CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 17-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7850 |
0.7881 |
0.0031 |
0.4% |
0.7840 |
High |
0.7887 |
0.7926 |
0.0040 |
0.5% |
0.7876 |
Low |
0.7846 |
0.7880 |
0.0035 |
0.4% |
0.7755 |
Close |
0.7861 |
0.7910 |
0.0049 |
0.6% |
0.7858 |
Range |
0.0041 |
0.0046 |
0.0005 |
12.2% |
0.0122 |
ATR |
0.0049 |
0.0050 |
0.0001 |
2.3% |
0.0000 |
Volume |
116 |
81 |
-35 |
-30.2% |
1,292 |
|
Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8043 |
0.8022 |
0.7935 |
|
R3 |
0.7997 |
0.7976 |
0.7922 |
|
R2 |
0.7951 |
0.7951 |
0.7918 |
|
R1 |
0.7930 |
0.7930 |
0.7914 |
0.7941 |
PP |
0.7905 |
0.7905 |
0.7905 |
0.7910 |
S1 |
0.7884 |
0.7884 |
0.7905 |
0.7895 |
S2 |
0.7859 |
0.7859 |
0.7901 |
|
S3 |
0.7813 |
0.7838 |
0.7897 |
|
S4 |
0.7767 |
0.7792 |
0.7884 |
|
|
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 |
0.7926 |
0.7783 |
0.0144 |
1.8% |
0.0042 |
0.5% |
89% |
True |
False |
86 |
10 |
0.7926 |
0.7755 |
0.0172 |
2.2% |
0.0043 |
0.5% |
90% |
True |
False |
173 |
20 |
0.7926 |
0.7755 |
0.0172 |
2.2% |
0.0043 |
0.5% |
90% |
True |
False |
128 |
40 |
0.8009 |
0.7755 |
0.0255 |
3.2% |
0.0037 |
0.5% |
61% |
False |
False |
83 |
60 |
0.8009 |
0.7723 |
0.0287 |
3.6% |
0.0030 |
0.4% |
65% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8122 |
2.618 |
0.8046 |
1.618 |
0.8000 |
1.000 |
0.7972 |
0.618 |
0.7954 |
HIGH |
0.7926 |
0.618 |
0.7908 |
0.500 |
0.7903 |
0.382 |
0.7898 |
LOW |
0.7880 |
0.618 |
0.7852 |
1.000 |
0.7834 |
1.618 |
0.7806 |
2.618 |
0.7760 |
4.250 |
0.7685 |
|
|
Fisher Pivots for day following 17-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7907 |
0.7891 |
PP |
0.7905 |
0.7873 |
S1 |
0.7903 |
0.7854 |
|