CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7828 |
0.7806 |
-0.0022 |
-0.3% |
0.7907 |
| High |
0.7869 |
0.7827 |
-0.0042 |
-0.5% |
0.7919 |
| Low |
0.7797 |
0.7792 |
-0.0006 |
-0.1% |
0.7815 |
| Close |
0.7808 |
0.7807 |
-0.0002 |
0.0% |
0.7829 |
| Range |
0.0072 |
0.0036 |
-0.0036 |
-50.3% |
0.0104 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
2,241 |
3,261 |
1,020 |
45.5% |
3,445 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7915 |
0.7896 |
0.7826 |
|
| R3 |
0.7879 |
0.7861 |
0.7816 |
|
| R2 |
0.7844 |
0.7844 |
0.7813 |
|
| R1 |
0.7825 |
0.7825 |
0.7810 |
0.7835 |
| PP |
0.7808 |
0.7808 |
0.7808 |
0.7813 |
| S1 |
0.7790 |
0.7790 |
0.7803 |
0.7799 |
| S2 |
0.7773 |
0.7773 |
0.7800 |
|
| S3 |
0.7737 |
0.7754 |
0.7797 |
|
| S4 |
0.7702 |
0.7719 |
0.7787 |
|
|
| 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 |
0.7792 |
0.0121 |
1.5% |
0.0062 |
0.8% |
12% |
False |
True |
2,539 |
| 10 |
0.7948 |
0.7792 |
0.0156 |
2.0% |
0.0052 |
0.7% |
10% |
False |
True |
1,531 |
| 20 |
0.8077 |
0.7792 |
0.0285 |
3.7% |
0.0048 |
0.6% |
5% |
False |
True |
926 |
| 40 |
0.8137 |
0.7792 |
0.0346 |
4.4% |
0.0043 |
0.6% |
4% |
False |
True |
530 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0049 |
0.6% |
14% |
False |
False |
389 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0049 |
0.6% |
20% |
False |
False |
303 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
20% |
False |
False |
245 |
| 120 |
0.8236 |
0.7724 |
0.0512 |
6.6% |
0.0049 |
0.6% |
16% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7978 |
|
2.618 |
0.7920 |
|
1.618 |
0.7884 |
|
1.000 |
0.7863 |
|
0.618 |
0.7849 |
|
HIGH |
0.7827 |
|
0.618 |
0.7813 |
|
0.500 |
0.7809 |
|
0.382 |
0.7805 |
|
LOW |
0.7792 |
|
0.618 |
0.7770 |
|
1.000 |
0.7756 |
|
1.618 |
0.7734 |
|
2.618 |
0.7699 |
|
4.250 |
0.7641 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7809 |
0.7830 |
| PP |
0.7808 |
0.7822 |
| S1 |
0.7807 |
0.7814 |
|