CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7936 |
0.7950 |
0.0014 |
0.2% |
0.7820 |
| High |
0.7956 |
0.7954 |
-0.0003 |
0.0% |
0.7939 |
| Low |
0.7928 |
0.7925 |
-0.0003 |
0.0% |
0.7775 |
| Close |
0.7939 |
0.7946 |
0.0008 |
0.1% |
0.7934 |
| Range |
0.0028 |
0.0029 |
0.0001 |
1.8% |
0.0164 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
56 |
8 |
-48 |
-85.7% |
130 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8027 |
0.8015 |
0.7962 |
|
| R3 |
0.7999 |
0.7987 |
0.7954 |
|
| R2 |
0.7970 |
0.7970 |
0.7951 |
|
| R1 |
0.7958 |
0.7958 |
0.7949 |
0.7950 |
| PP |
0.7942 |
0.7942 |
0.7942 |
0.7937 |
| S1 |
0.7930 |
0.7930 |
0.7943 |
0.7921 |
| S2 |
0.7913 |
0.7913 |
0.7941 |
|
| S3 |
0.7885 |
0.7901 |
0.7938 |
|
| S4 |
0.7856 |
0.7873 |
0.7930 |
|
|
| 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 |
0.7827 |
0.0129 |
1.6% |
0.0033 |
0.4% |
92% |
False |
False |
26 |
| 10 |
0.7956 |
0.7765 |
0.0192 |
2.4% |
0.0040 |
0.5% |
95% |
False |
False |
99 |
| 20 |
0.7956 |
0.7755 |
0.0202 |
2.5% |
0.0048 |
0.6% |
95% |
False |
False |
162 |
| 40 |
0.7956 |
0.7755 |
0.0202 |
2.5% |
0.0043 |
0.5% |
95% |
False |
False |
117 |
| 60 |
0.8003 |
0.7755 |
0.0249 |
3.1% |
0.0038 |
0.5% |
77% |
False |
False |
87 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.8% |
0.0034 |
0.4% |
81% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8075 |
|
2.618 |
0.8028 |
|
1.618 |
0.8000 |
|
1.000 |
0.7982 |
|
0.618 |
0.7971 |
|
HIGH |
0.7954 |
|
0.618 |
0.7943 |
|
0.500 |
0.7939 |
|
0.382 |
0.7936 |
|
LOW |
0.7925 |
|
0.618 |
0.7907 |
|
1.000 |
0.7897 |
|
1.618 |
0.7879 |
|
2.618 |
0.7850 |
|
4.250 |
0.7804 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7944 |
0.7941 |
| PP |
0.7942 |
0.7937 |
| S1 |
0.7939 |
0.7932 |
|