| S1 |
0.7925 |
0.7942 |
|