CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7743 |
0.7787 |
0.0045 |
0.6% |
0.7858 |
| High |
0.7793 |
0.7813 |
0.0021 |
0.3% |
0.7873 |
| Low |
0.7737 |
0.7780 |
0.0044 |
0.6% |
0.7731 |
| Close |
0.7786 |
0.7809 |
0.0023 |
0.3% |
0.7766 |
| Range |
0.0056 |
0.0033 |
-0.0023 |
-41.1% |
0.0142 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
58,518 |
43,825 |
-14,693 |
-25.1% |
378,347 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7900 |
0.7887 |
0.7827 |
|
| R3 |
0.7867 |
0.7854 |
0.7818 |
|
| R2 |
0.7834 |
0.7834 |
0.7815 |
|
| R1 |
0.7821 |
0.7821 |
0.7812 |
0.7828 |
| PP |
0.7801 |
0.7801 |
0.7801 |
0.7804 |
| S1 |
0.7788 |
0.7788 |
0.7806 |
0.7795 |
| S2 |
0.7768 |
0.7768 |
0.7803 |
|
| S3 |
0.7735 |
0.7755 |
0.7800 |
|
| S4 |
0.7702 |
0.7722 |
0.7791 |
|
|
| 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 |
0.7829 |
0.7713 |
0.0116 |
1.5% |
0.0047 |
0.6% |
83% |
False |
False |
59,243 |
| 10 |
0.7888 |
0.7713 |
0.0175 |
2.2% |
0.0051 |
0.6% |
55% |
False |
False |
69,009 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.8% |
0.0055 |
0.7% |
43% |
False |
False |
45,580 |
| 40 |
0.8109 |
0.7713 |
0.0396 |
5.1% |
0.0048 |
0.6% |
24% |
False |
False |
22,955 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0047 |
0.6% |
23% |
False |
False |
15,349 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
23% |
False |
False |
11,530 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
23% |
False |
False |
9,232 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
23% |
False |
False |
7,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7953 |
|
2.618 |
0.7899 |
|
1.618 |
0.7866 |
|
1.000 |
0.7846 |
|
0.618 |
0.7833 |
|
HIGH |
0.7813 |
|
0.618 |
0.7800 |
|
0.500 |
0.7797 |
|
0.382 |
0.7793 |
|
LOW |
0.7780 |
|
0.618 |
0.7760 |
|
1.000 |
0.7747 |
|
1.618 |
0.7727 |
|
2.618 |
0.7694 |
|
4.250 |
0.7640 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7805 |
0.7795 |
| PP |
0.7801 |
0.7782 |
| S1 |
0.7797 |
0.7768 |
|