CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7802 |
0.7820 |
0.0018 |
0.2% |
0.7758 |
| High |
0.7825 |
0.7823 |
-0.0002 |
0.0% |
0.7813 |
| Low |
0.7783 |
0.7792 |
0.0010 |
0.1% |
0.7713 |
| Close |
0.7814 |
0.7802 |
-0.0012 |
-0.1% |
0.7809 |
| Range |
0.0043 |
0.0031 |
-0.0012 |
-27.1% |
0.0100 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
28,287 |
26,422 |
-1,865 |
-6.6% |
229,727 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7899 |
0.7881 |
0.7819 |
|
| R3 |
0.7868 |
0.7850 |
0.7811 |
|
| R2 |
0.7837 |
0.7837 |
0.7808 |
|
| R1 |
0.7819 |
0.7819 |
0.7805 |
0.7813 |
| PP |
0.7806 |
0.7806 |
0.7806 |
0.7802 |
| S1 |
0.7788 |
0.7788 |
0.7799 |
0.7782 |
| S2 |
0.7775 |
0.7775 |
0.7796 |
|
| S3 |
0.7744 |
0.7757 |
0.7793 |
|
| S4 |
0.7713 |
0.7726 |
0.7785 |
|
|
| 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 |
0.7724 |
0.0102 |
1.3% |
0.0037 |
0.5% |
77% |
False |
False |
42,764 |
| 10 |
0.7836 |
0.7713 |
0.0123 |
1.6% |
0.0047 |
0.6% |
72% |
False |
False |
59,306 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.8% |
0.0052 |
0.7% |
40% |
False |
False |
48,083 |
| 40 |
0.8092 |
0.7713 |
0.0379 |
4.9% |
0.0048 |
0.6% |
23% |
False |
False |
24,317 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0045 |
0.6% |
21% |
False |
False |
16,254 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
21% |
False |
False |
12,213 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
21% |
False |
False |
9,779 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
21% |
False |
False |
8,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7955 |
|
2.618 |
0.7904 |
|
1.618 |
0.7873 |
|
1.000 |
0.7854 |
|
0.618 |
0.7842 |
|
HIGH |
0.7823 |
|
0.618 |
0.7811 |
|
0.500 |
0.7808 |
|
0.382 |
0.7804 |
|
LOW |
0.7792 |
|
0.618 |
0.7773 |
|
1.000 |
0.7761 |
|
1.618 |
0.7742 |
|
2.618 |
0.7711 |
|
4.250 |
0.7660 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7808 |
0.7803 |
| PP |
0.7806 |
0.7802 |
| S1 |
0.7804 |
0.7802 |
|