CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7905 |
0.7833 |
-0.0072 |
-0.9% |
0.7907 |
| High |
0.7912 |
0.7862 |
-0.0050 |
-0.6% |
0.7919 |
| Low |
0.7815 |
0.7819 |
0.0004 |
0.1% |
0.7815 |
| Close |
0.7829 |
0.7832 |
0.0003 |
0.0% |
0.7829 |
| Range |
0.0097 |
0.0043 |
-0.0054 |
-55.7% |
0.0104 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
1,732 |
2,920 |
1,188 |
68.6% |
3,445 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7967 |
0.7942 |
0.7856 |
|
| R3 |
0.7924 |
0.7899 |
0.7844 |
|
| R2 |
0.7881 |
0.7881 |
0.7840 |
|
| R1 |
0.7856 |
0.7856 |
0.7836 |
0.7847 |
| PP |
0.7838 |
0.7838 |
0.7838 |
0.7833 |
| S1 |
0.7813 |
0.7813 |
0.7828 |
0.7804 |
| S2 |
0.7795 |
0.7795 |
0.7824 |
|
| S3 |
0.7752 |
0.7770 |
0.7820 |
|
| S4 |
0.7709 |
0.7727 |
0.7808 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8166 |
0.8102 |
0.7886 |
|
| R3 |
0.8062 |
0.7998 |
0.7858 |
|
| R2 |
0.7958 |
0.7958 |
0.7848 |
|
| R1 |
0.7894 |
0.7894 |
0.7839 |
0.7874 |
| PP |
0.7854 |
0.7854 |
0.7854 |
0.7845 |
| S1 |
0.7790 |
0.7790 |
0.7819 |
0.7770 |
| S2 |
0.7750 |
0.7750 |
0.7810 |
|
| S3 |
0.7646 |
0.7686 |
0.7800 |
|
| S4 |
0.7542 |
0.7582 |
0.7772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7919 |
0.7815 |
0.0104 |
1.3% |
0.0054 |
0.7% |
16% |
False |
False |
1,273 |
| 10 |
0.8000 |
0.7815 |
0.0185 |
2.4% |
0.0047 |
0.6% |
9% |
False |
False |
848 |
| 20 |
0.8092 |
0.7815 |
0.0277 |
3.5% |
0.0044 |
0.6% |
6% |
False |
False |
550 |
| 40 |
0.8137 |
0.7815 |
0.0322 |
4.1% |
0.0042 |
0.5% |
5% |
False |
False |
340 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0049 |
0.6% |
20% |
False |
False |
257 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
26% |
False |
False |
203 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
26% |
False |
False |
165 |
| 120 |
0.8278 |
0.7724 |
0.0554 |
7.1% |
0.0048 |
0.6% |
20% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8045 |
|
2.618 |
0.7975 |
|
1.618 |
0.7932 |
|
1.000 |
0.7905 |
|
0.618 |
0.7889 |
|
HIGH |
0.7862 |
|
0.618 |
0.7846 |
|
0.500 |
0.7841 |
|
0.382 |
0.7835 |
|
LOW |
0.7819 |
|
0.618 |
0.7792 |
|
1.000 |
0.7776 |
|
1.618 |
0.7749 |
|
2.618 |
0.7706 |
|
4.250 |
0.7636 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7841 |
0.7864 |
| PP |
0.7838 |
0.7853 |
| S1 |
0.7835 |
0.7843 |
|