CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 20-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7828 |
0.7758 |
-0.0070 |
-0.9% |
0.7858 |
| High |
0.7829 |
0.7760 |
-0.0069 |
-0.9% |
0.7873 |
| Low |
0.7751 |
0.7713 |
-0.0038 |
-0.5% |
0.7731 |
| Close |
0.7766 |
0.7723 |
-0.0043 |
-0.6% |
0.7766 |
| Range |
0.0078 |
0.0047 |
-0.0031 |
-39.4% |
0.0142 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
66,491 |
70,614 |
4,123 |
6.2% |
378,347 |
|
| Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7873 |
0.7845 |
0.7748 |
|
| R3 |
0.7826 |
0.7798 |
0.7735 |
|
| R2 |
0.7779 |
0.7779 |
0.7731 |
|
| R1 |
0.7751 |
0.7751 |
0.7727 |
0.7741 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7727 |
| S1 |
0.7704 |
0.7704 |
0.7718 |
0.7694 |
| S2 |
0.7685 |
0.7685 |
0.7714 |
|
| S3 |
0.7638 |
0.7657 |
0.7710 |
|
| S4 |
0.7591 |
0.7610 |
0.7697 |
|
|
| 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 |
0.7836 |
0.7713 |
0.0123 |
1.6% |
0.0058 |
0.7% |
8% |
False |
True |
75,848 |
| 10 |
0.7935 |
0.7713 |
0.0222 |
2.9% |
0.0056 |
0.7% |
4% |
False |
True |
72,008 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.9% |
0.0056 |
0.7% |
4% |
False |
True |
37,710 |
| 40 |
0.8127 |
0.7713 |
0.0414 |
5.4% |
0.0049 |
0.6% |
2% |
False |
True |
18,988 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.5% |
0.0048 |
0.6% |
2% |
False |
True |
12,701 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.5% |
0.0050 |
0.7% |
2% |
False |
True |
9,544 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.5% |
0.0049 |
0.6% |
2% |
False |
True |
7,641 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.5% |
0.0050 |
0.6% |
2% |
False |
True |
6,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7960 |
|
2.618 |
0.7883 |
|
1.618 |
0.7836 |
|
1.000 |
0.7807 |
|
0.618 |
0.7789 |
|
HIGH |
0.7760 |
|
0.618 |
0.7742 |
|
0.500 |
0.7737 |
|
0.382 |
0.7731 |
|
LOW |
0.7713 |
|
0.618 |
0.7684 |
|
1.000 |
0.7666 |
|
1.618 |
0.7637 |
|
2.618 |
0.7590 |
|
4.250 |
0.7513 |
|
|
| Fisher Pivots for day following 20-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7737 |
0.7775 |
| PP |
0.7732 |
0.7757 |
| S1 |
0.7727 |
0.7740 |
|