CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 27-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2021 |
27-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7787 |
0.7802 |
0.0015 |
0.2% |
0.7758 |
High |
0.7813 |
0.7825 |
0.0012 |
0.2% |
0.7813 |
Low |
0.7780 |
0.7783 |
0.0003 |
0.0% |
0.7713 |
Close |
0.7809 |
0.7814 |
0.0005 |
0.1% |
0.7809 |
Range |
0.0033 |
0.0043 |
0.0010 |
28.8% |
0.0100 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
43,825 |
28,287 |
-15,538 |
-35.5% |
229,727 |
|
Daily Pivots for day following 27-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7935 |
0.7917 |
0.7837 |
|
R3 |
0.7892 |
0.7874 |
0.7825 |
|
R2 |
0.7850 |
0.7850 |
0.7821 |
|
R1 |
0.7832 |
0.7832 |
0.7817 |
0.7841 |
PP |
0.7807 |
0.7807 |
0.7807 |
0.7812 |
S1 |
0.7789 |
0.7789 |
0.7810 |
0.7798 |
S2 |
0.7765 |
0.7765 |
0.7806 |
|
S3 |
0.7722 |
0.7747 |
0.7802 |
|
S4 |
0.7680 |
0.7704 |
0.7790 |
|
|
Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8078 |
0.8044 |
0.7864 |
|
R3 |
0.7978 |
0.7944 |
0.7837 |
|
R2 |
0.7878 |
0.7878 |
0.7827 |
|
R1 |
0.7844 |
0.7844 |
0.7818 |
0.7861 |
PP |
0.7778 |
0.7778 |
0.7778 |
0.7787 |
S1 |
0.7744 |
0.7744 |
0.7800 |
0.7761 |
S2 |
0.7678 |
0.7678 |
0.7791 |
|
S3 |
0.7578 |
0.7644 |
0.7782 |
|
S4 |
0.7478 |
0.7544 |
0.7754 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7825 |
0.7713 |
0.0112 |
1.4% |
0.0040 |
0.5% |
90% |
True |
False |
51,602 |
10 |
0.7873 |
0.7713 |
0.0160 |
2.0% |
0.0051 |
0.7% |
63% |
False |
False |
63,636 |
20 |
0.7935 |
0.7713 |
0.0222 |
2.8% |
0.0052 |
0.7% |
45% |
False |
False |
46,908 |
40 |
0.8109 |
0.7713 |
0.0396 |
5.1% |
0.0048 |
0.6% |
25% |
False |
False |
23,659 |
60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0046 |
0.6% |
24% |
False |
False |
15,817 |
80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
24% |
False |
False |
11,883 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
24% |
False |
False |
9,514 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
24% |
False |
False |
7,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8006 |
2.618 |
0.7936 |
1.618 |
0.7894 |
1.000 |
0.7868 |
0.618 |
0.7851 |
HIGH |
0.7825 |
0.618 |
0.7809 |
0.500 |
0.7804 |
0.382 |
0.7799 |
LOW |
0.7783 |
0.618 |
0.7756 |
1.000 |
0.7740 |
1.618 |
0.7714 |
2.618 |
0.7671 |
4.250 |
0.7602 |
|
|
Fisher Pivots for day following 27-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7810 |
0.7803 |
PP |
0.7807 |
0.7792 |
S1 |
0.7804 |
0.7781 |
|