CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7843 |
0.7870 |
0.0027 |
0.3% |
0.7802 |
| High |
0.7893 |
0.7878 |
-0.0015 |
-0.2% |
0.7923 |
| Low |
0.7832 |
0.7832 |
-0.0001 |
0.0% |
0.7783 |
| Close |
0.7869 |
0.7840 |
-0.0030 |
-0.4% |
0.7905 |
| Range |
0.0061 |
0.0047 |
-0.0015 |
-23.8% |
0.0140 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
63,093 |
50,688 |
-12,405 |
-19.7% |
217,633 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7989 |
0.7961 |
0.7865 |
|
| R3 |
0.7943 |
0.7914 |
0.7852 |
|
| R2 |
0.7896 |
0.7896 |
0.7848 |
|
| R1 |
0.7868 |
0.7868 |
0.7844 |
0.7859 |
| PP |
0.7850 |
0.7850 |
0.7850 |
0.7845 |
| S1 |
0.7821 |
0.7821 |
0.7835 |
0.7812 |
| S2 |
0.7803 |
0.7803 |
0.7831 |
|
| S3 |
0.7757 |
0.7775 |
0.7827 |
|
| S4 |
0.7710 |
0.7728 |
0.7814 |
|
|
| 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 |
0.7804 |
0.0119 |
1.5% |
0.0066 |
0.8% |
30% |
False |
False |
56,967 |
| 10 |
0.7923 |
0.7737 |
0.0186 |
2.4% |
0.0052 |
0.7% |
55% |
False |
False |
48,422 |
| 20 |
0.7935 |
0.7713 |
0.0222 |
2.8% |
0.0051 |
0.7% |
57% |
False |
False |
61,637 |
| 40 |
0.8070 |
0.7713 |
0.0357 |
4.6% |
0.0052 |
0.7% |
35% |
False |
False |
32,467 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0047 |
0.6% |
30% |
False |
False |
21,694 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
30% |
False |
False |
16,297 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
30% |
False |
False |
13,050 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
30% |
False |
False |
10,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8076 |
|
2.618 |
0.8000 |
|
1.618 |
0.7953 |
|
1.000 |
0.7925 |
|
0.618 |
0.7907 |
|
HIGH |
0.7878 |
|
0.618 |
0.7860 |
|
0.500 |
0.7855 |
|
0.382 |
0.7849 |
|
LOW |
0.7832 |
|
0.618 |
0.7803 |
|
1.000 |
0.7785 |
|
1.618 |
0.7756 |
|
2.618 |
0.7710 |
|
4.250 |
0.7634 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7855 |
0.7870 |
| PP |
0.7850 |
0.7860 |
| S1 |
0.7845 |
0.7850 |
|