CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 19-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.7930 |
0.7937 |
0.0007 |
0.1% |
0.7972 |
High |
0.7942 |
0.7948 |
0.0006 |
0.1% |
0.8000 |
Low |
0.7909 |
0.7899 |
-0.0010 |
-0.1% |
0.7899 |
Close |
0.7937 |
0.7900 |
-0.0037 |
-0.5% |
0.7900 |
Range |
0.0033 |
0.0049 |
0.0016 |
49.2% |
0.0101 |
ATR |
0.0043 |
0.0043 |
0.0000 |
0.9% |
0.0000 |
Volume |
572 |
338 |
-234 |
-40.9% |
2,119 |
|
Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8061 |
0.8029 |
0.7927 |
|
R3 |
0.8013 |
0.7981 |
0.7913 |
|
R2 |
0.7964 |
0.7964 |
0.7909 |
|
R1 |
0.7932 |
0.7932 |
0.7904 |
0.7924 |
PP |
0.7916 |
0.7916 |
0.7916 |
0.7911 |
S1 |
0.7884 |
0.7884 |
0.7896 |
0.7875 |
S2 |
0.7867 |
0.7867 |
0.7891 |
|
S3 |
0.7819 |
0.7835 |
0.7887 |
|
S4 |
0.7770 |
0.7787 |
0.7873 |
|
|
Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8234 |
0.8168 |
0.7955 |
|
R3 |
0.8134 |
0.8067 |
0.7928 |
|
R2 |
0.8033 |
0.8033 |
0.7918 |
|
R1 |
0.7967 |
0.7967 |
0.7909 |
0.7950 |
PP |
0.7933 |
0.7933 |
0.7933 |
0.7924 |
S1 |
0.7866 |
0.7866 |
0.7891 |
0.7849 |
S2 |
0.7832 |
0.7832 |
0.7882 |
|
S3 |
0.7732 |
0.7766 |
0.7872 |
|
S4 |
0.7631 |
0.7665 |
0.7845 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8000 |
0.7899 |
0.0101 |
1.3% |
0.0041 |
0.5% |
1% |
False |
True |
423 |
10 |
0.8070 |
0.7899 |
0.0171 |
2.2% |
0.0043 |
0.5% |
1% |
False |
True |
368 |
20 |
0.8127 |
0.7899 |
0.0228 |
2.9% |
0.0041 |
0.5% |
0% |
False |
True |
266 |
40 |
0.8137 |
0.7829 |
0.0309 |
3.9% |
0.0043 |
0.6% |
23% |
False |
False |
197 |
60 |
0.8137 |
0.7755 |
0.0383 |
4.8% |
0.0049 |
0.6% |
38% |
False |
False |
156 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0047 |
0.6% |
43% |
False |
False |
124 |
100 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0048 |
0.6% |
43% |
False |
False |
101 |
120 |
0.8311 |
0.7724 |
0.0587 |
7.4% |
0.0047 |
0.6% |
30% |
False |
False |
87 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8154 |
2.618 |
0.8074 |
1.618 |
0.8026 |
1.000 |
0.7996 |
0.618 |
0.7977 |
HIGH |
0.7948 |
0.618 |
0.7929 |
0.500 |
0.7923 |
0.382 |
0.7918 |
LOW |
0.7899 |
0.618 |
0.7869 |
1.000 |
0.7851 |
1.618 |
0.7821 |
2.618 |
0.7772 |
4.250 |
0.7693 |
|
|
Fisher Pivots for day following 19-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7923 |
0.7936 |
PP |
0.7916 |
0.7924 |
S1 |
0.7908 |
0.7912 |
|