CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 17-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2022 |
17-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7827 |
0.7885 |
0.0058 |
0.7% |
0.7861 |
| High |
0.7875 |
0.7910 |
0.0035 |
0.4% |
0.7875 |
| Low |
0.7827 |
0.7883 |
0.0056 |
0.7% |
0.7755 |
| Close |
0.7857 |
0.7907 |
0.0050 |
0.6% |
0.7854 |
| Range |
0.0048 |
0.0028 |
-0.0021 |
-42.7% |
0.0121 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.2% |
0.0000 |
| Volume |
21 |
26 |
5 |
23.8% |
1,797 |
|
| Daily Pivots for day following 17-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7982 |
0.7972 |
0.7922 |
|
| R3 |
0.7955 |
0.7944 |
0.7914 |
|
| R2 |
0.7927 |
0.7927 |
0.7912 |
|
| R1 |
0.7917 |
0.7917 |
0.7909 |
0.7922 |
| PP |
0.7900 |
0.7900 |
0.7900 |
0.7902 |
| S1 |
0.7889 |
0.7889 |
0.7904 |
0.7895 |
| S2 |
0.7872 |
0.7872 |
0.7901 |
|
| S3 |
0.7845 |
0.7862 |
0.7899 |
|
| S4 |
0.7817 |
0.7834 |
0.7891 |
|
|
| 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 |
0.7910 |
0.7775 |
0.0135 |
1.7% |
0.0043 |
0.5% |
97% |
True |
False |
62 |
| 10 |
0.7910 |
0.7755 |
0.0156 |
2.0% |
0.0050 |
0.6% |
98% |
True |
False |
208 |
| 20 |
0.7916 |
0.7755 |
0.0162 |
2.0% |
0.0049 |
0.6% |
94% |
False |
False |
167 |
| 40 |
0.8003 |
0.7755 |
0.0249 |
3.1% |
0.0043 |
0.5% |
61% |
False |
False |
119 |
| 60 |
0.8003 |
0.7709 |
0.0294 |
3.7% |
0.0037 |
0.5% |
67% |
False |
False |
88 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.8% |
0.0035 |
0.4% |
68% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8027 |
|
2.618 |
0.7982 |
|
1.618 |
0.7954 |
|
1.000 |
0.7938 |
|
0.618 |
0.7927 |
|
HIGH |
0.7910 |
|
0.618 |
0.7899 |
|
0.500 |
0.7896 |
|
0.382 |
0.7893 |
|
LOW |
0.7883 |
|
0.618 |
0.7866 |
|
1.000 |
0.7855 |
|
1.618 |
0.7838 |
|
2.618 |
0.7811 |
|
4.250 |
0.7766 |
|
|
| Fisher Pivots for day following 17-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7903 |
0.7885 |
| PP |
0.7900 |
0.7864 |
| S1 |
0.7896 |
0.7843 |
|