CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 12-Oct-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2021 |
12-Oct-2021 |
Change |
Change % |
Previous Week |
Open |
0.8030 |
0.8016 |
-0.0014 |
-0.2% |
0.7950 |
High |
0.8035 |
0.8030 |
-0.0005 |
-0.1% |
0.8022 |
Low |
0.8010 |
0.8010 |
0.0000 |
0.0% |
0.7938 |
Close |
0.8010 |
0.8020 |
0.0010 |
0.1% |
0.8022 |
Range |
0.0025 |
0.0020 |
-0.0005 |
-20.0% |
0.0084 |
ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.3% |
0.0000 |
Volume |
14 |
28 |
14 |
100.0% |
86 |
|
Daily Pivots for day following 12-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8080 |
0.8070 |
0.8031 |
|
R3 |
0.8060 |
0.8050 |
0.8025 |
|
R2 |
0.8040 |
0.8040 |
0.8023 |
|
R1 |
0.8030 |
0.8030 |
0.8021 |
0.8035 |
PP |
0.8020 |
0.8020 |
0.8020 |
0.8022 |
S1 |
0.8010 |
0.8010 |
0.8018 |
0.8015 |
S2 |
0.8000 |
0.8000 |
0.8016 |
|
S3 |
0.7980 |
0.7990 |
0.8014 |
|
S4 |
0.7960 |
0.7970 |
0.8009 |
|
|
Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8244 |
0.8216 |
0.8067 |
|
R3 |
0.8161 |
0.8133 |
0.8044 |
|
R2 |
0.8077 |
0.8077 |
0.8037 |
|
R1 |
0.8049 |
0.8049 |
0.8029 |
0.8063 |
PP |
0.7994 |
0.7994 |
0.7994 |
0.8001 |
S1 |
0.7966 |
0.7966 |
0.8014 |
0.7980 |
S2 |
0.7910 |
0.7910 |
0.8006 |
|
S3 |
0.7827 |
0.7882 |
0.7999 |
|
S4 |
0.7743 |
0.7799 |
0.7976 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8115 |
2.618 |
0.8082 |
1.618 |
0.8062 |
1.000 |
0.8050 |
0.618 |
0.8042 |
HIGH |
0.8030 |
0.618 |
0.8022 |
0.500 |
0.8020 |
0.382 |
0.8017 |
LOW |
0.8010 |
0.618 |
0.7997 |
1.000 |
0.7990 |
1.618 |
0.7977 |
2.618 |
0.7957 |
4.250 |
0.7925 |
|
|
Fisher Pivots for day following 12-Oct-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8020 |
0.8013 |
PP |
0.8020 |
0.8006 |
S1 |
0.8020 |
0.7999 |
|