CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 14-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7850 |
0.7849 |
-0.0001 |
0.0% |
0.7840 |
High |
0.7876 |
0.7851 |
-0.0026 |
-0.3% |
0.7876 |
Low |
0.7850 |
0.7797 |
-0.0054 |
-0.7% |
0.7755 |
Close |
0.7858 |
0.7797 |
-0.0062 |
-0.8% |
0.7858 |
Range |
0.0026 |
0.0054 |
0.0028 |
107.7% |
0.0122 |
ATR |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0000 |
Volume |
106 |
104 |
-2 |
-1.9% |
1,292 |
|
Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7977 |
0.7941 |
0.7826 |
|
R3 |
0.7923 |
0.7887 |
0.7811 |
|
R2 |
0.7869 |
0.7869 |
0.7806 |
|
R1 |
0.7833 |
0.7833 |
0.7801 |
0.7824 |
PP |
0.7815 |
0.7815 |
0.7815 |
0.7810 |
S1 |
0.7779 |
0.7779 |
0.7792 |
0.7770 |
S2 |
0.7761 |
0.7761 |
0.7787 |
|
S3 |
0.7707 |
0.7725 |
0.7782 |
|
S4 |
0.7653 |
0.7671 |
0.7767 |
|
|
Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8194 |
0.8148 |
0.7925 |
|
R3 |
0.8073 |
0.8026 |
0.7891 |
|
R2 |
0.7951 |
0.7951 |
0.7880 |
|
R1 |
0.7905 |
0.7905 |
0.7869 |
0.7928 |
PP |
0.7830 |
0.7830 |
0.7830 |
0.7841 |
S1 |
0.7783 |
0.7783 |
0.7847 |
0.7806 |
S2 |
0.7708 |
0.7708 |
0.7836 |
|
S3 |
0.7587 |
0.7662 |
0.7825 |
|
S4 |
0.7465 |
0.7540 |
0.7791 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7876 |
0.7755 |
0.0122 |
1.6% |
0.0034 |
0.4% |
35% |
False |
False |
207 |
10 |
0.7917 |
0.7755 |
0.0163 |
2.1% |
0.0043 |
0.6% |
26% |
False |
False |
182 |
20 |
0.7917 |
0.7755 |
0.0163 |
2.1% |
0.0040 |
0.5% |
26% |
False |
False |
120 |
40 |
0.8009 |
0.7755 |
0.0255 |
3.3% |
0.0036 |
0.5% |
17% |
False |
False |
78 |
60 |
0.8009 |
0.7709 |
0.0301 |
3.9% |
0.0029 |
0.4% |
29% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8080 |
2.618 |
0.7992 |
1.618 |
0.7938 |
1.000 |
0.7905 |
0.618 |
0.7884 |
HIGH |
0.7851 |
0.618 |
0.7830 |
0.500 |
0.7824 |
0.382 |
0.7817 |
LOW |
0.7797 |
0.618 |
0.7763 |
1.000 |
0.7743 |
1.618 |
0.7709 |
2.618 |
0.7655 |
4.250 |
0.7567 |
|
|
Fisher Pivots for day following 14-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7824 |
0.7836 |
PP |
0.7815 |
0.7823 |
S1 |
0.7806 |
0.7810 |
|