CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 30-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7986 |
0.7996 |
0.0010 |
0.1% |
0.7931 |
High |
0.8017 |
0.8044 |
0.0027 |
0.3% |
0.8021 |
Low |
0.7979 |
0.7993 |
0.0014 |
0.2% |
0.7921 |
Close |
0.8002 |
0.8013 |
0.0011 |
0.1% |
0.8017 |
Range |
0.0039 |
0.0051 |
0.0013 |
32.5% |
0.0101 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
Volume |
88,561 |
86,665 |
-1,896 |
-2.1% |
340,096 |
|
Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8169 |
0.8142 |
0.8041 |
|
R3 |
0.8118 |
0.8091 |
0.8027 |
|
R2 |
0.8067 |
0.8067 |
0.8022 |
|
R1 |
0.8040 |
0.8040 |
0.8017 |
0.8054 |
PP |
0.8016 |
0.8016 |
0.8016 |
0.8023 |
S1 |
0.7989 |
0.7989 |
0.8008 |
0.8003 |
S2 |
0.7965 |
0.7965 |
0.8003 |
|
S3 |
0.7914 |
0.7938 |
0.7998 |
|
S4 |
0.7863 |
0.7887 |
0.7984 |
|
|
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 |
0.8044 |
0.7940 |
0.0104 |
1.3% |
0.0054 |
0.7% |
70% |
True |
False |
83,354 |
10 |
0.8044 |
0.7875 |
0.0169 |
2.1% |
0.0047 |
0.6% |
82% |
True |
False |
74,752 |
20 |
0.8044 |
0.7752 |
0.0292 |
3.6% |
0.0056 |
0.7% |
89% |
True |
False |
60,864 |
40 |
0.8044 |
0.7752 |
0.0292 |
3.6% |
0.0053 |
0.7% |
89% |
True |
False |
31,053 |
60 |
0.8044 |
0.7752 |
0.0292 |
3.6% |
0.0052 |
0.6% |
89% |
True |
False |
20,804 |
80 |
0.8044 |
0.7719 |
0.0325 |
4.1% |
0.0049 |
0.6% |
90% |
True |
False |
15,674 |
100 |
0.8055 |
0.7719 |
0.0337 |
4.2% |
0.0047 |
0.6% |
87% |
False |
False |
12,570 |
120 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0043 |
0.5% |
74% |
False |
False |
10,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8260 |
2.618 |
0.8177 |
1.618 |
0.8126 |
1.000 |
0.8095 |
0.618 |
0.8075 |
HIGH |
0.8044 |
0.618 |
0.8024 |
0.500 |
0.8018 |
0.382 |
0.8012 |
LOW |
0.7993 |
0.618 |
0.7961 |
1.000 |
0.7942 |
1.618 |
0.7910 |
2.618 |
0.7859 |
4.250 |
0.7776 |
|
|
Fisher Pivots for day following 30-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8018 |
0.8006 |
PP |
0.8016 |
0.7999 |
S1 |
0.8014 |
0.7992 |
|