CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 30-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2021 |
30-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7845 |
0.7866 |
0.0022 |
0.3% |
0.7807 |
| High |
0.7888 |
0.7911 |
0.0023 |
0.3% |
0.7906 |
| Low |
0.7827 |
0.7836 |
0.0010 |
0.1% |
0.7755 |
| Close |
0.7841 |
0.7896 |
0.0055 |
0.7% |
0.7894 |
| Range |
0.0061 |
0.0075 |
0.0014 |
22.1% |
0.0152 |
| ATR |
|
|
|
|
|
| Volume |
6 |
24 |
18 |
300.0% |
42 |
|
| Daily Pivots for day following 30-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.8075 |
0.7937 |
|
| R3 |
0.8030 |
0.8000 |
0.7916 |
|
| R2 |
0.7955 |
0.7955 |
0.7910 |
|
| R1 |
0.7926 |
0.7926 |
0.7903 |
0.7941 |
| PP |
0.7881 |
0.7881 |
0.7881 |
0.7888 |
| S1 |
0.7851 |
0.7851 |
0.7889 |
0.7866 |
| S2 |
0.7806 |
0.7806 |
0.7882 |
|
| S3 |
0.7732 |
0.7777 |
0.7876 |
|
| S4 |
0.7657 |
0.7702 |
0.7855 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8306 |
0.8252 |
0.7977 |
|
| R3 |
0.8155 |
0.8100 |
0.7936 |
|
| R2 |
0.8003 |
0.8003 |
0.7922 |
|
| R1 |
0.7949 |
0.7949 |
0.7908 |
0.7976 |
| PP |
0.7852 |
0.7852 |
0.7852 |
0.7865 |
| S1 |
0.7797 |
0.7797 |
0.7880 |
0.7824 |
| S2 |
0.7700 |
0.7700 |
0.7866 |
|
| S3 |
0.7549 |
0.7646 |
0.7852 |
|
| S4 |
0.7397 |
0.7494 |
0.7811 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8227 |
|
2.618 |
0.8106 |
|
1.618 |
0.8031 |
|
1.000 |
0.7985 |
|
0.618 |
0.7957 |
|
HIGH |
0.7911 |
|
0.618 |
0.7882 |
|
0.500 |
0.7873 |
|
0.382 |
0.7864 |
|
LOW |
0.7836 |
|
0.618 |
0.7790 |
|
1.000 |
0.7762 |
|
1.618 |
0.7715 |
|
2.618 |
0.7641 |
|
4.250 |
0.7519 |
|
|
| Fisher Pivots for day following 30-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7888 |
0.7891 |
| PP |
0.7881 |
0.7886 |
| S1 |
0.7873 |
0.7881 |
|