CME Canadian Dollar Future June 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 |
0.7759 |
0.7807 |
0.0048 |
0.6% |
0.7842 |
| High |
0.7811 |
0.7844 |
0.0033 |
0.4% |
0.7944 |
| Low |
0.7757 |
0.7787 |
0.0031 |
0.4% |
0.7808 |
| Close |
0.7795 |
0.7839 |
0.0044 |
0.6% |
0.7850 |
| Range |
0.0055 |
0.0057 |
0.0002 |
3.7% |
0.0136 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
55,444 |
78,487 |
23,043 |
41.6% |
19,228 |
|
| Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7993 |
0.7972 |
0.7870 |
|
| R3 |
0.7936 |
0.7916 |
0.7855 |
|
| R2 |
0.7880 |
0.7880 |
0.7849 |
|
| R1 |
0.7859 |
0.7859 |
0.7844 |
0.7870 |
| PP |
0.7823 |
0.7823 |
0.7823 |
0.7828 |
| S1 |
0.7803 |
0.7803 |
0.7834 |
0.7813 |
| S2 |
0.7767 |
0.7767 |
0.7829 |
|
| S3 |
0.7710 |
0.7746 |
0.7823 |
|
| S4 |
0.7654 |
0.7690 |
0.7808 |
|
|
| 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 |
0.7893 |
0.7752 |
0.0141 |
1.8% |
0.0067 |
0.8% |
62% |
False |
False |
35,073 |
| 10 |
0.7944 |
0.7752 |
0.0192 |
2.4% |
0.0070 |
0.9% |
46% |
False |
False |
19,122 |
| 20 |
0.7944 |
0.7752 |
0.0192 |
2.4% |
0.0058 |
0.7% |
46% |
False |
False |
10,098 |
| 40 |
0.8025 |
0.7752 |
0.0273 |
3.5% |
0.0053 |
0.7% |
32% |
False |
False |
5,217 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0050 |
0.6% |
39% |
False |
False |
3,527 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0047 |
0.6% |
39% |
False |
False |
2,733 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0043 |
0.5% |
31% |
False |
False |
2,194 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0042 |
0.5% |
31% |
False |
False |
1,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8084 |
|
2.618 |
0.7991 |
|
1.618 |
0.7935 |
|
1.000 |
0.7900 |
|
0.618 |
0.7878 |
|
HIGH |
0.7844 |
|
0.618 |
0.7822 |
|
0.500 |
0.7815 |
|
0.382 |
0.7809 |
|
LOW |
0.7787 |
|
0.618 |
0.7752 |
|
1.000 |
0.7731 |
|
1.618 |
0.7696 |
|
2.618 |
0.7639 |
|
4.250 |
0.7547 |
|
|
| 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 |
0.7798 |
|