CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 08-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7838 |
0.7911 |
0.0073 |
0.9% |
0.7833 |
| High |
0.7916 |
0.7935 |
0.0019 |
0.2% |
0.7869 |
| Low |
0.7835 |
0.7897 |
0.0062 |
0.8% |
0.7781 |
| Close |
0.7907 |
0.7901 |
-0.0006 |
-0.1% |
0.7792 |
| Range |
0.0081 |
0.0038 |
-0.0043 |
-53.1% |
0.0088 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
28,336 |
70,408 |
42,072 |
148.5% |
16,482 |
|
| Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8025 |
0.8001 |
0.7922 |
|
| R3 |
0.7987 |
0.7963 |
0.7911 |
|
| R2 |
0.7949 |
0.7949 |
0.7908 |
|
| R1 |
0.7925 |
0.7925 |
0.7904 |
0.7918 |
| PP |
0.7911 |
0.7911 |
0.7911 |
0.7907 |
| S1 |
0.7887 |
0.7887 |
0.7898 |
0.7880 |
| S2 |
0.7873 |
0.7873 |
0.7894 |
|
| S3 |
0.7835 |
0.7849 |
0.7891 |
|
| S4 |
0.7797 |
0.7811 |
0.7880 |
|
|
| 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 |
0.7935 |
0.7781 |
0.0154 |
1.9% |
0.0055 |
0.7% |
78% |
True |
False |
24,343 |
| 10 |
0.7935 |
0.7781 |
0.0154 |
1.9% |
0.0058 |
0.7% |
78% |
True |
False |
13,174 |
| 20 |
0.8070 |
0.7781 |
0.0289 |
3.7% |
0.0053 |
0.7% |
42% |
False |
False |
6,805 |
| 40 |
0.8137 |
0.7781 |
0.0356 |
4.5% |
0.0045 |
0.6% |
34% |
False |
False |
3,480 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.8% |
0.0049 |
0.6% |
38% |
False |
False |
2,357 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0050 |
0.6% |
43% |
False |
False |
1,783 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.2% |
0.0048 |
0.6% |
43% |
False |
False |
1,428 |
| 120 |
0.8159 |
0.7724 |
0.0435 |
5.5% |
0.0049 |
0.6% |
41% |
False |
False |
1,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8096 |
|
2.618 |
0.8034 |
|
1.618 |
0.7996 |
|
1.000 |
0.7973 |
|
0.618 |
0.7958 |
|
HIGH |
0.7935 |
|
0.618 |
0.7920 |
|
0.500 |
0.7916 |
|
0.382 |
0.7911 |
|
LOW |
0.7897 |
|
0.618 |
0.7873 |
|
1.000 |
0.7859 |
|
1.618 |
0.7835 |
|
2.618 |
0.7797 |
|
4.250 |
0.7735 |
|
|
| Fisher Pivots for day following 08-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7916 |
0.7888 |
| PP |
0.7911 |
0.7875 |
| S1 |
0.7906 |
0.7861 |
|