CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7909 |
0.7843 |
-0.0067 |
-0.8% |
0.7802 |
| High |
0.7916 |
0.7893 |
-0.0023 |
-0.3% |
0.7923 |
| Low |
0.7824 |
0.7832 |
0.0009 |
0.1% |
0.7783 |
| Close |
0.7844 |
0.7869 |
0.0026 |
0.3% |
0.7905 |
| Range |
0.0092 |
0.0061 |
-0.0031 |
-33.7% |
0.0140 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.1% |
0.0000 |
| Volume |
50,466 |
63,093 |
12,627 |
25.0% |
217,633 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8048 |
0.8019 |
0.7903 |
|
| R3 |
0.7987 |
0.7958 |
0.7886 |
|
| R2 |
0.7926 |
0.7926 |
0.7880 |
|
| R1 |
0.7897 |
0.7897 |
0.7875 |
0.7912 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7872 |
| S1 |
0.7836 |
0.7836 |
0.7863 |
0.7851 |
| S2 |
0.7804 |
0.7804 |
0.7858 |
|
| S3 |
0.7743 |
0.7775 |
0.7852 |
|
| S4 |
0.7682 |
0.7714 |
0.7835 |
|
|
| 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% |
0.0062 |
0.8% |
59% |
False |
False |
55,296 |
| 10 |
0.7923 |
0.7724 |
0.0199 |
2.5% |
0.0049 |
0.6% |
73% |
False |
False |
49,030 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.8% |
0.0053 |
0.7% |
70% |
False |
False |
60,519 |
| 40 |
0.8070 |
0.7713 |
0.0357 |
4.5% |
0.0051 |
0.6% |
44% |
False |
False |
31,204 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0047 |
0.6% |
37% |
False |
False |
20,851 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
37% |
False |
False |
15,664 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
37% |
False |
False |
12,543 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
37% |
False |
False |
10,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8152 |
|
2.618 |
0.8053 |
|
1.618 |
0.7992 |
|
1.000 |
0.7954 |
|
0.618 |
0.7931 |
|
HIGH |
0.7893 |
|
0.618 |
0.7870 |
|
0.500 |
0.7863 |
|
0.382 |
0.7855 |
|
LOW |
0.7832 |
|
0.618 |
0.7794 |
|
1.000 |
0.7771 |
|
1.618 |
0.7733 |
|
2.618 |
0.7672 |
|
4.250 |
0.7573 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7867 |
0.7873 |
| PP |
0.7865 |
0.7872 |
| S1 |
0.7863 |
0.7870 |
|