CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 29-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2021 |
29-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7820 |
0.7800 |
-0.0020 |
-0.3% |
0.7758 |
| High |
0.7823 |
0.7819 |
-0.0005 |
-0.1% |
0.7813 |
| Low |
0.7792 |
0.7791 |
-0.0002 |
0.0% |
0.7713 |
| Close |
0.7802 |
0.7815 |
0.0013 |
0.2% |
0.7809 |
| Range |
0.0031 |
0.0028 |
-0.0003 |
-9.7% |
0.0100 |
| ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
26,422 |
42,334 |
15,912 |
60.2% |
229,727 |
|
| Daily Pivots for day following 29-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7882 |
0.7830 |
|
| R3 |
0.7864 |
0.7854 |
0.7823 |
|
| R2 |
0.7836 |
0.7836 |
0.7820 |
|
| R1 |
0.7826 |
0.7826 |
0.7818 |
0.7831 |
| PP |
0.7808 |
0.7808 |
0.7808 |
0.7811 |
| S1 |
0.7798 |
0.7798 |
0.7812 |
0.7803 |
| S2 |
0.7780 |
0.7780 |
0.7810 |
|
| S3 |
0.7752 |
0.7770 |
0.7807 |
|
| S4 |
0.7724 |
0.7742 |
0.7800 |
|
|
| 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 |
0.7737 |
0.0089 |
1.1% |
0.0038 |
0.5% |
89% |
False |
False |
39,877 |
| 10 |
0.7836 |
0.7713 |
0.0123 |
1.6% |
0.0046 |
0.6% |
83% |
False |
False |
56,424 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.8% |
0.0050 |
0.6% |
46% |
False |
False |
50,072 |
| 40 |
0.8082 |
0.7713 |
0.0369 |
4.7% |
0.0048 |
0.6% |
28% |
False |
False |
25,372 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0045 |
0.6% |
24% |
False |
False |
16,957 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
24% |
False |
False |
12,743 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
24% |
False |
False |
10,202 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
24% |
False |
False |
8,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7938 |
|
2.618 |
0.7892 |
|
1.618 |
0.7864 |
|
1.000 |
0.7847 |
|
0.618 |
0.7836 |
|
HIGH |
0.7819 |
|
0.618 |
0.7808 |
|
0.500 |
0.7805 |
|
0.382 |
0.7801 |
|
LOW |
0.7791 |
|
0.618 |
0.7773 |
|
1.000 |
0.7763 |
|
1.618 |
0.7745 |
|
2.618 |
0.7717 |
|
4.250 |
0.7672 |
|
|
| Fisher Pivots for day following 29-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7812 |
0.7811 |
| PP |
0.7808 |
0.7808 |
| S1 |
0.7805 |
0.7804 |
|