CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 10-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7760 |
0.7806 |
0.0047 |
0.6% |
0.7841 |
| High |
0.7811 |
0.7843 |
0.0032 |
0.4% |
0.7945 |
| Low |
0.7755 |
0.7787 |
0.0033 |
0.4% |
0.7807 |
| Close |
0.7795 |
0.7839 |
0.0044 |
0.6% |
0.7848 |
| Range |
0.0056 |
0.0056 |
-0.0001 |
-0.9% |
0.0138 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
110,680 |
109,601 |
-1,079 |
-1.0% |
451,172 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7989 |
0.7969 |
0.7869 |
|
| R3 |
0.7934 |
0.7914 |
0.7854 |
|
| R2 |
0.7878 |
0.7878 |
0.7849 |
|
| R1 |
0.7858 |
0.7858 |
0.7844 |
0.7868 |
| PP |
0.7823 |
0.7823 |
0.7823 |
0.7828 |
| S1 |
0.7803 |
0.7803 |
0.7833 |
0.7813 |
| S2 |
0.7767 |
0.7767 |
0.7828 |
|
| S3 |
0.7712 |
0.7747 |
0.7823 |
|
| S4 |
0.7656 |
0.7692 |
0.7808 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8280 |
0.8202 |
0.7924 |
|
| R3 |
0.8142 |
0.8064 |
0.7886 |
|
| R2 |
0.8004 |
0.8004 |
0.7873 |
|
| R1 |
0.7926 |
0.7926 |
0.7861 |
0.7965 |
| PP |
0.7866 |
0.7866 |
0.7866 |
0.7886 |
| S1 |
0.7788 |
0.7788 |
0.7835 |
0.7827 |
| S2 |
0.7728 |
0.7728 |
0.7823 |
|
| S3 |
0.7590 |
0.7650 |
0.7810 |
|
| S4 |
0.7452 |
0.7512 |
0.7772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7893 |
0.7751 |
0.0142 |
1.8% |
0.0067 |
0.9% |
62% |
False |
False |
99,620 |
| 10 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0070 |
0.9% |
45% |
False |
False |
96,628 |
| 20 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0061 |
0.8% |
45% |
False |
False |
92,270 |
| 40 |
0.8032 |
0.7751 |
0.0282 |
3.6% |
0.0057 |
0.7% |
31% |
False |
False |
83,812 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0056 |
0.7% |
39% |
False |
False |
75,619 |
| 80 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0055 |
0.7% |
39% |
False |
False |
61,428 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
30% |
False |
False |
49,180 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0053 |
0.7% |
30% |
False |
False |
41,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8078 |
|
2.618 |
0.7988 |
|
1.618 |
0.7932 |
|
1.000 |
0.7898 |
|
0.618 |
0.7877 |
|
HIGH |
0.7843 |
|
0.618 |
0.7821 |
|
0.500 |
0.7815 |
|
0.382 |
0.7808 |
|
LOW |
0.7787 |
|
0.618 |
0.7753 |
|
1.000 |
0.7732 |
|
1.618 |
0.7697 |
|
2.618 |
0.7642 |
|
4.250 |
0.7551 |
|
|
| Fisher Pivots for day following 10-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7831 |
0.7825 |
| PP |
0.7823 |
0.7811 |
| S1 |
0.7815 |
0.7797 |
|