CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 30-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2021 |
30-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7817 |
0.0017 |
0.2% |
0.7758 |
| High |
0.7819 |
0.7852 |
0.0034 |
0.4% |
0.7813 |
| Low |
0.7791 |
0.7804 |
0.0014 |
0.2% |
0.7713 |
| Close |
0.7815 |
0.7847 |
0.0032 |
0.4% |
0.7809 |
| Range |
0.0028 |
0.0048 |
0.0020 |
71.4% |
0.0100 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.1% |
0.0000 |
| Volume |
42,334 |
47,947 |
5,613 |
13.3% |
229,727 |
|
| Daily Pivots for day following 30-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7978 |
0.7960 |
0.7873 |
|
| R3 |
0.7930 |
0.7912 |
0.7860 |
|
| R2 |
0.7882 |
0.7882 |
0.7855 |
|
| R1 |
0.7864 |
0.7864 |
0.7851 |
0.7873 |
| PP |
0.7834 |
0.7834 |
0.7834 |
0.7839 |
| S1 |
0.7816 |
0.7816 |
0.7842 |
0.7825 |
| S2 |
0.7786 |
0.7786 |
0.7838 |
|
| S3 |
0.7738 |
0.7768 |
0.7833 |
|
| S4 |
0.7690 |
0.7720 |
0.7820 |
|
|
| 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 |
0.7852 |
0.7780 |
0.0072 |
0.9% |
0.0037 |
0.5% |
92% |
True |
False |
37,763 |
| 10 |
0.7852 |
0.7713 |
0.0139 |
1.8% |
0.0044 |
0.6% |
96% |
True |
False |
52,621 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.8% |
0.0049 |
0.6% |
60% |
False |
False |
52,358 |
| 40 |
0.8077 |
0.7713 |
0.0364 |
4.6% |
0.0048 |
0.6% |
37% |
False |
False |
26,566 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0045 |
0.6% |
31% |
False |
False |
17,754 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
31% |
False |
False |
13,341 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
31% |
False |
False |
10,681 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
31% |
False |
False |
8,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8056 |
|
2.618 |
0.7978 |
|
1.618 |
0.7930 |
|
1.000 |
0.7900 |
|
0.618 |
0.7882 |
|
HIGH |
0.7852 |
|
0.618 |
0.7834 |
|
0.500 |
0.7828 |
|
0.382 |
0.7822 |
|
LOW |
0.7804 |
|
0.618 |
0.7774 |
|
1.000 |
0.7756 |
|
1.618 |
0.7726 |
|
2.618 |
0.7678 |
|
4.250 |
0.7600 |
|
|
| Fisher Pivots for day following 30-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7840 |
0.7838 |
| PP |
0.7834 |
0.7830 |
| S1 |
0.7828 |
0.7821 |
|