CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 23-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.7907 |
0.7873 |
-0.0034 |
-0.4% |
0.7972 |
High |
0.7919 |
0.7899 |
-0.0021 |
-0.3% |
0.8000 |
Low |
0.7873 |
0.7850 |
-0.0023 |
-0.3% |
0.7899 |
Close |
0.7876 |
0.7887 |
0.0011 |
0.1% |
0.7900 |
Range |
0.0046 |
0.0049 |
0.0003 |
5.4% |
0.0101 |
ATR |
0.0043 |
0.0044 |
0.0000 |
0.8% |
0.0000 |
Volume |
487 |
636 |
149 |
30.6% |
2,119 |
|
Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8024 |
0.8004 |
0.7913 |
|
R3 |
0.7975 |
0.7955 |
0.7900 |
|
R2 |
0.7927 |
0.7927 |
0.7895 |
|
R1 |
0.7907 |
0.7907 |
0.7891 |
0.7917 |
PP |
0.7878 |
0.7878 |
0.7878 |
0.7883 |
S1 |
0.7858 |
0.7858 |
0.7882 |
0.7868 |
S2 |
0.7830 |
0.7830 |
0.7878 |
|
S3 |
0.7781 |
0.7810 |
0.7873 |
|
S4 |
0.7733 |
0.7761 |
0.7860 |
|
|
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 |
0.7973 |
0.7850 |
0.0123 |
1.6% |
0.0045 |
0.6% |
30% |
False |
True |
466 |
10 |
0.8070 |
0.7850 |
0.0220 |
2.8% |
0.0047 |
0.6% |
17% |
False |
True |
437 |
20 |
0.8127 |
0.7850 |
0.0277 |
3.5% |
0.0043 |
0.5% |
13% |
False |
True |
313 |
40 |
0.8137 |
0.7829 |
0.0309 |
3.9% |
0.0043 |
0.5% |
19% |
False |
False |
220 |
60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0049 |
0.6% |
35% |
False |
False |
171 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0047 |
0.6% |
39% |
False |
False |
137 |
100 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0048 |
0.6% |
39% |
False |
False |
112 |
120 |
0.8286 |
0.7724 |
0.0562 |
7.1% |
0.0047 |
0.6% |
29% |
False |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8105 |
2.618 |
0.8025 |
1.618 |
0.7977 |
1.000 |
0.7947 |
0.618 |
0.7928 |
HIGH |
0.7899 |
0.618 |
0.7880 |
0.500 |
0.7874 |
0.382 |
0.7869 |
LOW |
0.7850 |
0.618 |
0.7820 |
1.000 |
0.7802 |
1.618 |
0.7772 |
2.618 |
0.7723 |
4.250 |
0.7644 |
|
|
Fisher Pivots for day following 23-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7882 |
0.7899 |
PP |
0.7878 |
0.7895 |
S1 |
0.7874 |
0.7891 |
|