CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 21-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2022 |
21-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7919 |
0.7936 |
0.0017 |
0.2% |
0.7820 |
| High |
0.7939 |
0.7956 |
0.0017 |
0.2% |
0.7939 |
| Low |
0.7908 |
0.7928 |
0.0021 |
0.3% |
0.7775 |
| Close |
0.7934 |
0.7939 |
0.0005 |
0.1% |
0.7934 |
| Range |
0.0032 |
0.0028 |
-0.0004 |
-11.1% |
0.0164 |
| ATR |
0.0050 |
0.0049 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
22 |
56 |
34 |
154.5% |
130 |
|
| Daily Pivots for day following 21-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8025 |
0.8010 |
0.7954 |
|
| R3 |
0.7997 |
0.7982 |
0.7946 |
|
| R2 |
0.7969 |
0.7969 |
0.7944 |
|
| R1 |
0.7954 |
0.7954 |
0.7941 |
0.7961 |
| PP |
0.7941 |
0.7941 |
0.7941 |
0.7945 |
| S1 |
0.7926 |
0.7926 |
0.7936 |
0.7933 |
| S2 |
0.7913 |
0.7913 |
0.7933 |
|
| S3 |
0.7885 |
0.7898 |
0.7931 |
|
| S4 |
0.7857 |
0.7870 |
0.7923 |
|
|
| 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 |
0.7956 |
0.7775 |
0.0181 |
2.3% |
0.0038 |
0.5% |
90% |
True |
False |
36 |
| 10 |
0.7956 |
0.7755 |
0.0202 |
2.5% |
0.0042 |
0.5% |
91% |
True |
False |
135 |
| 20 |
0.7956 |
0.7755 |
0.0202 |
2.5% |
0.0048 |
0.6% |
91% |
True |
False |
166 |
| 40 |
0.7956 |
0.7755 |
0.0202 |
2.5% |
0.0044 |
0.5% |
91% |
True |
False |
119 |
| 60 |
0.8003 |
0.7755 |
0.0249 |
3.1% |
0.0038 |
0.5% |
74% |
False |
False |
87 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.8% |
0.0035 |
0.4% |
79% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8075 |
|
2.618 |
0.8029 |
|
1.618 |
0.8001 |
|
1.000 |
0.7984 |
|
0.618 |
0.7973 |
|
HIGH |
0.7956 |
|
0.618 |
0.7945 |
|
0.500 |
0.7942 |
|
0.382 |
0.7939 |
|
LOW |
0.7928 |
|
0.618 |
0.7911 |
|
1.000 |
0.7900 |
|
1.618 |
0.7883 |
|
2.618 |
0.7855 |
|
4.250 |
0.7809 |
|
|
| Fisher Pivots for day following 21-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7942 |
0.7932 |
| PP |
0.7941 |
0.7926 |
| S1 |
0.7940 |
0.7919 |
|