CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 11-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7806 |
0.7830 |
0.0024 |
0.3% |
0.7852 |
High |
0.7843 |
0.7878 |
0.0035 |
0.4% |
0.7883 |
Low |
0.7787 |
0.7816 |
0.0029 |
0.4% |
0.7751 |
Close |
0.7839 |
0.7859 |
0.0021 |
0.3% |
0.7859 |
Range |
0.0056 |
0.0062 |
0.0006 |
10.8% |
0.0132 |
ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
Volume |
109,601 |
30,168 |
-79,433 |
-72.5% |
441,948 |
|
Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8035 |
0.8009 |
0.7893 |
|
R3 |
0.7974 |
0.7947 |
0.7876 |
|
R2 |
0.7912 |
0.7912 |
0.7870 |
|
R1 |
0.7886 |
0.7886 |
0.7865 |
0.7899 |
PP |
0.7851 |
0.7851 |
0.7851 |
0.7858 |
S1 |
0.7824 |
0.7824 |
0.7853 |
0.7838 |
S2 |
0.7789 |
0.7789 |
0.7848 |
|
S3 |
0.7728 |
0.7763 |
0.7842 |
|
S4 |
0.7666 |
0.7701 |
0.7825 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8227 |
0.8175 |
0.7932 |
|
R3 |
0.8095 |
0.8043 |
0.7895 |
|
R2 |
0.7963 |
0.7963 |
0.7883 |
|
R1 |
0.7911 |
0.7911 |
0.7871 |
0.7937 |
PP |
0.7831 |
0.7831 |
0.7831 |
0.7844 |
S1 |
0.7779 |
0.7779 |
0.7847 |
0.7805 |
S2 |
0.7699 |
0.7699 |
0.7835 |
|
S3 |
0.7567 |
0.7647 |
0.7823 |
|
S4 |
0.7435 |
0.7515 |
0.7786 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7883 |
0.7751 |
0.0132 |
1.7% |
0.0064 |
0.8% |
82% |
False |
False |
88,389 |
10 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0069 |
0.9% |
56% |
False |
False |
89,312 |
20 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0061 |
0.8% |
56% |
False |
False |
89,145 |
40 |
0.8032 |
0.7751 |
0.0282 |
3.6% |
0.0057 |
0.7% |
39% |
False |
False |
82,537 |
60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0057 |
0.7% |
46% |
False |
False |
74,936 |
80 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0055 |
0.7% |
46% |
False |
False |
61,799 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0053 |
0.7% |
34% |
False |
False |
49,480 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
34% |
False |
False |
41,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8139 |
2.618 |
0.8039 |
1.618 |
0.7977 |
1.000 |
0.7939 |
0.618 |
0.7916 |
HIGH |
0.7878 |
0.618 |
0.7854 |
0.500 |
0.7847 |
0.382 |
0.7839 |
LOW |
0.7816 |
0.618 |
0.7778 |
1.000 |
0.7755 |
1.618 |
0.7716 |
2.618 |
0.7655 |
4.250 |
0.7555 |
|
|
Fisher Pivots for day following 11-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7855 |
0.7845 |
PP |
0.7851 |
0.7830 |
S1 |
0.7847 |
0.7816 |
|