CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 16-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2021 |
16-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7776 |
0.7793 |
0.0018 |
0.2% |
0.7790 |
| High |
0.7795 |
0.7836 |
0.0042 |
0.5% |
0.7935 |
| Low |
0.7731 |
0.7778 |
0.0048 |
0.6% |
0.7788 |
| Close |
0.7771 |
0.7816 |
0.0045 |
0.6% |
0.7858 |
| Range |
0.0064 |
0.0058 |
-0.0006 |
-9.4% |
0.0147 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.9% |
0.0000 |
| Volume |
85,979 |
85,002 |
-977 |
-1.1% |
285,321 |
|
| Daily Pivots for day following 16-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7984 |
0.7958 |
0.7847 |
|
| R3 |
0.7926 |
0.7900 |
0.7831 |
|
| R2 |
0.7868 |
0.7868 |
0.7826 |
|
| R1 |
0.7842 |
0.7842 |
0.7821 |
0.7855 |
| PP |
0.7810 |
0.7810 |
0.7810 |
0.7816 |
| S1 |
0.7784 |
0.7784 |
0.7810 |
0.7797 |
| S2 |
0.7752 |
0.7752 |
0.7805 |
|
| S3 |
0.7694 |
0.7726 |
0.7800 |
|
| S4 |
0.7636 |
0.7668 |
0.7784 |
|
|
| 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 |
0.7888 |
0.7731 |
0.0158 |
2.0% |
0.0054 |
0.7% |
54% |
False |
False |
78,774 |
| 10 |
0.7935 |
0.7731 |
0.0204 |
2.6% |
0.0056 |
0.7% |
42% |
False |
False |
60,269 |
| 20 |
0.7948 |
0.7731 |
0.0217 |
2.8% |
0.0054 |
0.7% |
39% |
False |
False |
30,900 |
| 40 |
0.8137 |
0.7731 |
0.0407 |
5.2% |
0.0048 |
0.6% |
21% |
False |
False |
15,566 |
| 60 |
0.8137 |
0.7731 |
0.0407 |
5.2% |
0.0048 |
0.6% |
21% |
False |
False |
10,418 |
| 80 |
0.8137 |
0.7731 |
0.0407 |
5.2% |
0.0050 |
0.6% |
21% |
False |
False |
7,831 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
22% |
False |
False |
6,270 |
| 120 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0049 |
0.6% |
22% |
False |
False |
5,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8083 |
|
2.618 |
0.7988 |
|
1.618 |
0.7930 |
|
1.000 |
0.7894 |
|
0.618 |
0.7872 |
|
HIGH |
0.7836 |
|
0.618 |
0.7814 |
|
0.500 |
0.7807 |
|
0.382 |
0.7800 |
|
LOW |
0.7778 |
|
0.618 |
0.7742 |
|
1.000 |
0.7720 |
|
1.618 |
0.7684 |
|
2.618 |
0.7626 |
|
4.250 |
0.7532 |
|
|
| Fisher Pivots for day following 16-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7813 |
0.7805 |
| PP |
0.7810 |
0.7794 |
| S1 |
0.7807 |
0.7783 |
|