CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7804 |
0.7759 |
-0.0045 |
-0.6% |
0.7842 |
| High |
0.7816 |
0.7811 |
-0.0005 |
-0.1% |
0.7944 |
| Low |
0.7752 |
0.7757 |
0.0005 |
0.1% |
0.7808 |
| Close |
0.7758 |
0.7795 |
0.0037 |
0.5% |
0.7850 |
| Range |
0.0064 |
0.0055 |
-0.0010 |
-14.8% |
0.0136 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
23,185 |
55,444 |
32,259 |
139.1% |
19,228 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7951 |
0.7928 |
0.7825 |
|
| R3 |
0.7897 |
0.7873 |
0.7810 |
|
| R2 |
0.7842 |
0.7842 |
0.7805 |
|
| R1 |
0.7819 |
0.7819 |
0.7800 |
0.7830 |
| PP |
0.7788 |
0.7788 |
0.7788 |
0.7793 |
| S1 |
0.7764 |
0.7764 |
0.7790 |
0.7776 |
| S2 |
0.7733 |
0.7733 |
0.7785 |
|
| S3 |
0.7679 |
0.7710 |
0.7780 |
|
| S4 |
0.7624 |
0.7655 |
0.7765 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8274 |
0.8197 |
0.7924 |
|
| R3 |
0.8138 |
0.8062 |
0.7887 |
|
| R2 |
0.8003 |
0.8003 |
0.7874 |
|
| R1 |
0.7926 |
0.7926 |
0.7862 |
0.7964 |
| PP |
0.7867 |
0.7867 |
0.7867 |
0.7886 |
| S1 |
0.7791 |
0.7791 |
0.7837 |
0.7829 |
| S2 |
0.7732 |
0.7732 |
0.7825 |
|
| S3 |
0.7596 |
0.7655 |
0.7812 |
|
| S4 |
0.7461 |
0.7520 |
0.7775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7944 |
0.7752 |
0.0192 |
2.5% |
0.0068 |
0.9% |
23% |
False |
False |
20,154 |
| 10 |
0.7944 |
0.7752 |
0.0192 |
2.5% |
0.0073 |
0.9% |
23% |
False |
False |
11,489 |
| 20 |
0.7944 |
0.7752 |
0.0192 |
2.5% |
0.0057 |
0.7% |
23% |
False |
False |
6,202 |
| 40 |
0.8025 |
0.7752 |
0.0273 |
3.5% |
0.0053 |
0.7% |
16% |
False |
False |
3,257 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0049 |
0.6% |
25% |
False |
False |
2,226 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0047 |
0.6% |
25% |
False |
False |
1,753 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0042 |
0.5% |
19% |
False |
False |
1,415 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0042 |
0.5% |
19% |
False |
False |
1,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8043 |
|
2.618 |
0.7954 |
|
1.618 |
0.7899 |
|
1.000 |
0.7866 |
|
0.618 |
0.7845 |
|
HIGH |
0.7811 |
|
0.618 |
0.7790 |
|
0.500 |
0.7784 |
|
0.382 |
0.7777 |
|
LOW |
0.7757 |
|
0.618 |
0.7723 |
|
1.000 |
0.7702 |
|
1.618 |
0.7668 |
|
2.618 |
0.7614 |
|
4.250 |
0.7525 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7791 |
0.7818 |
| PP |
0.7788 |
0.7810 |
| S1 |
0.7784 |
0.7803 |
|