CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7831 |
0.7849 |
0.0018 |
0.2% |
0.7855 |
| High |
0.7879 |
0.7858 |
-0.0022 |
-0.3% |
0.7884 |
| Low |
0.7817 |
0.7797 |
-0.0021 |
-0.3% |
0.7752 |
| Close |
0.7860 |
0.7798 |
-0.0063 |
-0.8% |
0.7860 |
| Range |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0133 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
92,909 |
63,829 |
-29,080 |
-31.3% |
261,912 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8000 |
0.7960 |
0.7831 |
|
| R3 |
0.7939 |
0.7899 |
0.7814 |
|
| R2 |
0.7878 |
0.7878 |
0.7809 |
|
| R1 |
0.7838 |
0.7838 |
0.7803 |
0.7828 |
| PP |
0.7817 |
0.7817 |
0.7817 |
0.7812 |
| S1 |
0.7777 |
0.7777 |
0.7792 |
0.7767 |
| S2 |
0.7756 |
0.7756 |
0.7786 |
|
| S3 |
0.7695 |
0.7716 |
0.7781 |
|
| S4 |
0.7634 |
0.7655 |
0.7764 |
|
|
| 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 |
0.7879 |
0.7752 |
0.0128 |
1.6% |
0.0060 |
0.8% |
36% |
False |
False |
62,770 |
| 10 |
0.7944 |
0.7752 |
0.0192 |
2.5% |
0.0065 |
0.8% |
24% |
False |
False |
34,242 |
| 20 |
0.7944 |
0.7752 |
0.0192 |
2.5% |
0.0059 |
0.8% |
24% |
False |
False |
17,875 |
| 40 |
0.8025 |
0.7752 |
0.0273 |
3.5% |
0.0054 |
0.7% |
17% |
False |
False |
9,130 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0050 |
0.6% |
26% |
False |
False |
6,133 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0048 |
0.6% |
26% |
False |
False |
4,689 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0044 |
0.6% |
20% |
False |
False |
3,761 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0042 |
0.5% |
20% |
False |
False |
3,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8117 |
|
2.618 |
0.8017 |
|
1.618 |
0.7956 |
|
1.000 |
0.7919 |
|
0.618 |
0.7895 |
|
HIGH |
0.7858 |
|
0.618 |
0.7834 |
|
0.500 |
0.7827 |
|
0.382 |
0.7820 |
|
LOW |
0.7797 |
|
0.618 |
0.7759 |
|
1.000 |
0.7736 |
|
1.618 |
0.7698 |
|
2.618 |
0.7637 |
|
4.250 |
0.7537 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7827 |
0.7833 |
| PP |
0.7817 |
0.7821 |
| S1 |
0.7807 |
0.7809 |
|