CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7806 |
0.7804 |
-0.0003 |
0.0% |
0.7833 |
| High |
0.7827 |
0.7848 |
0.0021 |
0.3% |
0.7869 |
| Low |
0.7792 |
0.7781 |
-0.0011 |
-0.1% |
0.7781 |
| Close |
0.7807 |
0.7792 |
-0.0015 |
-0.2% |
0.7792 |
| Range |
0.0036 |
0.0067 |
0.0032 |
88.7% |
0.0088 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.7% |
0.0000 |
| Volume |
3,261 |
5,518 |
2,257 |
69.2% |
16,482 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8008 |
0.7967 |
0.7828 |
|
| R3 |
0.7941 |
0.7900 |
0.7810 |
|
| R2 |
0.7874 |
0.7874 |
0.7804 |
|
| R1 |
0.7833 |
0.7833 |
0.7798 |
0.7820 |
| PP |
0.7807 |
0.7807 |
0.7807 |
0.7800 |
| S1 |
0.7766 |
0.7766 |
0.7785 |
0.7753 |
| S2 |
0.7740 |
0.7740 |
0.7779 |
|
| S3 |
0.7673 |
0.7699 |
0.7773 |
|
| S4 |
0.7606 |
0.7632 |
0.7755 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8076 |
0.8021 |
0.7840 |
|
| R3 |
0.7989 |
0.7934 |
0.7816 |
|
| R2 |
0.7901 |
0.7901 |
0.7808 |
|
| R1 |
0.7846 |
0.7846 |
0.7800 |
0.7830 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7806 |
| S1 |
0.7759 |
0.7759 |
0.7783 |
0.7743 |
| S2 |
0.7726 |
0.7726 |
0.7775 |
|
| S3 |
0.7639 |
0.7671 |
0.7767 |
|
| S4 |
0.7551 |
0.7584 |
0.7743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7869 |
0.7781 |
0.0088 |
1.1% |
0.0056 |
0.7% |
12% |
False |
True |
3,296 |
| 10 |
0.7948 |
0.7781 |
0.0167 |
2.1% |
0.0055 |
0.7% |
6% |
False |
True |
2,026 |
| 20 |
0.8070 |
0.7781 |
0.0289 |
3.7% |
0.0048 |
0.6% |
4% |
False |
True |
1,191 |
| 40 |
0.8137 |
0.7781 |
0.0356 |
4.6% |
0.0044 |
0.6% |
3% |
False |
True |
666 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0049 |
0.6% |
10% |
False |
False |
477 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0049 |
0.6% |
16% |
False |
False |
372 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
16% |
False |
False |
300 |
| 120 |
0.8219 |
0.7724 |
0.0495 |
6.4% |
0.0049 |
0.6% |
14% |
False |
False |
252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8133 |
|
2.618 |
0.8023 |
|
1.618 |
0.7956 |
|
1.000 |
0.7915 |
|
0.618 |
0.7889 |
|
HIGH |
0.7848 |
|
0.618 |
0.7822 |
|
0.500 |
0.7815 |
|
0.382 |
0.7807 |
|
LOW |
0.7781 |
|
0.618 |
0.7740 |
|
1.000 |
0.7714 |
|
1.618 |
0.7673 |
|
2.618 |
0.7606 |
|
4.250 |
0.7496 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7815 |
0.7825 |
| PP |
0.7807 |
0.7814 |
| S1 |
0.7799 |
0.7803 |
|