CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7833 |
0.7850 |
0.0017 |
0.2% |
0.7907 |
| High |
0.7862 |
0.7856 |
-0.0006 |
-0.1% |
0.7919 |
| Low |
0.7819 |
0.7794 |
-0.0026 |
-0.3% |
0.7815 |
| Close |
0.7832 |
0.7824 |
-0.0008 |
-0.1% |
0.7829 |
| Range |
0.0043 |
0.0063 |
0.0020 |
45.3% |
0.0104 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.4% |
0.0000 |
| Volume |
2,920 |
2,542 |
-378 |
-12.9% |
3,445 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8012 |
0.7981 |
0.7858 |
|
| R3 |
0.7950 |
0.7918 |
0.7841 |
|
| R2 |
0.7887 |
0.7887 |
0.7835 |
|
| R1 |
0.7856 |
0.7856 |
0.7830 |
0.7840 |
| PP |
0.7825 |
0.7825 |
0.7825 |
0.7817 |
| S1 |
0.7793 |
0.7793 |
0.7818 |
0.7778 |
| S2 |
0.7762 |
0.7762 |
0.7813 |
|
| S3 |
0.7700 |
0.7731 |
0.7807 |
|
| S4 |
0.7637 |
0.7668 |
0.7790 |
|
|
| 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 |
0.7912 |
0.7794 |
0.0119 |
1.5% |
0.0057 |
0.7% |
26% |
False |
True |
1,684 |
| 10 |
0.7998 |
0.7794 |
0.0204 |
2.6% |
0.0050 |
0.6% |
15% |
False |
True |
1,058 |
| 20 |
0.8082 |
0.7794 |
0.0288 |
3.7% |
0.0046 |
0.6% |
11% |
False |
True |
671 |
| 40 |
0.8137 |
0.7794 |
0.0344 |
4.4% |
0.0042 |
0.5% |
9% |
False |
True |
399 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0050 |
0.6% |
18% |
False |
False |
299 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
24% |
False |
False |
234 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0047 |
0.6% |
24% |
False |
False |
190 |
| 120 |
0.8276 |
0.7724 |
0.0552 |
7.1% |
0.0048 |
0.6% |
18% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8122 |
|
2.618 |
0.8020 |
|
1.618 |
0.7957 |
|
1.000 |
0.7919 |
|
0.618 |
0.7895 |
|
HIGH |
0.7856 |
|
0.618 |
0.7832 |
|
0.500 |
0.7825 |
|
0.382 |
0.7817 |
|
LOW |
0.7794 |
|
0.618 |
0.7755 |
|
1.000 |
0.7731 |
|
1.618 |
0.7692 |
|
2.618 |
0.7630 |
|
4.250 |
0.7528 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7825 |
0.7853 |
| PP |
0.7825 |
0.7843 |
| S1 |
0.7824 |
0.7834 |
|