CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 22-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7726 |
0.7743 |
0.0017 |
0.2% |
0.7858 |
| High |
0.7745 |
0.7793 |
0.0048 |
0.6% |
0.7873 |
| Low |
0.7724 |
0.7737 |
0.0013 |
0.2% |
0.7731 |
| Close |
0.7737 |
0.7786 |
0.0050 |
0.6% |
0.7766 |
| Range |
0.0021 |
0.0056 |
0.0035 |
166.7% |
0.0142 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.5% |
0.0000 |
| Volume |
56,770 |
58,518 |
1,748 |
3.1% |
378,347 |
|
| Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7940 |
0.7919 |
0.7817 |
|
| R3 |
0.7884 |
0.7863 |
0.7801 |
|
| R2 |
0.7828 |
0.7828 |
0.7796 |
|
| R1 |
0.7807 |
0.7807 |
0.7791 |
0.7817 |
| PP |
0.7772 |
0.7772 |
0.7772 |
0.7777 |
| S1 |
0.7751 |
0.7751 |
0.7781 |
0.7761 |
| S2 |
0.7716 |
0.7716 |
0.7776 |
|
| S3 |
0.7660 |
0.7695 |
0.7771 |
|
| S4 |
0.7604 |
0.7639 |
0.7755 |
|
|
| 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% |
0.0052 |
0.7% |
59% |
False |
False |
67,479 |
| 10 |
0.7906 |
0.7713 |
0.0193 |
2.5% |
0.0052 |
0.7% |
38% |
False |
False |
73,663 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.8% |
0.0055 |
0.7% |
33% |
False |
False |
43,418 |
| 40 |
0.8127 |
0.7713 |
0.0414 |
5.3% |
0.0049 |
0.6% |
18% |
False |
False |
21,865 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0047 |
0.6% |
17% |
False |
False |
14,620 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
17% |
False |
False |
10,983 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
17% |
False |
False |
8,793 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
17% |
False |
False |
7,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7939 |
|
1.618 |
0.7883 |
|
1.000 |
0.7849 |
|
0.618 |
0.7827 |
|
HIGH |
0.7793 |
|
0.618 |
0.7771 |
|
0.500 |
0.7765 |
|
0.382 |
0.7758 |
|
LOW |
0.7737 |
|
0.618 |
0.7702 |
|
1.000 |
0.7681 |
|
1.618 |
0.7646 |
|
2.618 |
0.7590 |
|
4.250 |
0.7499 |
|
|
| Fisher Pivots for day following 22-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7779 |
0.7775 |
| PP |
0.7772 |
0.7764 |
| S1 |
0.7765 |
0.7753 |
|