CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7833 |
0.7887 |
0.0054 |
0.7% |
0.7855 |
| High |
0.7889 |
0.7929 |
0.0040 |
0.5% |
0.7884 |
| Low |
0.7826 |
0.7875 |
0.0049 |
0.6% |
0.7752 |
| Close |
0.7862 |
0.7910 |
0.0049 |
0.6% |
0.7860 |
| Range |
0.0063 |
0.0054 |
-0.0010 |
-15.1% |
0.0133 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.8% |
0.0000 |
| Volume |
76,393 |
80,467 |
4,074 |
5.3% |
261,912 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8065 |
0.8041 |
0.7939 |
|
| R3 |
0.8012 |
0.7988 |
0.7925 |
|
| R2 |
0.7958 |
0.7958 |
0.7920 |
|
| R1 |
0.7934 |
0.7934 |
0.7915 |
0.7946 |
| PP |
0.7905 |
0.7905 |
0.7905 |
0.7911 |
| S1 |
0.7881 |
0.7881 |
0.7905 |
0.7893 |
| S2 |
0.7851 |
0.7851 |
0.7900 |
|
| S3 |
0.7798 |
0.7827 |
0.7895 |
|
| S4 |
0.7744 |
0.7774 |
0.7881 |
|
|
| 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 |
0.7929 |
0.7770 |
0.0159 |
2.0% |
0.0061 |
0.8% |
88% |
True |
False |
74,195 |
| 10 |
0.7929 |
0.7752 |
0.0177 |
2.2% |
0.0064 |
0.8% |
90% |
True |
False |
54,634 |
| 20 |
0.7944 |
0.7752 |
0.0192 |
2.4% |
0.0063 |
0.8% |
83% |
False |
False |
28,453 |
| 40 |
0.8022 |
0.7752 |
0.0270 |
3.4% |
0.0056 |
0.7% |
59% |
False |
False |
14,453 |
| 60 |
0.8025 |
0.7725 |
0.0300 |
3.8% |
0.0051 |
0.6% |
62% |
False |
False |
9,699 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0049 |
0.6% |
63% |
False |
False |
7,363 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0045 |
0.6% |
48% |
False |
False |
5,903 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0042 |
0.5% |
48% |
False |
False |
4,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8156 |
|
2.618 |
0.8069 |
|
1.618 |
0.8015 |
|
1.000 |
0.7982 |
|
0.618 |
0.7962 |
|
HIGH |
0.7929 |
|
0.618 |
0.7908 |
|
0.500 |
0.7902 |
|
0.382 |
0.7895 |
|
LOW |
0.7875 |
|
0.618 |
0.7842 |
|
1.000 |
0.7822 |
|
1.618 |
0.7788 |
|
2.618 |
0.7735 |
|
4.250 |
0.7648 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7907 |
0.7890 |
| PP |
0.7905 |
0.7869 |
| S1 |
0.7902 |
0.7849 |
|