CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 21-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2021 |
21-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7758 |
0.7726 |
-0.0033 |
-0.4% |
0.7858 |
| High |
0.7760 |
0.7745 |
-0.0016 |
-0.2% |
0.7873 |
| Low |
0.7713 |
0.7724 |
0.0011 |
0.1% |
0.7731 |
| Close |
0.7723 |
0.7737 |
0.0014 |
0.2% |
0.7766 |
| Range |
0.0047 |
0.0021 |
-0.0026 |
-55.3% |
0.0142 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
70,614 |
56,770 |
-13,844 |
-19.6% |
378,347 |
|
| Daily Pivots for day following 21-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7798 |
0.7788 |
0.7748 |
|
| R3 |
0.7777 |
0.7767 |
0.7742 |
|
| R2 |
0.7756 |
0.7756 |
0.7740 |
|
| R1 |
0.7746 |
0.7746 |
0.7738 |
0.7751 |
| PP |
0.7735 |
0.7735 |
0.7735 |
0.7737 |
| S1 |
0.7725 |
0.7725 |
0.7735 |
0.7730 |
| S2 |
0.7714 |
0.7714 |
0.7733 |
|
| S3 |
0.7693 |
0.7704 |
0.7731 |
|
| S4 |
0.7672 |
0.7683 |
0.7725 |
|
|
| 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% |
0.0054 |
0.7% |
19% |
False |
False |
72,971 |
| 10 |
0.7935 |
0.7713 |
0.0222 |
2.9% |
0.0050 |
0.6% |
11% |
False |
False |
74,852 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.9% |
0.0055 |
0.7% |
11% |
False |
False |
40,524 |
| 40 |
0.8127 |
0.7713 |
0.0414 |
5.3% |
0.0048 |
0.6% |
6% |
False |
False |
20,405 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.5% |
0.0047 |
0.6% |
6% |
False |
False |
13,645 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.5% |
0.0050 |
0.6% |
6% |
False |
False |
10,254 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.5% |
0.0049 |
0.6% |
6% |
False |
False |
8,209 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.5% |
0.0049 |
0.6% |
6% |
False |
False |
6,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7834 |
|
2.618 |
0.7799 |
|
1.618 |
0.7778 |
|
1.000 |
0.7766 |
|
0.618 |
0.7757 |
|
HIGH |
0.7745 |
|
0.618 |
0.7736 |
|
0.500 |
0.7734 |
|
0.382 |
0.7732 |
|
LOW |
0.7724 |
|
0.618 |
0.7711 |
|
1.000 |
0.7703 |
|
1.618 |
0.7690 |
|
2.618 |
0.7669 |
|
4.250 |
0.7634 |
|
|
| Fisher Pivots for day following 21-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7736 |
0.7771 |
| PP |
0.7735 |
0.7759 |
| S1 |
0.7734 |
0.7748 |
|