CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7820 |
0.7790 |
-0.0030 |
-0.4% |
0.7861 |
| High |
0.7834 |
0.7828 |
-0.0006 |
-0.1% |
0.7875 |
| Low |
0.7793 |
0.7775 |
-0.0018 |
-0.2% |
0.7755 |
| Close |
0.7793 |
0.7820 |
0.0027 |
0.3% |
0.7854 |
| Range |
0.0042 |
0.0053 |
0.0012 |
27.7% |
0.0121 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.2% |
0.0000 |
| Volume |
5 |
56 |
51 |
1,020.0% |
1,797 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7967 |
0.7946 |
0.7849 |
|
| R3 |
0.7914 |
0.7893 |
0.7834 |
|
| R2 |
0.7861 |
0.7861 |
0.7829 |
|
| R1 |
0.7840 |
0.7840 |
0.7824 |
0.7850 |
| PP |
0.7808 |
0.7808 |
0.7808 |
0.7813 |
| S1 |
0.7787 |
0.7787 |
0.7815 |
0.7797 |
| S2 |
0.7755 |
0.7755 |
0.7810 |
|
| S3 |
0.7702 |
0.7734 |
0.7805 |
|
| S4 |
0.7649 |
0.7681 |
0.7790 |
|
|
| 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 |
0.7765 |
0.0108 |
1.4% |
0.0046 |
0.6% |
51% |
False |
False |
172 |
| 10 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0051 |
0.6% |
40% |
False |
False |
223 |
| 20 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0048 |
0.6% |
40% |
False |
False |
169 |
| 40 |
0.8003 |
0.7755 |
0.0249 |
3.2% |
0.0042 |
0.5% |
26% |
False |
False |
119 |
| 60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0038 |
0.5% |
40% |
False |
False |
88 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0034 |
0.4% |
40% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8053 |
|
2.618 |
0.7967 |
|
1.618 |
0.7914 |
|
1.000 |
0.7881 |
|
0.618 |
0.7861 |
|
HIGH |
0.7828 |
|
0.618 |
0.7808 |
|
0.500 |
0.7802 |
|
0.382 |
0.7795 |
|
LOW |
0.7775 |
|
0.618 |
0.7742 |
|
1.000 |
0.7722 |
|
1.618 |
0.7689 |
|
2.618 |
0.7636 |
|
4.250 |
0.7550 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7814 |
0.7824 |
| PP |
0.7808 |
0.7822 |
| S1 |
0.7802 |
0.7821 |
|