CME Canadian Dollar Future June 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 |
0.7807 |
0.7831 |
0.0025 |
0.3% |
0.7855 |
| High |
0.7844 |
0.7879 |
0.0036 |
0.5% |
0.7884 |
| Low |
0.7787 |
0.7817 |
0.0030 |
0.4% |
0.7752 |
| Close |
0.7839 |
0.7860 |
0.0021 |
0.3% |
0.7860 |
| Range |
0.0057 |
0.0062 |
0.0006 |
9.7% |
0.0133 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.3% |
0.0000 |
| Volume |
78,487 |
92,909 |
14,422 |
18.4% |
261,912 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8038 |
0.8011 |
0.7894 |
|
| R3 |
0.7976 |
0.7949 |
0.7877 |
|
| R2 |
0.7914 |
0.7914 |
0.7871 |
|
| R1 |
0.7887 |
0.7887 |
0.7866 |
0.7901 |
| PP |
0.7852 |
0.7852 |
0.7852 |
0.7859 |
| S1 |
0.7825 |
0.7825 |
0.7854 |
0.7839 |
| S2 |
0.7790 |
0.7790 |
0.7849 |
|
| S3 |
0.7728 |
0.7763 |
0.7843 |
|
| S4 |
0.7666 |
0.7701 |
0.7826 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8229 |
0.8177 |
0.7933 |
|
| R3 |
0.8097 |
0.8045 |
0.7896 |
|
| R2 |
0.7964 |
0.7964 |
0.7884 |
|
| R1 |
0.7912 |
0.7912 |
0.7872 |
0.7938 |
| PP |
0.7832 |
0.7832 |
0.7832 |
0.7845 |
| S1 |
0.7780 |
0.7780 |
0.7848 |
0.7806 |
| S2 |
0.7699 |
0.7699 |
0.7836 |
|
| S3 |
0.7567 |
0.7647 |
0.7824 |
|
| S4 |
0.7434 |
0.7515 |
0.7787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7884 |
0.7752 |
0.0133 |
1.7% |
0.0064 |
0.8% |
82% |
False |
False |
52,382 |
| 10 |
0.7944 |
0.7752 |
0.0192 |
2.4% |
0.0068 |
0.9% |
57% |
False |
False |
28,114 |
| 20 |
0.7944 |
0.7752 |
0.0192 |
2.4% |
0.0059 |
0.7% |
57% |
False |
False |
14,696 |
| 40 |
0.8025 |
0.7752 |
0.0273 |
3.5% |
0.0053 |
0.7% |
40% |
False |
False |
7,537 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0050 |
0.6% |
46% |
False |
False |
5,075 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0048 |
0.6% |
46% |
False |
False |
3,893 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0043 |
0.6% |
36% |
False |
False |
3,123 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0042 |
0.5% |
36% |
False |
False |
2,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8143 |
|
2.618 |
0.8041 |
|
1.618 |
0.7979 |
|
1.000 |
0.7941 |
|
0.618 |
0.7917 |
|
HIGH |
0.7879 |
|
0.618 |
0.7855 |
|
0.500 |
0.7848 |
|
0.382 |
0.7841 |
|
LOW |
0.7817 |
|
0.618 |
0.7779 |
|
1.000 |
0.7755 |
|
1.618 |
0.7717 |
|
2.618 |
0.7655 |
|
4.250 |
0.7554 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7856 |
0.7846 |
| PP |
0.7852 |
0.7832 |
| S1 |
0.7848 |
0.7818 |
|