CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 18-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7881 |
0.7935 |
0.0054 |
0.7% |
0.7849 |
High |
0.7926 |
0.7942 |
0.0016 |
0.2% |
0.7942 |
Low |
0.7880 |
0.7908 |
0.0028 |
0.4% |
0.7783 |
Close |
0.7910 |
0.7936 |
0.0026 |
0.3% |
0.7936 |
Range |
0.0046 |
0.0034 |
-0.0013 |
-27.2% |
0.0159 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
81 |
257 |
176 |
217.3% |
584 |
|
Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8029 |
0.8016 |
0.7954 |
|
R3 |
0.7995 |
0.7982 |
0.7945 |
|
R2 |
0.7962 |
0.7962 |
0.7942 |
|
R1 |
0.7949 |
0.7949 |
0.7939 |
0.7955 |
PP |
0.7928 |
0.7928 |
0.7928 |
0.7932 |
S1 |
0.7915 |
0.7915 |
0.7932 |
0.7922 |
S2 |
0.7895 |
0.7895 |
0.7929 |
|
S3 |
0.7861 |
0.7882 |
0.7926 |
|
S4 |
0.7828 |
0.7848 |
0.7917 |
|
|
Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8364 |
0.8309 |
0.8023 |
|
R3 |
0.8205 |
0.8150 |
0.7979 |
|
R2 |
0.8046 |
0.8046 |
0.7965 |
|
R1 |
0.7991 |
0.7991 |
0.7950 |
0.8018 |
PP |
0.7887 |
0.7887 |
0.7887 |
0.7900 |
S1 |
0.7832 |
0.7832 |
0.7921 |
0.7859 |
S2 |
0.7728 |
0.7728 |
0.7906 |
|
S3 |
0.7569 |
0.7673 |
0.7892 |
|
S4 |
0.7410 |
0.7514 |
0.7848 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7942 |
0.7783 |
0.0159 |
2.0% |
0.0043 |
0.5% |
96% |
True |
False |
116 |
10 |
0.7942 |
0.7755 |
0.0187 |
2.4% |
0.0040 |
0.5% |
97% |
True |
False |
187 |
20 |
0.7942 |
0.7755 |
0.0187 |
2.4% |
0.0044 |
0.6% |
97% |
True |
False |
141 |
40 |
0.7966 |
0.7755 |
0.0211 |
2.7% |
0.0037 |
0.5% |
86% |
False |
False |
89 |
60 |
0.8009 |
0.7755 |
0.0255 |
3.2% |
0.0030 |
0.4% |
71% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8084 |
2.618 |
0.8029 |
1.618 |
0.7996 |
1.000 |
0.7975 |
0.618 |
0.7962 |
HIGH |
0.7942 |
0.618 |
0.7929 |
0.500 |
0.7925 |
0.382 |
0.7921 |
LOW |
0.7908 |
0.618 |
0.7887 |
1.000 |
0.7875 |
1.618 |
0.7854 |
2.618 |
0.7820 |
4.250 |
0.7766 |
|
|
Fisher Pivots for day following 18-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7932 |
0.7922 |
PP |
0.7928 |
0.7908 |
S1 |
0.7925 |
0.7894 |
|