CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7804 |
0.7790 |
-0.0014 |
-0.2% |
0.7833 |
| High |
0.7848 |
0.7843 |
-0.0006 |
-0.1% |
0.7869 |
| Low |
0.7781 |
0.7788 |
0.0007 |
0.1% |
0.7781 |
| Close |
0.7792 |
0.7833 |
0.0042 |
0.5% |
0.7792 |
| Range |
0.0067 |
0.0055 |
-0.0013 |
-18.7% |
0.0088 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.7% |
0.0000 |
| Volume |
5,518 |
14,193 |
8,675 |
157.2% |
16,482 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7963 |
0.7863 |
|
| R3 |
0.7930 |
0.7909 |
0.7848 |
|
| R2 |
0.7876 |
0.7876 |
0.7843 |
|
| R1 |
0.7854 |
0.7854 |
0.7838 |
0.7865 |
| PP |
0.7821 |
0.7821 |
0.7821 |
0.7827 |
| S1 |
0.7800 |
0.7800 |
0.7828 |
0.7811 |
| S2 |
0.7767 |
0.7767 |
0.7823 |
|
| S3 |
0.7712 |
0.7745 |
0.7818 |
|
| S4 |
0.7658 |
0.7691 |
0.7803 |
|
|
| 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% |
0.0058 |
0.7% |
59% |
False |
False |
5,551 |
| 10 |
0.7919 |
0.7781 |
0.0138 |
1.8% |
0.0056 |
0.7% |
38% |
False |
False |
3,412 |
| 20 |
0.8070 |
0.7781 |
0.0289 |
3.7% |
0.0050 |
0.6% |
18% |
False |
False |
1,890 |
| 40 |
0.8137 |
0.7781 |
0.0356 |
4.5% |
0.0044 |
0.6% |
15% |
False |
False |
1,017 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0049 |
0.6% |
21% |
False |
False |
712 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0050 |
0.6% |
26% |
False |
False |
549 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
26% |
False |
False |
441 |
| 120 |
0.8159 |
0.7724 |
0.0435 |
5.6% |
0.0049 |
0.6% |
25% |
False |
False |
370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8074 |
|
2.618 |
0.7985 |
|
1.618 |
0.7931 |
|
1.000 |
0.7897 |
|
0.618 |
0.7876 |
|
HIGH |
0.7843 |
|
0.618 |
0.7822 |
|
0.500 |
0.7815 |
|
0.382 |
0.7809 |
|
LOW |
0.7788 |
|
0.618 |
0.7754 |
|
1.000 |
0.7734 |
|
1.618 |
0.7700 |
|
2.618 |
0.7645 |
|
4.250 |
0.7556 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7827 |
0.7827 |
| PP |
0.7821 |
0.7821 |
| S1 |
0.7815 |
0.7815 |
|