CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7858 |
0.7809 |
-0.0049 |
-0.6% |
0.7790 |
| High |
0.7873 |
0.7816 |
-0.0057 |
-0.7% |
0.7935 |
| Low |
0.7802 |
0.7774 |
-0.0028 |
-0.4% |
0.7788 |
| Close |
0.7817 |
0.7780 |
-0.0037 |
-0.5% |
0.7858 |
| Range |
0.0071 |
0.0042 |
-0.0030 |
-41.5% |
0.0147 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
69,718 |
71,157 |
1,439 |
2.1% |
285,321 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7914 |
0.7889 |
0.7803 |
|
| R3 |
0.7873 |
0.7847 |
0.7791 |
|
| R2 |
0.7831 |
0.7831 |
0.7788 |
|
| R1 |
0.7806 |
0.7806 |
0.7784 |
0.7798 |
| PP |
0.7790 |
0.7790 |
0.7790 |
0.7786 |
| S1 |
0.7764 |
0.7764 |
0.7776 |
0.7756 |
| S2 |
0.7748 |
0.7748 |
0.7772 |
|
| S3 |
0.7707 |
0.7723 |
0.7769 |
|
| S4 |
0.7665 |
0.7681 |
0.7757 |
|
|
| 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 |
0.7774 |
0.0161 |
2.1% |
0.0047 |
0.6% |
4% |
False |
True |
76,733 |
| 10 |
0.7935 |
0.7774 |
0.0161 |
2.1% |
0.0054 |
0.7% |
4% |
False |
True |
43,721 |
| 20 |
0.7998 |
0.7774 |
0.0224 |
2.9% |
0.0052 |
0.7% |
3% |
False |
True |
22,389 |
| 40 |
0.8137 |
0.7774 |
0.0363 |
4.7% |
0.0047 |
0.6% |
2% |
False |
True |
11,297 |
| 60 |
0.8137 |
0.7774 |
0.0363 |
4.7% |
0.0048 |
0.6% |
2% |
False |
True |
7,573 |
| 80 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0050 |
0.6% |
7% |
False |
False |
5,695 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
14% |
False |
False |
4,560 |
| 120 |
0.8147 |
0.7724 |
0.0423 |
5.4% |
0.0049 |
0.6% |
13% |
False |
False |
3,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7992 |
|
2.618 |
0.7924 |
|
1.618 |
0.7883 |
|
1.000 |
0.7857 |
|
0.618 |
0.7841 |
|
HIGH |
0.7816 |
|
0.618 |
0.7800 |
|
0.500 |
0.7795 |
|
0.382 |
0.7790 |
|
LOW |
0.7774 |
|
0.618 |
0.7748 |
|
1.000 |
0.7733 |
|
1.618 |
0.7707 |
|
2.618 |
0.7665 |
|
4.250 |
0.7598 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7795 |
0.7831 |
| PP |
0.7790 |
0.7814 |
| S1 |
0.7785 |
0.7797 |
|