CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 15-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2021 |
15-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7809 |
0.7776 |
-0.0034 |
-0.4% |
0.7790 |
| High |
0.7816 |
0.7795 |
-0.0021 |
-0.3% |
0.7935 |
| Low |
0.7774 |
0.7731 |
-0.0044 |
-0.6% |
0.7788 |
| Close |
0.7780 |
0.7771 |
-0.0010 |
-0.1% |
0.7858 |
| Range |
0.0042 |
0.0064 |
0.0023 |
54.2% |
0.0147 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.8% |
0.0000 |
| Volume |
71,157 |
85,979 |
14,822 |
20.8% |
285,321 |
|
| Daily Pivots for day following 15-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7957 |
0.7928 |
0.7806 |
|
| R3 |
0.7893 |
0.7864 |
0.7788 |
|
| R2 |
0.7829 |
0.7829 |
0.7782 |
|
| R1 |
0.7800 |
0.7800 |
0.7776 |
0.7783 |
| PP |
0.7765 |
0.7765 |
0.7765 |
0.7757 |
| S1 |
0.7736 |
0.7736 |
0.7765 |
0.7719 |
| S2 |
0.7701 |
0.7701 |
0.7759 |
|
| S3 |
0.7637 |
0.7672 |
0.7753 |
|
| S4 |
0.7573 |
0.7608 |
0.7735 |
|
|
| 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 |
0.7906 |
0.7731 |
0.0176 |
2.3% |
0.0052 |
0.7% |
23% |
False |
True |
79,847 |
| 10 |
0.7935 |
0.7731 |
0.0204 |
2.6% |
0.0054 |
0.7% |
20% |
False |
True |
52,095 |
| 20 |
0.7973 |
0.7731 |
0.0243 |
3.1% |
0.0053 |
0.7% |
16% |
False |
True |
26,665 |
| 40 |
0.8137 |
0.7731 |
0.0407 |
5.2% |
0.0047 |
0.6% |
10% |
False |
True |
13,444 |
| 60 |
0.8137 |
0.7731 |
0.0407 |
5.2% |
0.0048 |
0.6% |
10% |
False |
True |
9,002 |
| 80 |
0.8137 |
0.7731 |
0.0407 |
5.2% |
0.0050 |
0.6% |
10% |
False |
True |
6,769 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
11% |
False |
False |
5,420 |
| 120 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0049 |
0.6% |
11% |
False |
False |
4,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8067 |
|
2.618 |
0.7962 |
|
1.618 |
0.7898 |
|
1.000 |
0.7859 |
|
0.618 |
0.7834 |
|
HIGH |
0.7795 |
|
0.618 |
0.7770 |
|
0.500 |
0.7763 |
|
0.382 |
0.7755 |
|
LOW |
0.7731 |
|
0.618 |
0.7691 |
|
1.000 |
0.7667 |
|
1.618 |
0.7627 |
|
2.618 |
0.7563 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 15-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7768 |
0.7802 |
| PP |
0.7765 |
0.7791 |
| S1 |
0.7763 |
0.7781 |
|