CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7801 |
0.7833 |
0.0032 |
0.4% |
0.7855 |
| High |
0.7837 |
0.7889 |
0.0052 |
0.7% |
0.7884 |
| Low |
0.7770 |
0.7826 |
0.0057 |
0.7% |
0.7752 |
| Close |
0.7825 |
0.7862 |
0.0037 |
0.5% |
0.7860 |
| Range |
0.0068 |
0.0063 |
-0.0005 |
-6.7% |
0.0133 |
| ATR |
0.0060 |
0.0061 |
0.0000 |
0.5% |
0.0000 |
| Volume |
57,381 |
76,393 |
19,012 |
33.1% |
261,912 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8048 |
0.8018 |
0.7896 |
|
| R3 |
0.7985 |
0.7955 |
0.7879 |
|
| R2 |
0.7922 |
0.7922 |
0.7873 |
|
| R1 |
0.7892 |
0.7892 |
0.7867 |
0.7907 |
| PP |
0.7859 |
0.7859 |
0.7859 |
0.7866 |
| S1 |
0.7829 |
0.7829 |
0.7856 |
0.7844 |
| S2 |
0.7796 |
0.7796 |
0.7850 |
|
| S3 |
0.7733 |
0.7766 |
0.7844 |
|
| S4 |
0.7670 |
0.7703 |
0.7827 |
|
|
| 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 |
0.7889 |
0.7770 |
0.0120 |
1.5% |
0.0062 |
0.8% |
77% |
True |
False |
73,799 |
| 10 |
0.7944 |
0.7752 |
0.0192 |
2.4% |
0.0065 |
0.8% |
57% |
False |
False |
46,976 |
| 20 |
0.7944 |
0.7752 |
0.0192 |
2.4% |
0.0062 |
0.8% |
57% |
False |
False |
24,466 |
| 40 |
0.8025 |
0.7752 |
0.0273 |
3.5% |
0.0055 |
0.7% |
40% |
False |
False |
12,452 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0050 |
0.6% |
47% |
False |
False |
8,359 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0049 |
0.6% |
47% |
False |
False |
6,359 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0045 |
0.6% |
36% |
False |
False |
5,098 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0042 |
0.5% |
36% |
False |
False |
4,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8157 |
|
2.618 |
0.8054 |
|
1.618 |
0.7991 |
|
1.000 |
0.7952 |
|
0.618 |
0.7928 |
|
HIGH |
0.7889 |
|
0.618 |
0.7865 |
|
0.500 |
0.7858 |
|
0.382 |
0.7850 |
|
LOW |
0.7826 |
|
0.618 |
0.7787 |
|
1.000 |
0.7763 |
|
1.618 |
0.7724 |
|
2.618 |
0.7661 |
|
4.250 |
0.7558 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7860 |
0.7851 |
| PP |
0.7859 |
0.7840 |
| S1 |
0.7858 |
0.7829 |
|