CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7829 |
0.7820 |
-0.0009 |
-0.1% |
0.7861 |
| High |
0.7872 |
0.7834 |
-0.0038 |
-0.5% |
0.7875 |
| Low |
0.7829 |
0.7793 |
-0.0037 |
-0.5% |
0.7755 |
| Close |
0.7854 |
0.7793 |
-0.0062 |
-0.8% |
0.7854 |
| Range |
0.0043 |
0.0042 |
-0.0002 |
-3.5% |
0.0121 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.5% |
0.0000 |
| Volume |
203 |
5 |
-198 |
-97.5% |
1,797 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7903 |
0.7815 |
|
| R3 |
0.7889 |
0.7862 |
0.7804 |
|
| R2 |
0.7848 |
0.7848 |
0.7800 |
|
| R1 |
0.7820 |
0.7820 |
0.7796 |
0.7813 |
| PP |
0.7806 |
0.7806 |
0.7806 |
0.7803 |
| S1 |
0.7779 |
0.7779 |
0.7789 |
0.7772 |
| S2 |
0.7765 |
0.7765 |
0.7785 |
|
| S3 |
0.7723 |
0.7737 |
0.7781 |
|
| S4 |
0.7682 |
0.7696 |
0.7770 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8189 |
0.8142 |
0.7920 |
|
| R3 |
0.8069 |
0.8022 |
0.7887 |
|
| R2 |
0.7948 |
0.7948 |
0.7876 |
|
| R1 |
0.7901 |
0.7901 |
0.7865 |
0.7865 |
| PP |
0.7828 |
0.7828 |
0.7828 |
0.7810 |
| S1 |
0.7781 |
0.7781 |
0.7843 |
0.7744 |
| S2 |
0.7707 |
0.7707 |
0.7832 |
|
| S3 |
0.7587 |
0.7660 |
0.7821 |
|
| S4 |
0.7466 |
0.7540 |
0.7788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7872 |
0.7755 |
0.0118 |
1.5% |
0.0047 |
0.6% |
32% |
False |
False |
234 |
| 10 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0051 |
0.6% |
24% |
False |
False |
230 |
| 20 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0046 |
0.6% |
24% |
False |
False |
167 |
| 40 |
0.8003 |
0.7755 |
0.0249 |
3.2% |
0.0041 |
0.5% |
15% |
False |
False |
118 |
| 60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0037 |
0.5% |
31% |
False |
False |
87 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0034 |
0.4% |
31% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8010 |
|
2.618 |
0.7943 |
|
1.618 |
0.7901 |
|
1.000 |
0.7876 |
|
0.618 |
0.7860 |
|
HIGH |
0.7834 |
|
0.618 |
0.7818 |
|
0.500 |
0.7813 |
|
0.382 |
0.7808 |
|
LOW |
0.7793 |
|
0.618 |
0.7767 |
|
1.000 |
0.7751 |
|
1.618 |
0.7725 |
|
2.618 |
0.7684 |
|
4.250 |
0.7616 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7813 |
0.7832 |
| PP |
0.7806 |
0.7819 |
| S1 |
0.7799 |
0.7806 |
|