CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7941 |
0.7955 |
0.0014 |
0.2% |
0.7849 |
| High |
0.7957 |
0.7973 |
0.0016 |
0.2% |
0.7944 |
| Low |
0.7921 |
0.7932 |
0.0012 |
0.1% |
0.7770 |
| Close |
0.7947 |
0.7958 |
0.0012 |
0.1% |
0.7936 |
| Range |
0.0036 |
0.0041 |
0.0005 |
12.5% |
0.0174 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
63,344 |
59,541 |
-3,803 |
-6.0% |
342,939 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8076 |
0.8057 |
0.7980 |
|
| R3 |
0.8035 |
0.8017 |
0.7969 |
|
| R2 |
0.7995 |
0.7995 |
0.7965 |
|
| R1 |
0.7976 |
0.7976 |
0.7962 |
0.7986 |
| PP |
0.7954 |
0.7954 |
0.7954 |
0.7959 |
| S1 |
0.7936 |
0.7936 |
0.7954 |
0.7945 |
| S2 |
0.7914 |
0.7914 |
0.7951 |
|
| S3 |
0.7873 |
0.7895 |
0.7947 |
|
| S4 |
0.7833 |
0.7855 |
0.7936 |
|
|
| 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 |
0.7973 |
0.7875 |
0.0098 |
1.2% |
0.0040 |
0.5% |
85% |
True |
False |
66,149 |
| 10 |
0.7973 |
0.7770 |
0.0203 |
2.6% |
0.0051 |
0.6% |
93% |
True |
False |
69,974 |
| 20 |
0.7973 |
0.7752 |
0.0221 |
2.8% |
0.0062 |
0.8% |
93% |
True |
False |
40,732 |
| 40 |
0.7973 |
0.7752 |
0.0221 |
2.8% |
0.0054 |
0.7% |
93% |
True |
False |
20,684 |
| 60 |
0.8025 |
0.7752 |
0.0273 |
3.4% |
0.0051 |
0.6% |
76% |
False |
False |
13,864 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.8% |
0.0049 |
0.6% |
78% |
False |
False |
10,489 |
| 100 |
0.8084 |
0.7719 |
0.0365 |
4.6% |
0.0045 |
0.6% |
66% |
False |
False |
8,404 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0042 |
0.5% |
61% |
False |
False |
7,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8145 |
|
2.618 |
0.8079 |
|
1.618 |
0.8038 |
|
1.000 |
0.8013 |
|
0.618 |
0.7998 |
|
HIGH |
0.7973 |
|
0.618 |
0.7957 |
|
0.500 |
0.7952 |
|
0.382 |
0.7947 |
|
LOW |
0.7932 |
|
0.618 |
0.7907 |
|
1.000 |
0.7892 |
|
1.618 |
0.7866 |
|
2.618 |
0.7826 |
|
4.250 |
0.7760 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7956 |
0.7954 |
| PP |
0.7954 |
0.7950 |
| S1 |
0.7952 |
0.7947 |
|