CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 03-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2021 |
03-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7847 |
0.7909 |
0.0062 |
0.8% |
0.7802 |
| High |
0.7923 |
0.7916 |
-0.0007 |
-0.1% |
0.7923 |
| Low |
0.7841 |
0.7824 |
-0.0018 |
-0.2% |
0.7783 |
| Close |
0.7905 |
0.7844 |
-0.0062 |
-0.8% |
0.7905 |
| Range |
0.0082 |
0.0092 |
0.0011 |
12.9% |
0.0140 |
| ATR |
0.0050 |
0.0053 |
0.0003 |
6.0% |
0.0000 |
| Volume |
72,643 |
50,466 |
-22,177 |
-30.5% |
217,633 |
|
| Daily Pivots for day following 03-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8137 |
0.8082 |
0.7894 |
|
| R3 |
0.8045 |
0.7990 |
0.7869 |
|
| R2 |
0.7953 |
0.7953 |
0.7860 |
|
| R1 |
0.7898 |
0.7898 |
0.7852 |
0.7880 |
| PP |
0.7861 |
0.7861 |
0.7861 |
0.7852 |
| S1 |
0.7806 |
0.7806 |
0.7835 |
0.7788 |
| S2 |
0.7769 |
0.7769 |
0.7827 |
|
| S3 |
0.7677 |
0.7714 |
0.7818 |
|
| S4 |
0.7585 |
0.7622 |
0.7793 |
|
|
| 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 |
0.7791 |
0.0132 |
1.7% |
0.0056 |
0.7% |
40% |
False |
False |
47,962 |
| 10 |
0.7923 |
0.7713 |
0.0210 |
2.7% |
0.0048 |
0.6% |
62% |
False |
False |
49,782 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.8% |
0.0052 |
0.7% |
59% |
False |
False |
58,074 |
| 40 |
0.8070 |
0.7713 |
0.0357 |
4.6% |
0.0050 |
0.6% |
37% |
False |
False |
29,633 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0047 |
0.6% |
31% |
False |
False |
19,802 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
31% |
False |
False |
14,876 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
31% |
False |
False |
11,912 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
31% |
False |
False |
9,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8307 |
|
2.618 |
0.8156 |
|
1.618 |
0.8064 |
|
1.000 |
0.8008 |
|
0.618 |
0.7972 |
|
HIGH |
0.7916 |
|
0.618 |
0.7880 |
|
0.500 |
0.7870 |
|
0.382 |
0.7859 |
|
LOW |
0.7824 |
|
0.618 |
0.7767 |
|
1.000 |
0.7732 |
|
1.618 |
0.7675 |
|
2.618 |
0.7583 |
|
4.250 |
0.7433 |
|
|
| Fisher Pivots for day following 03-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7870 |
0.7863 |
| PP |
0.7861 |
0.7857 |
| S1 |
0.7852 |
0.7850 |
|