CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 24-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.7873 |
0.7890 |
0.0017 |
0.2% |
0.7972 |
High |
0.7899 |
0.7907 |
0.0008 |
0.1% |
0.8000 |
Low |
0.7850 |
0.7872 |
0.0022 |
0.3% |
0.7899 |
Close |
0.7887 |
0.7894 |
0.0007 |
0.1% |
0.7900 |
Range |
0.0049 |
0.0035 |
-0.0014 |
-28.9% |
0.0101 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
636 |
590 |
-46 |
-7.2% |
2,119 |
|
Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7994 |
0.7978 |
0.7912 |
|
R3 |
0.7960 |
0.7944 |
0.7903 |
|
R2 |
0.7925 |
0.7925 |
0.7900 |
|
R1 |
0.7909 |
0.7909 |
0.7897 |
0.7917 |
PP |
0.7891 |
0.7891 |
0.7891 |
0.7895 |
S1 |
0.7875 |
0.7875 |
0.7890 |
0.7883 |
S2 |
0.7856 |
0.7856 |
0.7887 |
|
S3 |
0.7822 |
0.7840 |
0.7884 |
|
S4 |
0.7787 |
0.7806 |
0.7875 |
|
|
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 |
0.7948 |
0.7850 |
0.0098 |
1.2% |
0.0042 |
0.5% |
45% |
False |
False |
524 |
10 |
0.8007 |
0.7850 |
0.0157 |
2.0% |
0.0043 |
0.5% |
28% |
False |
False |
464 |
20 |
0.8109 |
0.7850 |
0.0259 |
3.3% |
0.0041 |
0.5% |
17% |
False |
False |
330 |
40 |
0.8137 |
0.7835 |
0.0303 |
3.8% |
0.0042 |
0.5% |
20% |
False |
False |
233 |
60 |
0.8137 |
0.7755 |
0.0383 |
4.8% |
0.0048 |
0.6% |
36% |
False |
False |
180 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0047 |
0.6% |
41% |
False |
False |
145 |
100 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0047 |
0.6% |
41% |
False |
False |
118 |
120 |
0.8285 |
0.7724 |
0.0561 |
7.1% |
0.0047 |
0.6% |
30% |
False |
False |
101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8053 |
2.618 |
0.7997 |
1.618 |
0.7962 |
1.000 |
0.7941 |
0.618 |
0.7928 |
HIGH |
0.7907 |
0.618 |
0.7893 |
0.500 |
0.7889 |
0.382 |
0.7885 |
LOW |
0.7872 |
0.618 |
0.7851 |
1.000 |
0.7838 |
1.618 |
0.7816 |
2.618 |
0.7782 |
4.250 |
0.7725 |
|
|
Fisher Pivots for day following 24-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7892 |
0.7891 |
PP |
0.7891 |
0.7888 |
S1 |
0.7889 |
0.7885 |
|