CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 10-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7765 |
0.7794 |
0.0029 |
0.4% |
0.7827 |
High |
0.7806 |
0.7846 |
0.0040 |
0.5% |
0.7916 |
Low |
0.7765 |
0.7793 |
0.0029 |
0.4% |
0.7813 |
Close |
0.7793 |
0.7838 |
0.0045 |
0.6% |
0.7844 |
Range |
0.0042 |
0.0053 |
0.0011 |
26.5% |
0.0104 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.3% |
0.0000 |
Volume |
378 |
218 |
-160 |
-42.3% |
636 |
|
Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7983 |
0.7963 |
0.7866 |
|
R3 |
0.7930 |
0.7910 |
0.7852 |
|
R2 |
0.7878 |
0.7878 |
0.7847 |
|
R1 |
0.7858 |
0.7858 |
0.7842 |
0.7868 |
PP |
0.7825 |
0.7825 |
0.7825 |
0.7830 |
S1 |
0.7805 |
0.7805 |
0.7833 |
0.7815 |
S2 |
0.7773 |
0.7773 |
0.7828 |
|
S3 |
0.7720 |
0.7753 |
0.7823 |
|
S4 |
0.7668 |
0.7700 |
0.7809 |
|
|
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 |
0.7884 |
0.7755 |
0.0129 |
1.6% |
0.0058 |
0.7% |
64% |
False |
False |
353 |
10 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0055 |
0.7% |
51% |
False |
False |
229 |
20 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0046 |
0.6% |
51% |
False |
False |
173 |
40 |
0.8003 |
0.7755 |
0.0249 |
3.2% |
0.0040 |
0.5% |
33% |
False |
False |
114 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0036 |
0.5% |
46% |
False |
False |
84 |
80 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0034 |
0.4% |
46% |
False |
False |
77 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8069 |
2.618 |
0.7983 |
1.618 |
0.7930 |
1.000 |
0.7898 |
0.618 |
0.7878 |
HIGH |
0.7846 |
0.618 |
0.7825 |
0.500 |
0.7819 |
0.382 |
0.7813 |
LOW |
0.7793 |
0.618 |
0.7761 |
1.000 |
0.7741 |
1.618 |
0.7708 |
2.618 |
0.7656 |
4.250 |
0.7570 |
|
|
Fisher Pivots for day following 10-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7831 |
0.7825 |
PP |
0.7825 |
0.7813 |
S1 |
0.7819 |
0.7800 |
|