CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7809 |
0.7765 |
-0.0045 |
-0.6% |
0.7827 |
| High |
0.7811 |
0.7806 |
-0.0005 |
-0.1% |
0.7916 |
| Low |
0.7755 |
0.7765 |
0.0010 |
0.1% |
0.7813 |
| Close |
0.7756 |
0.7793 |
0.0037 |
0.5% |
0.7844 |
| Range |
0.0056 |
0.0042 |
-0.0015 |
-25.9% |
0.0104 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
366 |
378 |
12 |
3.3% |
636 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7912 |
0.7894 |
0.7815 |
|
| R3 |
0.7871 |
0.7852 |
0.7804 |
|
| R2 |
0.7829 |
0.7829 |
0.7800 |
|
| R1 |
0.7811 |
0.7811 |
0.7796 |
0.7820 |
| PP |
0.7788 |
0.7788 |
0.7788 |
0.7792 |
| S1 |
0.7769 |
0.7769 |
0.7789 |
0.7779 |
| S2 |
0.7746 |
0.7746 |
0.7785 |
|
| S3 |
0.7705 |
0.7728 |
0.7781 |
|
| S4 |
0.7663 |
0.7686 |
0.7770 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8168 |
0.8110 |
0.7901 |
|
| R3 |
0.8065 |
0.8006 |
0.7872 |
|
| R2 |
0.7961 |
0.7961 |
0.7863 |
|
| R1 |
0.7903 |
0.7903 |
0.7853 |
0.7932 |
| PP |
0.7858 |
0.7858 |
0.7858 |
0.7872 |
| S1 |
0.7799 |
0.7799 |
0.7835 |
0.7828 |
| S2 |
0.7754 |
0.7754 |
0.7825 |
|
| S3 |
0.7651 |
0.7696 |
0.7816 |
|
| S4 |
0.7547 |
0.7592 |
0.7787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0055 |
0.7% |
24% |
False |
False |
337 |
| 10 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0057 |
0.7% |
24% |
False |
False |
248 |
| 20 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0045 |
0.6% |
24% |
False |
False |
169 |
| 40 |
0.8003 |
0.7755 |
0.0249 |
3.2% |
0.0040 |
0.5% |
15% |
False |
False |
110 |
| 60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0036 |
0.5% |
31% |
False |
False |
82 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0033 |
0.4% |
31% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7982 |
|
2.618 |
0.7915 |
|
1.618 |
0.7873 |
|
1.000 |
0.7848 |
|
0.618 |
0.7832 |
|
HIGH |
0.7806 |
|
0.618 |
0.7790 |
|
0.500 |
0.7785 |
|
0.382 |
0.7780 |
|
LOW |
0.7765 |
|
0.618 |
0.7739 |
|
1.000 |
0.7723 |
|
1.618 |
0.7697 |
|
2.618 |
0.7656 |
|
4.250 |
0.7588 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7790 |
0.7815 |
| PP |
0.7788 |
0.7807 |
| S1 |
0.7785 |
0.7800 |
|