CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 07-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7838 |
0.7858 |
0.0020 |
0.3% |
0.7909 |
| High |
0.7869 |
0.7916 |
0.0047 |
0.6% |
0.7916 |
| Low |
0.7803 |
0.7854 |
0.0051 |
0.7% |
0.7803 |
| Close |
0.7854 |
0.7914 |
0.0060 |
0.8% |
0.7914 |
| Range |
0.0066 |
0.0062 |
-0.0004 |
-6.1% |
0.0113 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.1% |
0.0000 |
| Volume |
74,890 |
61,430 |
-13,460 |
-18.0% |
300,567 |
|
| Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8080 |
0.8059 |
0.7948 |
|
| R3 |
0.8018 |
0.7997 |
0.7931 |
|
| R2 |
0.7956 |
0.7956 |
0.7925 |
|
| R1 |
0.7935 |
0.7935 |
0.7920 |
0.7946 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7900 |
| S1 |
0.7873 |
0.7873 |
0.7908 |
0.7884 |
| S2 |
0.7832 |
0.7832 |
0.7903 |
|
| S3 |
0.7770 |
0.7811 |
0.7897 |
|
| S4 |
0.7708 |
0.7749 |
0.7880 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8216 |
0.8178 |
0.7976 |
|
| R3 |
0.8103 |
0.8065 |
0.7945 |
|
| R2 |
0.7990 |
0.7990 |
0.7935 |
|
| R1 |
0.7952 |
0.7952 |
0.7924 |
0.7971 |
| PP |
0.7877 |
0.7877 |
0.7877 |
0.7887 |
| S1 |
0.7839 |
0.7839 |
0.7904 |
0.7858 |
| S2 |
0.7764 |
0.7764 |
0.7893 |
|
| S3 |
0.7651 |
0.7726 |
0.7883 |
|
| S4 |
0.7538 |
0.7613 |
0.7852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7916 |
0.7803 |
0.0113 |
1.4% |
0.0066 |
0.8% |
99% |
True |
False |
60,113 |
| 10 |
0.7923 |
0.7783 |
0.0140 |
1.8% |
0.0056 |
0.7% |
94% |
False |
False |
51,820 |
| 20 |
0.7923 |
0.7713 |
0.0210 |
2.6% |
0.0053 |
0.7% |
96% |
False |
False |
60,414 |
| 40 |
0.8007 |
0.7713 |
0.0294 |
3.7% |
0.0052 |
0.7% |
68% |
False |
False |
35,861 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
47% |
False |
False |
23,961 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
47% |
False |
False |
18,001 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
47% |
False |
False |
14,413 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
47% |
False |
False |
12,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8179 |
|
2.618 |
0.8078 |
|
1.618 |
0.8016 |
|
1.000 |
0.7978 |
|
0.618 |
0.7954 |
|
HIGH |
0.7916 |
|
0.618 |
0.7892 |
|
0.500 |
0.7885 |
|
0.382 |
0.7877 |
|
LOW |
0.7854 |
|
0.618 |
0.7815 |
|
1.000 |
0.7792 |
|
1.618 |
0.7753 |
|
2.618 |
0.7691 |
|
4.250 |
0.7590 |
|
|
| Fisher Pivots for day following 07-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7904 |
0.7896 |
| PP |
0.7894 |
0.7877 |
| S1 |
0.7885 |
0.7859 |
|