CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 09-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7911 |
0.7905 |
-0.0006 |
-0.1% |
0.7833 |
High |
0.7935 |
0.7906 |
-0.0029 |
-0.4% |
0.7869 |
Low |
0.7897 |
0.7861 |
-0.0036 |
-0.5% |
0.7781 |
Close |
0.7901 |
0.7864 |
-0.0038 |
-0.5% |
0.7792 |
Range |
0.0038 |
0.0046 |
0.0008 |
19.7% |
0.0088 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.8% |
0.0000 |
Volume |
70,408 |
90,367 |
19,959 |
28.3% |
16,482 |
|
Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8013 |
0.7984 |
0.7889 |
|
R3 |
0.7968 |
0.7938 |
0.7876 |
|
R2 |
0.7922 |
0.7922 |
0.7872 |
|
R1 |
0.7893 |
0.7893 |
0.7868 |
0.7885 |
PP |
0.7877 |
0.7877 |
0.7877 |
0.7873 |
S1 |
0.7847 |
0.7847 |
0.7859 |
0.7839 |
S2 |
0.7831 |
0.7831 |
0.7855 |
|
S3 |
0.7786 |
0.7802 |
0.7851 |
|
S4 |
0.7740 |
0.7756 |
0.7838 |
|
|
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 |
2.0% |
0.0057 |
0.7% |
54% |
False |
False |
41,764 |
10 |
0.7935 |
0.7781 |
0.0154 |
2.0% |
0.0060 |
0.8% |
54% |
False |
False |
22,151 |
20 |
0.8007 |
0.7781 |
0.0226 |
2.9% |
0.0051 |
0.7% |
37% |
False |
False |
11,307 |
40 |
0.8137 |
0.7781 |
0.0356 |
4.5% |
0.0046 |
0.6% |
23% |
False |
False |
5,735 |
60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0049 |
0.6% |
28% |
False |
False |
3,863 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0051 |
0.6% |
34% |
False |
False |
2,912 |
100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
34% |
False |
False |
2,332 |
120 |
0.8159 |
0.7724 |
0.0435 |
5.5% |
0.0049 |
0.6% |
32% |
False |
False |
1,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8099 |
2.618 |
0.8025 |
1.618 |
0.7980 |
1.000 |
0.7952 |
0.618 |
0.7934 |
HIGH |
0.7906 |
0.618 |
0.7889 |
0.500 |
0.7883 |
0.382 |
0.7878 |
LOW |
0.7861 |
0.618 |
0.7832 |
1.000 |
0.7815 |
1.618 |
0.7787 |
2.618 |
0.7741 |
4.250 |
0.7667 |
|
|
Fisher Pivots for day following 09-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7883 |
0.7885 |
PP |
0.7877 |
0.7878 |
S1 |
0.7870 |
0.7871 |
|