CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 31-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.8010 |
0.7984 |
-0.0026 |
-0.3% |
0.7938 |
High |
0.8033 |
0.8007 |
-0.0026 |
-0.3% |
0.8019 |
Low |
0.8005 |
0.7976 |
-0.0029 |
-0.4% |
0.7929 |
Close |
0.8010 |
0.8007 |
-0.0003 |
0.0% |
0.8016 |
Range |
0.0029 |
0.0031 |
0.0003 |
8.8% |
0.0090 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
20 |
23 |
3 |
15.0% |
354 |
|
Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8090 |
0.8079 |
0.8024 |
|
R3 |
0.8059 |
0.8048 |
0.8016 |
|
R2 |
0.8028 |
0.8028 |
0.8013 |
|
R1 |
0.8017 |
0.8017 |
0.8010 |
0.8023 |
PP |
0.7997 |
0.7997 |
0.7997 |
0.7999 |
S1 |
0.7986 |
0.7986 |
0.8004 |
0.7992 |
S2 |
0.7966 |
0.7966 |
0.8001 |
|
S3 |
0.7935 |
0.7955 |
0.7998 |
|
S4 |
0.7904 |
0.7924 |
0.7990 |
|
|
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 |
0.8033 |
0.7943 |
0.0091 |
1.1% |
0.0039 |
0.5% |
71% |
False |
False |
46 |
10 |
0.8033 |
0.7908 |
0.0125 |
1.6% |
0.0034 |
0.4% |
79% |
False |
False |
71 |
20 |
0.8033 |
0.7755 |
0.0279 |
3.5% |
0.0039 |
0.5% |
91% |
False |
False |
122 |
40 |
0.8033 |
0.7755 |
0.0279 |
3.5% |
0.0037 |
0.5% |
91% |
False |
False |
89 |
60 |
0.8033 |
0.7755 |
0.0279 |
3.5% |
0.0034 |
0.4% |
91% |
False |
False |
68 |
80 |
0.8033 |
0.7709 |
0.0325 |
4.1% |
0.0029 |
0.4% |
92% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8139 |
2.618 |
0.8088 |
1.618 |
0.8057 |
1.000 |
0.8038 |
0.618 |
0.8026 |
HIGH |
0.8007 |
0.618 |
0.7995 |
0.500 |
0.7992 |
0.382 |
0.7988 |
LOW |
0.7976 |
0.618 |
0.7957 |
1.000 |
0.7945 |
1.618 |
0.7926 |
2.618 |
0.7895 |
4.250 |
0.7844 |
|
|
Fisher Pivots for day following 31-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8002 |
0.8006 |
PP |
0.7997 |
0.8005 |
S1 |
0.7992 |
0.8005 |
|