CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7868 |
0.7858 |
-0.0011 |
-0.1% |
0.7790 |
| High |
0.7888 |
0.7873 |
-0.0016 |
-0.2% |
0.7935 |
| Low |
0.7851 |
0.7802 |
-0.0050 |
-0.6% |
0.7788 |
| Close |
0.7858 |
0.7817 |
-0.0041 |
-0.5% |
0.7858 |
| Range |
0.0037 |
0.0071 |
0.0034 |
91.9% |
0.0147 |
| ATR |
0.0050 |
0.0052 |
0.0001 |
3.0% |
0.0000 |
| Volume |
82,017 |
69,718 |
-12,299 |
-15.0% |
285,321 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8043 |
0.8001 |
0.7856 |
|
| R3 |
0.7972 |
0.7930 |
0.7837 |
|
| R2 |
0.7901 |
0.7901 |
0.7830 |
|
| R1 |
0.7859 |
0.7859 |
0.7824 |
0.7845 |
| PP |
0.7830 |
0.7830 |
0.7830 |
0.7823 |
| S1 |
0.7788 |
0.7788 |
0.7810 |
0.7774 |
| S2 |
0.7759 |
0.7759 |
0.7804 |
|
| S3 |
0.7688 |
0.7717 |
0.7797 |
|
| S4 |
0.7617 |
0.7646 |
0.7778 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8300 |
0.8225 |
0.7938 |
|
| R3 |
0.8153 |
0.8079 |
0.7898 |
|
| R2 |
0.8007 |
0.8007 |
0.7884 |
|
| R1 |
0.7932 |
0.7932 |
0.7871 |
0.7969 |
| PP |
0.7860 |
0.7860 |
0.7860 |
0.7879 |
| S1 |
0.7786 |
0.7786 |
0.7844 |
0.7823 |
| S2 |
0.7714 |
0.7714 |
0.7831 |
|
| S3 |
0.7567 |
0.7639 |
0.7817 |
|
| S4 |
0.7421 |
0.7493 |
0.7777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7935 |
0.7802 |
0.0133 |
1.7% |
0.0055 |
0.7% |
12% |
False |
True |
68,169 |
| 10 |
0.7935 |
0.7781 |
0.0154 |
2.0% |
0.0056 |
0.7% |
23% |
False |
False |
36,860 |
| 20 |
0.8000 |
0.7781 |
0.0219 |
2.8% |
0.0052 |
0.7% |
16% |
False |
False |
18,854 |
| 40 |
0.8137 |
0.7781 |
0.0356 |
4.6% |
0.0046 |
0.6% |
10% |
False |
False |
9,521 |
| 60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0049 |
0.6% |
16% |
False |
False |
6,388 |
| 80 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0051 |
0.6% |
23% |
False |
False |
4,808 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0047 |
0.6% |
23% |
False |
False |
3,849 |
| 120 |
0.8147 |
0.7724 |
0.0423 |
5.4% |
0.0049 |
0.6% |
22% |
False |
False |
3,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8174 |
|
2.618 |
0.8058 |
|
1.618 |
0.7987 |
|
1.000 |
0.7944 |
|
0.618 |
0.7916 |
|
HIGH |
0.7873 |
|
0.618 |
0.7845 |
|
0.500 |
0.7837 |
|
0.382 |
0.7829 |
|
LOW |
0.7802 |
|
0.618 |
0.7758 |
|
1.000 |
0.7731 |
|
1.618 |
0.7687 |
|
2.618 |
0.7616 |
|
4.250 |
0.7500 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7837 |
0.7854 |
| PP |
0.7830 |
0.7842 |
| S1 |
0.7824 |
0.7829 |
|