CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 25-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7955 |
0.7980 |
0.0025 |
0.3% |
0.7938 |
High |
0.7991 |
0.8019 |
0.0028 |
0.3% |
0.8019 |
Low |
0.7955 |
0.7966 |
0.0011 |
0.1% |
0.7929 |
Close |
0.7971 |
0.8016 |
0.0045 |
0.6% |
0.8016 |
Range |
0.0036 |
0.0053 |
0.0017 |
45.8% |
0.0090 |
ATR |
0.0044 |
0.0044 |
0.0001 |
1.4% |
0.0000 |
Volume |
18 |
132 |
114 |
633.3% |
354 |
|
Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8158 |
0.8139 |
0.8044 |
|
R3 |
0.8105 |
0.8087 |
0.8030 |
|
R2 |
0.8053 |
0.8053 |
0.8025 |
|
R1 |
0.8034 |
0.8034 |
0.8020 |
0.8043 |
PP |
0.8000 |
0.8000 |
0.8000 |
0.8005 |
S1 |
0.7982 |
0.7982 |
0.8011 |
0.7991 |
S2 |
0.7948 |
0.7948 |
0.8006 |
|
S3 |
0.7895 |
0.7929 |
0.8001 |
|
S4 |
0.7843 |
0.7877 |
0.7987 |
|
|
Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8258 |
0.8227 |
0.8065 |
|
R3 |
0.8168 |
0.8137 |
0.8040 |
|
R2 |
0.8078 |
0.8078 |
0.8032 |
|
R1 |
0.8047 |
0.8047 |
0.8024 |
0.8062 |
PP |
0.7988 |
0.7988 |
0.7988 |
0.7995 |
S1 |
0.7957 |
0.7957 |
0.8007 |
0.7972 |
S2 |
0.7898 |
0.7898 |
0.7999 |
|
S3 |
0.7808 |
0.7867 |
0.7991 |
|
S4 |
0.7718 |
0.7777 |
0.7966 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8019 |
0.7929 |
0.0090 |
1.1% |
0.0032 |
0.4% |
97% |
True |
False |
70 |
10 |
0.8019 |
0.7783 |
0.0236 |
2.9% |
0.0038 |
0.5% |
99% |
True |
False |
93 |
20 |
0.8019 |
0.7755 |
0.0264 |
3.3% |
0.0041 |
0.5% |
99% |
True |
False |
140 |
40 |
0.8019 |
0.7755 |
0.0264 |
3.3% |
0.0036 |
0.5% |
99% |
True |
False |
91 |
60 |
0.8019 |
0.7755 |
0.0264 |
3.3% |
0.0033 |
0.4% |
99% |
True |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8242 |
2.618 |
0.8156 |
1.618 |
0.8103 |
1.000 |
0.8071 |
0.618 |
0.8051 |
HIGH |
0.8019 |
0.618 |
0.7998 |
0.500 |
0.7992 |
0.382 |
0.7986 |
LOW |
0.7966 |
0.618 |
0.7934 |
1.000 |
0.7914 |
1.618 |
0.7881 |
2.618 |
0.7829 |
4.250 |
0.7743 |
|
|
Fisher Pivots for day following 25-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8008 |
0.8003 |
PP |
0.8000 |
0.7990 |
S1 |
0.7992 |
0.7977 |
|