CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 31-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7996 |
0.8011 |
0.0015 |
0.2% |
0.7931 |
| High |
0.8044 |
0.8021 |
-0.0023 |
-0.3% |
0.8021 |
| Low |
0.7993 |
0.7976 |
-0.0017 |
-0.2% |
0.7921 |
| Close |
0.8013 |
0.8009 |
-0.0004 |
0.0% |
0.8017 |
| Range |
0.0051 |
0.0045 |
-0.0006 |
-11.8% |
0.0101 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
86,665 |
85,428 |
-1,237 |
-1.4% |
340,096 |
|
| Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8137 |
0.8118 |
0.8034 |
|
| R3 |
0.8092 |
0.8073 |
0.8021 |
|
| R2 |
0.8047 |
0.8047 |
0.8017 |
|
| R1 |
0.8028 |
0.8028 |
0.8013 |
0.8015 |
| PP |
0.8002 |
0.8002 |
0.8002 |
0.7996 |
| S1 |
0.7983 |
0.7983 |
0.8005 |
0.7970 |
| S2 |
0.7957 |
0.7957 |
0.8001 |
|
| S3 |
0.7912 |
0.7938 |
0.7997 |
|
| S4 |
0.7867 |
0.7893 |
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% |
0.0053 |
0.7% |
67% |
False |
False |
86,088 |
| 10 |
0.8044 |
0.7907 |
0.0137 |
1.7% |
0.0046 |
0.6% |
75% |
False |
False |
75,248 |
| 20 |
0.8044 |
0.7752 |
0.0292 |
3.6% |
0.0055 |
0.7% |
88% |
False |
False |
64,941 |
| 40 |
0.8044 |
0.7752 |
0.0292 |
3.6% |
0.0054 |
0.7% |
88% |
False |
False |
33,184 |
| 60 |
0.8044 |
0.7752 |
0.0292 |
3.6% |
0.0052 |
0.6% |
88% |
False |
False |
22,225 |
| 80 |
0.8044 |
0.7719 |
0.0325 |
4.1% |
0.0050 |
0.6% |
89% |
False |
False |
16,738 |
| 100 |
0.8055 |
0.7719 |
0.0337 |
4.2% |
0.0047 |
0.6% |
86% |
False |
False |
13,424 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0043 |
0.5% |
74% |
False |
False |
11,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8212 |
|
2.618 |
0.8139 |
|
1.618 |
0.8094 |
|
1.000 |
0.8066 |
|
0.618 |
0.8049 |
|
HIGH |
0.8021 |
|
0.618 |
0.8004 |
|
0.500 |
0.7999 |
|
0.382 |
0.7993 |
|
LOW |
0.7976 |
|
0.618 |
0.7948 |
|
1.000 |
0.7931 |
|
1.618 |
0.7903 |
|
2.618 |
0.7858 |
|
4.250 |
0.7785 |
|
|
| Fisher Pivots for day following 31-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8006 |
0.8010 |
| PP |
0.8002 |
0.8010 |
| S1 |
0.7999 |
0.8009 |
|