CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 25-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7960 |
0.7982 |
0.0023 |
0.3% |
0.7931 |
| High |
0.7993 |
0.8021 |
0.0029 |
0.4% |
0.8021 |
| Low |
0.7944 |
0.7966 |
0.0022 |
0.3% |
0.7921 |
| Close |
0.7971 |
0.8017 |
0.0046 |
0.6% |
0.8017 |
| Range |
0.0049 |
0.0056 |
0.0007 |
14.4% |
0.0101 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.1% |
0.0000 |
| Volume |
71,761 |
82,923 |
11,162 |
15.6% |
340,096 |
|
| Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8168 |
0.8148 |
0.8047 |
|
| R3 |
0.8112 |
0.8092 |
0.8032 |
|
| R2 |
0.8057 |
0.8057 |
0.8027 |
|
| R1 |
0.8037 |
0.8037 |
0.8022 |
0.8047 |
| PP |
0.8001 |
0.8001 |
0.8001 |
0.8006 |
| S1 |
0.7981 |
0.7981 |
0.8011 |
0.7991 |
| S2 |
0.7946 |
0.7946 |
0.8006 |
|
| S3 |
0.7890 |
0.7926 |
0.8001 |
|
| S4 |
0.7835 |
0.7870 |
0.7986 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8288 |
0.8253 |
0.8072 |
|
| R3 |
0.8187 |
0.8152 |
0.8044 |
|
| R2 |
0.8087 |
0.8087 |
0.8035 |
|
| R1 |
0.8052 |
0.8052 |
0.8026 |
0.8069 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7995 |
| S1 |
0.7951 |
0.7951 |
0.8007 |
0.7969 |
| S2 |
0.7886 |
0.7886 |
0.7998 |
|
| S3 |
0.7785 |
0.7851 |
0.7989 |
|
| S4 |
0.7685 |
0.7750 |
0.7961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8021 |
0.7921 |
0.0101 |
1.3% |
0.0043 |
0.5% |
96% |
True |
False |
68,019 |
| 10 |
0.8021 |
0.7770 |
0.0252 |
3.1% |
0.0050 |
0.6% |
98% |
True |
False |
68,303 |
| 20 |
0.8021 |
0.7752 |
0.0270 |
3.4% |
0.0059 |
0.7% |
98% |
True |
False |
48,208 |
| 40 |
0.8021 |
0.7752 |
0.0270 |
3.4% |
0.0053 |
0.7% |
98% |
True |
False |
24,522 |
| 60 |
0.8025 |
0.7752 |
0.0273 |
3.4% |
0.0052 |
0.7% |
97% |
False |
False |
16,441 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.8% |
0.0049 |
0.6% |
97% |
False |
False |
12,419 |
| 100 |
0.8070 |
0.7719 |
0.0352 |
4.4% |
0.0046 |
0.6% |
85% |
False |
False |
9,950 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0042 |
0.5% |
75% |
False |
False |
8,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8257 |
|
2.618 |
0.8166 |
|
1.618 |
0.8111 |
|
1.000 |
0.8077 |
|
0.618 |
0.8055 |
|
HIGH |
0.8021 |
|
0.618 |
0.8000 |
|
0.500 |
0.7993 |
|
0.382 |
0.7987 |
|
LOW |
0.7966 |
|
0.618 |
0.7931 |
|
1.000 |
0.7910 |
|
1.618 |
0.7876 |
|
2.618 |
0.7820 |
|
4.250 |
0.7730 |
|
|
| Fisher Pivots for day following 25-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8009 |
0.8003 |
| PP |
0.8001 |
0.7990 |
| S1 |
0.7993 |
0.7977 |
|