CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 10-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2022 |
10-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7858 |
0.7907 |
0.0050 |
0.6% |
0.7909 |
| High |
0.7916 |
0.7929 |
0.0014 |
0.2% |
0.7916 |
| Low |
0.7854 |
0.7874 |
0.0021 |
0.3% |
0.7803 |
| Close |
0.7914 |
0.7886 |
-0.0029 |
-0.4% |
0.7914 |
| Range |
0.0062 |
0.0055 |
-0.0007 |
-11.3% |
0.0113 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.1% |
0.0000 |
| Volume |
61,430 |
58,196 |
-3,234 |
-5.3% |
300,567 |
|
| Daily Pivots for day following 10-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8061 |
0.8028 |
0.7916 |
|
| R3 |
0.8006 |
0.7973 |
0.7901 |
|
| R2 |
0.7951 |
0.7951 |
0.7896 |
|
| R1 |
0.7918 |
0.7918 |
0.7891 |
0.7907 |
| PP |
0.7896 |
0.7896 |
0.7896 |
0.7891 |
| S1 |
0.7863 |
0.7863 |
0.7880 |
0.7852 |
| S2 |
0.7841 |
0.7841 |
0.7875 |
|
| S3 |
0.7786 |
0.7808 |
0.7870 |
|
| S4 |
0.7731 |
0.7753 |
0.7855 |
|
|
| 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 |
0.7929 |
0.7803 |
0.0127 |
1.6% |
0.0058 |
0.7% |
66% |
True |
False |
61,659 |
| 10 |
0.7929 |
0.7791 |
0.0139 |
1.8% |
0.0057 |
0.7% |
69% |
True |
False |
54,810 |
| 20 |
0.7929 |
0.7713 |
0.0216 |
2.7% |
0.0054 |
0.7% |
80% |
True |
False |
59,223 |
| 40 |
0.8000 |
0.7713 |
0.0287 |
3.6% |
0.0052 |
0.7% |
60% |
False |
False |
37,300 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
41% |
False |
False |
24,930 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
41% |
False |
False |
18,727 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.7% |
41% |
False |
False |
14,995 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
41% |
False |
False |
12,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8163 |
|
2.618 |
0.8073 |
|
1.618 |
0.8018 |
|
1.000 |
0.7984 |
|
0.618 |
0.7963 |
|
HIGH |
0.7929 |
|
0.618 |
0.7908 |
|
0.500 |
0.7902 |
|
0.382 |
0.7895 |
|
LOW |
0.7874 |
|
0.618 |
0.7840 |
|
1.000 |
0.7819 |
|
1.618 |
0.7785 |
|
2.618 |
0.7730 |
|
4.250 |
0.7640 |
|
|
| Fisher Pivots for day following 10-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7902 |
0.7879 |
| PP |
0.7896 |
0.7872 |
| S1 |
0.7891 |
0.7866 |
|