CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 16-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2022 |
16-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7790 |
0.7827 |
0.0037 |
0.5% |
0.7861 |
| High |
0.7828 |
0.7875 |
0.0047 |
0.6% |
0.7875 |
| Low |
0.7775 |
0.7827 |
0.0052 |
0.7% |
0.7755 |
| Close |
0.7820 |
0.7857 |
0.0038 |
0.5% |
0.7854 |
| Range |
0.0053 |
0.0048 |
-0.0005 |
-9.4% |
0.0121 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.6% |
0.0000 |
| Volume |
56 |
21 |
-35 |
-62.5% |
1,797 |
|
| Daily Pivots for day following 16-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7997 |
0.7975 |
0.7883 |
|
| R3 |
0.7949 |
0.7927 |
0.7870 |
|
| R2 |
0.7901 |
0.7901 |
0.7866 |
|
| R1 |
0.7879 |
0.7879 |
0.7861 |
0.7890 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7859 |
| S1 |
0.7831 |
0.7831 |
0.7853 |
0.7842 |
| S2 |
0.7805 |
0.7805 |
0.7848 |
|
| S3 |
0.7757 |
0.7783 |
0.7844 |
|
| S4 |
0.7709 |
0.7735 |
0.7831 |
|
|
| 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 |
0.7875 |
0.7775 |
0.0100 |
1.3% |
0.0048 |
0.6% |
82% |
True |
False |
100 |
| 10 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0051 |
0.7% |
63% |
False |
False |
219 |
| 20 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0048 |
0.6% |
63% |
False |
False |
167 |
| 40 |
0.8003 |
0.7755 |
0.0249 |
3.2% |
0.0043 |
0.5% |
41% |
False |
False |
119 |
| 60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0037 |
0.5% |
52% |
False |
False |
88 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0035 |
0.4% |
52% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8079 |
|
2.618 |
0.8001 |
|
1.618 |
0.7953 |
|
1.000 |
0.7923 |
|
0.618 |
0.7905 |
|
HIGH |
0.7875 |
|
0.618 |
0.7857 |
|
0.500 |
0.7851 |
|
0.382 |
0.7845 |
|
LOW |
0.7827 |
|
0.618 |
0.7797 |
|
1.000 |
0.7779 |
|
1.618 |
0.7749 |
|
2.618 |
0.7701 |
|
4.250 |
0.7623 |
|
|
| Fisher Pivots for day following 16-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7855 |
0.7846 |
| PP |
0.7853 |
0.7836 |
| S1 |
0.7851 |
0.7825 |
|