CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 17-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7793 |
0.7828 |
0.0035 |
0.4% |
0.7858 |
| High |
0.7836 |
0.7829 |
-0.0008 |
-0.1% |
0.7873 |
| Low |
0.7778 |
0.7751 |
-0.0027 |
-0.3% |
0.7731 |
| Close |
0.7816 |
0.7766 |
-0.0050 |
-0.6% |
0.7766 |
| Range |
0.0058 |
0.0078 |
0.0020 |
33.6% |
0.0142 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.3% |
0.0000 |
| Volume |
85,002 |
66,491 |
-18,511 |
-21.8% |
378,347 |
|
| Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8014 |
0.7967 |
0.7808 |
|
| R3 |
0.7937 |
0.7890 |
0.7787 |
|
| R2 |
0.7859 |
0.7859 |
0.7780 |
|
| R1 |
0.7812 |
0.7812 |
0.7773 |
0.7797 |
| PP |
0.7782 |
0.7782 |
0.7782 |
0.7774 |
| S1 |
0.7735 |
0.7735 |
0.7758 |
0.7720 |
| S2 |
0.7704 |
0.7704 |
0.7751 |
|
| S3 |
0.7627 |
0.7657 |
0.7744 |
|
| S4 |
0.7549 |
0.7580 |
0.7723 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8216 |
0.8133 |
0.7844 |
|
| R3 |
0.8074 |
0.7991 |
0.7805 |
|
| R2 |
0.7932 |
0.7932 |
0.7792 |
|
| R1 |
0.7849 |
0.7849 |
0.7779 |
0.7819 |
| PP |
0.7790 |
0.7790 |
0.7790 |
0.7775 |
| S1 |
0.7707 |
0.7707 |
0.7752 |
0.7677 |
| S2 |
0.7648 |
0.7648 |
0.7739 |
|
| S3 |
0.7506 |
0.7565 |
0.7726 |
|
| S4 |
0.7364 |
0.7423 |
0.7687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7873 |
0.7731 |
0.0142 |
1.8% |
0.0062 |
0.8% |
25% |
False |
False |
75,669 |
| 10 |
0.7935 |
0.7731 |
0.0204 |
2.6% |
0.0057 |
0.7% |
17% |
False |
False |
66,366 |
| 20 |
0.7948 |
0.7731 |
0.0217 |
2.8% |
0.0056 |
0.7% |
16% |
False |
False |
34,196 |
| 40 |
0.8127 |
0.7731 |
0.0396 |
5.1% |
0.0048 |
0.6% |
9% |
False |
False |
17,226 |
| 60 |
0.8137 |
0.7731 |
0.0407 |
5.2% |
0.0048 |
0.6% |
9% |
False |
False |
11,525 |
| 80 |
0.8137 |
0.7731 |
0.0407 |
5.2% |
0.0051 |
0.7% |
9% |
False |
False |
8,662 |
| 100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0048 |
0.6% |
10% |
False |
False |
6,935 |
| 120 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0050 |
0.6% |
10% |
False |
False |
5,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8158 |
|
2.618 |
0.8031 |
|
1.618 |
0.7954 |
|
1.000 |
0.7906 |
|
0.618 |
0.7876 |
|
HIGH |
0.7829 |
|
0.618 |
0.7799 |
|
0.500 |
0.7790 |
|
0.382 |
0.7781 |
|
LOW |
0.7751 |
|
0.618 |
0.7703 |
|
1.000 |
0.7674 |
|
1.618 |
0.7626 |
|
2.618 |
0.7548 |
|
4.250 |
0.7422 |
|
|
| Fisher Pivots for day following 17-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7790 |
0.7783 |
| PP |
0.7782 |
0.7777 |
| S1 |
0.7774 |
0.7771 |
|