CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 15-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7848 |
0.7801 |
-0.0047 |
-0.6% |
0.7852 |
High |
0.7853 |
0.7804 |
-0.0049 |
-0.6% |
0.7883 |
Low |
0.7796 |
0.7770 |
-0.0026 |
-0.3% |
0.7751 |
Close |
0.7797 |
0.7801 |
0.0004 |
0.1% |
0.7859 |
Range |
0.0057 |
0.0035 |
-0.0023 |
-39.5% |
0.0132 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
5,183 |
251 |
-4,932 |
-95.2% |
441,948 |
|
Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7895 |
0.7882 |
0.7819 |
|
R3 |
0.7860 |
0.7848 |
0.7810 |
|
R2 |
0.7826 |
0.7826 |
0.7807 |
|
R1 |
0.7813 |
0.7813 |
0.7804 |
0.7802 |
PP |
0.7791 |
0.7791 |
0.7791 |
0.7786 |
S1 |
0.7779 |
0.7779 |
0.7797 |
0.7768 |
S2 |
0.7757 |
0.7757 |
0.7794 |
|
S3 |
0.7722 |
0.7744 |
0.7791 |
|
S4 |
0.7688 |
0.7710 |
0.7782 |
|
|
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 |
0.7878 |
0.7755 |
0.0123 |
1.6% |
0.0053 |
0.7% |
37% |
False |
False |
51,176 |
10 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0063 |
0.8% |
26% |
False |
False |
70,325 |
20 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0061 |
0.8% |
26% |
False |
False |
80,049 |
40 |
0.8032 |
0.7751 |
0.0282 |
3.6% |
0.0057 |
0.7% |
18% |
False |
False |
79,104 |
60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0056 |
0.7% |
27% |
False |
False |
72,177 |
80 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0055 |
0.7% |
27% |
False |
False |
61,858 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0053 |
0.7% |
21% |
False |
False |
49,533 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
21% |
False |
False |
41,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7951 |
2.618 |
0.7894 |
1.618 |
0.7860 |
1.000 |
0.7839 |
0.618 |
0.7825 |
HIGH |
0.7804 |
0.618 |
0.7791 |
0.500 |
0.7787 |
0.382 |
0.7783 |
LOW |
0.7770 |
0.618 |
0.7748 |
1.000 |
0.7735 |
1.618 |
0.7714 |
2.618 |
0.7679 |
4.250 |
0.7623 |
|
|
Fisher Pivots for day following 15-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7796 |
0.7824 |
PP |
0.7791 |
0.7816 |
S1 |
0.7787 |
0.7808 |
|