CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 31-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2021 |
31-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7817 |
0.7847 |
0.0031 |
0.4% |
0.7802 |
| High |
0.7852 |
0.7923 |
0.0071 |
0.9% |
0.7923 |
| Low |
0.7804 |
0.7841 |
0.0037 |
0.5% |
0.7783 |
| Close |
0.7847 |
0.7905 |
0.0059 |
0.7% |
0.7905 |
| Range |
0.0048 |
0.0082 |
0.0034 |
69.8% |
0.0140 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
5.1% |
0.0000 |
| Volume |
47,947 |
72,643 |
24,696 |
51.5% |
217,633 |
|
| Daily Pivots for day following 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8134 |
0.8101 |
0.7950 |
|
| R3 |
0.8053 |
0.8020 |
0.7927 |
|
| R2 |
0.7971 |
0.7971 |
0.7920 |
|
| R1 |
0.7938 |
0.7938 |
0.7912 |
0.7955 |
| PP |
0.7890 |
0.7890 |
0.7890 |
0.7898 |
| S1 |
0.7857 |
0.7857 |
0.7898 |
0.7873 |
| S2 |
0.7808 |
0.7808 |
0.7890 |
|
| S3 |
0.7727 |
0.7775 |
0.7883 |
|
| S4 |
0.7645 |
0.7694 |
0.7860 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8290 |
0.8238 |
0.7982 |
|
| R3 |
0.8150 |
0.8098 |
0.7944 |
|
| R2 |
0.8010 |
0.8010 |
0.7931 |
|
| R1 |
0.7958 |
0.7958 |
0.7918 |
0.7984 |
| PP |
0.7870 |
0.7870 |
0.7870 |
0.7883 |
| S1 |
0.7818 |
0.7818 |
0.7892 |
0.7844 |
| S2 |
0.7730 |
0.7730 |
0.7879 |
|
| S3 |
0.7590 |
0.7678 |
0.7867 |
|
| S4 |
0.7450 |
0.7538 |
0.7828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7923 |
0.7783 |
0.0140 |
1.8% |
0.0046 |
0.6% |
88% |
True |
False |
43,526 |
| 10 |
0.7923 |
0.7713 |
0.0210 |
2.7% |
0.0047 |
0.6% |
92% |
True |
False |
51,385 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.8% |
0.0051 |
0.6% |
87% |
False |
False |
55,827 |
| 40 |
0.8077 |
0.7713 |
0.0364 |
4.6% |
0.0049 |
0.6% |
53% |
False |
False |
28,377 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0046 |
0.6% |
45% |
False |
False |
18,963 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
45% |
False |
False |
14,249 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
45% |
False |
False |
11,408 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
45% |
False |
False |
9,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8269 |
|
2.618 |
0.8136 |
|
1.618 |
0.8054 |
|
1.000 |
0.8004 |
|
0.618 |
0.7973 |
|
HIGH |
0.7923 |
|
0.618 |
0.7891 |
|
0.500 |
0.7882 |
|
0.382 |
0.7872 |
|
LOW |
0.7841 |
|
0.618 |
0.7791 |
|
1.000 |
0.7760 |
|
1.618 |
0.7709 |
|
2.618 |
0.7628 |
|
4.250 |
0.7495 |
|
|
| Fisher Pivots for day following 31-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7897 |
0.7889 |
| PP |
0.7890 |
0.7873 |
| S1 |
0.7882 |
0.7857 |
|