CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7955 |
0.7960 |
0.0005 |
0.1% |
0.7849 |
| High |
0.7973 |
0.7993 |
0.0020 |
0.3% |
0.7944 |
| Low |
0.7932 |
0.7944 |
0.0012 |
0.2% |
0.7770 |
| Close |
0.7958 |
0.7971 |
0.0013 |
0.2% |
0.7936 |
| Range |
0.0041 |
0.0049 |
0.0008 |
19.8% |
0.0174 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
59,541 |
71,761 |
12,220 |
20.5% |
342,939 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8115 |
0.8091 |
0.7997 |
|
| R3 |
0.8066 |
0.8043 |
0.7984 |
|
| R2 |
0.8018 |
0.8018 |
0.7979 |
|
| R1 |
0.7994 |
0.7994 |
0.7975 |
0.8006 |
| PP |
0.7969 |
0.7969 |
0.7969 |
0.7975 |
| S1 |
0.7946 |
0.7946 |
0.7966 |
0.7957 |
| S2 |
0.7921 |
0.7921 |
0.7962 |
|
| S3 |
0.7872 |
0.7897 |
0.7957 |
|
| S4 |
0.7824 |
0.7849 |
0.7944 |
|
|
| 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 |
0.7993 |
0.7907 |
0.0086 |
1.1% |
0.0039 |
0.5% |
74% |
True |
False |
64,408 |
| 10 |
0.7993 |
0.7770 |
0.0223 |
2.8% |
0.0050 |
0.6% |
90% |
True |
False |
69,302 |
| 20 |
0.7993 |
0.7752 |
0.0241 |
3.0% |
0.0060 |
0.8% |
91% |
True |
False |
44,212 |
| 40 |
0.7993 |
0.7752 |
0.0241 |
3.0% |
0.0053 |
0.7% |
91% |
True |
False |
22,457 |
| 60 |
0.8025 |
0.7752 |
0.0273 |
3.4% |
0.0052 |
0.6% |
80% |
False |
False |
15,059 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.8% |
0.0049 |
0.6% |
82% |
False |
False |
11,384 |
| 100 |
0.8084 |
0.7719 |
0.0365 |
4.6% |
0.0046 |
0.6% |
69% |
False |
False |
9,121 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0041 |
0.5% |
64% |
False |
False |
7,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8199 |
|
2.618 |
0.8119 |
|
1.618 |
0.8071 |
|
1.000 |
0.8041 |
|
0.618 |
0.8022 |
|
HIGH |
0.7993 |
|
0.618 |
0.7974 |
|
0.500 |
0.7968 |
|
0.382 |
0.7963 |
|
LOW |
0.7944 |
|
0.618 |
0.7914 |
|
1.000 |
0.7896 |
|
1.618 |
0.7866 |
|
2.618 |
0.7817 |
|
4.250 |
0.7738 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7970 |
0.7966 |
| PP |
0.7969 |
0.7961 |
| S1 |
0.7968 |
0.7957 |
|