CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7850 |
0.7828 |
-0.0022 |
-0.3% |
0.7907 |
| High |
0.7856 |
0.7869 |
0.0013 |
0.2% |
0.7919 |
| Low |
0.7794 |
0.7797 |
0.0004 |
0.0% |
0.7815 |
| Close |
0.7824 |
0.7808 |
-0.0016 |
-0.2% |
0.7829 |
| Range |
0.0063 |
0.0072 |
0.0009 |
14.4% |
0.0104 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
3.5% |
0.0000 |
| Volume |
2,542 |
2,241 |
-301 |
-11.8% |
3,445 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8039 |
0.7995 |
0.7847 |
|
| R3 |
0.7968 |
0.7924 |
0.7828 |
|
| R2 |
0.7896 |
0.7896 |
0.7821 |
|
| R1 |
0.7852 |
0.7852 |
0.7815 |
0.7838 |
| PP |
0.7825 |
0.7825 |
0.7825 |
0.7818 |
| S1 |
0.7781 |
0.7781 |
0.7801 |
0.7767 |
| S2 |
0.7753 |
0.7753 |
0.7795 |
|
| S3 |
0.7682 |
0.7709 |
0.7788 |
|
| S4 |
0.7610 |
0.7638 |
0.7769 |
|
|
| 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% |
0.0062 |
0.8% |
12% |
False |
False |
2,005 |
| 10 |
0.7973 |
0.7794 |
0.0180 |
2.3% |
0.0053 |
0.7% |
8% |
False |
False |
1,235 |
| 20 |
0.8077 |
0.7794 |
0.0283 |
3.6% |
0.0048 |
0.6% |
5% |
False |
False |
775 |
| 40 |
0.8137 |
0.7794 |
0.0344 |
4.4% |
0.0043 |
0.6% |
4% |
False |
False |
452 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0050 |
0.6% |
14% |
False |
False |
336 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0049 |
0.6% |
20% |
False |
False |
262 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
20% |
False |
False |
212 |
| 120 |
0.8238 |
0.7724 |
0.0514 |
6.6% |
0.0048 |
0.6% |
16% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8172 |
|
2.618 |
0.8056 |
|
1.618 |
0.7984 |
|
1.000 |
0.7940 |
|
0.618 |
0.7913 |
|
HIGH |
0.7869 |
|
0.618 |
0.7841 |
|
0.500 |
0.7833 |
|
0.382 |
0.7824 |
|
LOW |
0.7797 |
|
0.618 |
0.7753 |
|
1.000 |
0.7726 |
|
1.618 |
0.7681 |
|
2.618 |
0.7610 |
|
4.250 |
0.7493 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7833 |
0.7831 |
| PP |
0.7825 |
0.7823 |
| S1 |
0.7816 |
0.7816 |
|