CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 18-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2022 |
18-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7885 |
0.7919 |
0.0034 |
0.4% |
0.7820 |
| High |
0.7910 |
0.7939 |
0.0029 |
0.4% |
0.7939 |
| Low |
0.7883 |
0.7908 |
0.0025 |
0.3% |
0.7775 |
| Close |
0.7907 |
0.7934 |
0.0028 |
0.3% |
0.7934 |
| Range |
0.0028 |
0.0032 |
0.0004 |
14.5% |
0.0164 |
| ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
26 |
22 |
-4 |
-15.4% |
130 |
|
| Daily Pivots for day following 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8021 |
0.8009 |
0.7951 |
|
| R3 |
0.7990 |
0.7978 |
0.7943 |
|
| R2 |
0.7958 |
0.7958 |
0.7940 |
|
| R1 |
0.7946 |
0.7946 |
0.7937 |
0.7952 |
| PP |
0.7927 |
0.7927 |
0.7927 |
0.7930 |
| S1 |
0.7915 |
0.7915 |
0.7931 |
0.7921 |
| S2 |
0.7895 |
0.7895 |
0.7928 |
|
| S3 |
0.7864 |
0.7883 |
0.7925 |
|
| S4 |
0.7832 |
0.7852 |
0.7917 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8375 |
0.8318 |
0.8024 |
|
| R3 |
0.8211 |
0.8154 |
0.7979 |
|
| R2 |
0.8047 |
0.8047 |
0.7964 |
|
| R1 |
0.7990 |
0.7990 |
0.7949 |
0.8019 |
| PP |
0.7883 |
0.7883 |
0.7883 |
0.7897 |
| S1 |
0.7826 |
0.7826 |
0.7919 |
0.7855 |
| S2 |
0.7719 |
0.7719 |
0.7904 |
|
| S3 |
0.7555 |
0.7662 |
0.7889 |
|
| S4 |
0.7391 |
0.7498 |
0.7844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7939 |
0.7775 |
0.0164 |
2.1% |
0.0040 |
0.5% |
97% |
True |
False |
26 |
| 10 |
0.7939 |
0.7755 |
0.0185 |
2.3% |
0.0046 |
0.6% |
97% |
True |
False |
192 |
| 20 |
0.7939 |
0.7755 |
0.0185 |
2.3% |
0.0050 |
0.6% |
97% |
True |
False |
166 |
| 40 |
0.7960 |
0.7755 |
0.0206 |
2.6% |
0.0044 |
0.6% |
87% |
False |
False |
118 |
| 60 |
0.8003 |
0.7720 |
0.0283 |
3.6% |
0.0038 |
0.5% |
76% |
False |
False |
87 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.8% |
0.0034 |
0.4% |
77% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8073 |
|
2.618 |
0.8021 |
|
1.618 |
0.7990 |
|
1.000 |
0.7971 |
|
0.618 |
0.7958 |
|
HIGH |
0.7939 |
|
0.618 |
0.7927 |
|
0.500 |
0.7923 |
|
0.382 |
0.7920 |
|
LOW |
0.7908 |
|
0.618 |
0.7888 |
|
1.000 |
0.7876 |
|
1.618 |
0.7857 |
|
2.618 |
0.7825 |
|
4.250 |
0.7774 |
|
|
| Fisher Pivots for day following 18-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7930 |
0.7917 |
| PP |
0.7927 |
0.7900 |
| S1 |
0.7923 |
0.7883 |
|