CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7887 |
0.7922 |
0.0036 |
0.5% |
0.7849 |
| High |
0.7929 |
0.7944 |
0.0015 |
0.2% |
0.7944 |
| Low |
0.7875 |
0.7907 |
0.0032 |
0.4% |
0.7770 |
| Close |
0.7910 |
0.7936 |
0.0026 |
0.3% |
0.7936 |
| Range |
0.0054 |
0.0037 |
-0.0017 |
-31.8% |
0.0174 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
80,467 |
64,869 |
-15,598 |
-19.4% |
342,939 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8038 |
0.8024 |
0.7956 |
|
| R3 |
0.8002 |
0.7987 |
0.7946 |
|
| R2 |
0.7965 |
0.7965 |
0.7943 |
|
| R1 |
0.7951 |
0.7951 |
0.7939 |
0.7958 |
| PP |
0.7929 |
0.7929 |
0.7929 |
0.7933 |
| S1 |
0.7914 |
0.7914 |
0.7933 |
0.7922 |
| S2 |
0.7892 |
0.7892 |
0.7929 |
|
| S3 |
0.7856 |
0.7878 |
0.7926 |
|
| S4 |
0.7819 |
0.7841 |
0.7916 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8405 |
0.8345 |
0.8032 |
|
| R3 |
0.8231 |
0.8171 |
0.7984 |
|
| R2 |
0.8057 |
0.8057 |
0.7968 |
|
| R1 |
0.7997 |
0.7997 |
0.7952 |
0.8027 |
| PP |
0.7883 |
0.7883 |
0.7883 |
0.7898 |
| S1 |
0.7823 |
0.7823 |
0.7920 |
0.7853 |
| S2 |
0.7709 |
0.7709 |
0.7904 |
|
| S3 |
0.7535 |
0.7649 |
0.7888 |
|
| S4 |
0.7361 |
0.7475 |
0.7840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7944 |
0.7770 |
0.0174 |
2.2% |
0.0056 |
0.7% |
96% |
True |
False |
68,587 |
| 10 |
0.7944 |
0.7752 |
0.0192 |
2.4% |
0.0060 |
0.8% |
96% |
True |
False |
60,485 |
| 20 |
0.7944 |
0.7752 |
0.0192 |
2.4% |
0.0064 |
0.8% |
96% |
True |
False |
31,677 |
| 40 |
0.7992 |
0.7752 |
0.0240 |
3.0% |
0.0055 |
0.7% |
77% |
False |
False |
16,069 |
| 60 |
0.8025 |
0.7738 |
0.0287 |
3.6% |
0.0051 |
0.6% |
69% |
False |
False |
10,779 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0049 |
0.6% |
71% |
False |
False |
8,174 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0045 |
0.6% |
55% |
False |
False |
6,551 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0042 |
0.5% |
55% |
False |
False |
5,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8099 |
|
2.618 |
0.8039 |
|
1.618 |
0.8003 |
|
1.000 |
0.7980 |
|
0.618 |
0.7966 |
|
HIGH |
0.7944 |
|
0.618 |
0.7930 |
|
0.500 |
0.7925 |
|
0.382 |
0.7921 |
|
LOW |
0.7907 |
|
0.618 |
0.7884 |
|
1.000 |
0.7871 |
|
1.618 |
0.7848 |
|
2.618 |
0.7811 |
|
4.250 |
0.7752 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7932 |
0.7919 |
| PP |
0.7929 |
0.7902 |
| S1 |
0.7925 |
0.7885 |
|