CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7999 |
0.7997 |
-0.0002 |
0.0% |
0.7938 |
| High |
0.8002 |
0.8007 |
0.0006 |
0.1% |
0.8019 |
| Low |
0.7943 |
0.7982 |
0.0040 |
0.5% |
0.7929 |
| Close |
0.7983 |
0.8000 |
0.0017 |
0.2% |
0.8016 |
| Range |
0.0059 |
0.0025 |
-0.0034 |
-57.6% |
0.0090 |
| ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
45 |
12 |
-33 |
-73.3% |
354 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8071 |
0.8060 |
0.8013 |
|
| R3 |
0.8046 |
0.8035 |
0.8006 |
|
| R2 |
0.8021 |
0.8021 |
0.8004 |
|
| R1 |
0.8010 |
0.8010 |
0.8002 |
0.8016 |
| PP |
0.7996 |
0.7996 |
0.7996 |
0.7999 |
| S1 |
0.7985 |
0.7985 |
0.7997 |
0.7991 |
| S2 |
0.7971 |
0.7971 |
0.7995 |
|
| S3 |
0.7946 |
0.7960 |
0.7993 |
|
| S4 |
0.7921 |
0.7935 |
0.7986 |
|
|
| 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 |
0.7935 |
0.0084 |
1.0% |
0.0041 |
0.5% |
77% |
False |
False |
74 |
| 10 |
0.8019 |
0.7846 |
0.0173 |
2.2% |
0.0037 |
0.5% |
89% |
False |
False |
86 |
| 20 |
0.8019 |
0.7755 |
0.0264 |
3.3% |
0.0039 |
0.5% |
93% |
False |
False |
129 |
| 40 |
0.8019 |
0.7755 |
0.0264 |
3.3% |
0.0036 |
0.5% |
93% |
False |
False |
88 |
| 60 |
0.8019 |
0.7755 |
0.0264 |
3.3% |
0.0034 |
0.4% |
93% |
False |
False |
68 |
| 80 |
0.8019 |
0.7709 |
0.0310 |
3.9% |
0.0029 |
0.4% |
94% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8113 |
|
2.618 |
0.8072 |
|
1.618 |
0.8047 |
|
1.000 |
0.8032 |
|
0.618 |
0.8022 |
|
HIGH |
0.8007 |
|
0.618 |
0.7997 |
|
0.500 |
0.7995 |
|
0.382 |
0.7992 |
|
LOW |
0.7982 |
|
0.618 |
0.7967 |
|
1.000 |
0.7957 |
|
1.618 |
0.7942 |
|
2.618 |
0.7917 |
|
4.250 |
0.7876 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7998 |
0.7993 |
| PP |
0.7996 |
0.7987 |
| S1 |
0.7995 |
0.7981 |
|