CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 23-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2022 |
23-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7950 |
0.7937 |
-0.0013 |
-0.2% |
0.7820 |
| High |
0.7954 |
0.7970 |
0.0017 |
0.2% |
0.7939 |
| Low |
0.7925 |
0.7936 |
0.0011 |
0.1% |
0.7775 |
| Close |
0.7946 |
0.7958 |
0.0012 |
0.1% |
0.7934 |
| Range |
0.0029 |
0.0034 |
0.0006 |
19.3% |
0.0164 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
8 |
25 |
17 |
212.5% |
130 |
|
| Daily Pivots for day following 23-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8057 |
0.8041 |
0.7976 |
|
| R3 |
0.8023 |
0.8007 |
0.7967 |
|
| R2 |
0.7989 |
0.7989 |
0.7964 |
|
| R1 |
0.7973 |
0.7973 |
0.7961 |
0.7981 |
| PP |
0.7955 |
0.7955 |
0.7955 |
0.7958 |
| S1 |
0.7939 |
0.7939 |
0.7954 |
0.7947 |
| S2 |
0.7921 |
0.7921 |
0.7951 |
|
| S3 |
0.7887 |
0.7905 |
0.7948 |
|
| S4 |
0.7853 |
0.7871 |
0.7939 |
|
|
| 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 |
0.7970 |
0.7883 |
0.0088 |
1.1% |
0.0030 |
0.4% |
86% |
True |
False |
27 |
| 10 |
0.7970 |
0.7775 |
0.0195 |
2.5% |
0.0039 |
0.5% |
94% |
True |
False |
64 |
| 20 |
0.7970 |
0.7755 |
0.0216 |
2.7% |
0.0048 |
0.6% |
94% |
True |
False |
156 |
| 40 |
0.7970 |
0.7755 |
0.0216 |
2.7% |
0.0043 |
0.5% |
94% |
True |
False |
116 |
| 60 |
0.8003 |
0.7755 |
0.0249 |
3.1% |
0.0038 |
0.5% |
82% |
False |
False |
87 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.8% |
0.0034 |
0.4% |
85% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8115 |
|
2.618 |
0.8059 |
|
1.618 |
0.8025 |
|
1.000 |
0.8004 |
|
0.618 |
0.7991 |
|
HIGH |
0.7970 |
|
0.618 |
0.7957 |
|
0.500 |
0.7953 |
|
0.382 |
0.7949 |
|
LOW |
0.7936 |
|
0.618 |
0.7915 |
|
1.000 |
0.7902 |
|
1.618 |
0.7881 |
|
2.618 |
0.7847 |
|
4.250 |
0.7792 |
|
|
| Fisher Pivots for day following 23-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7956 |
0.7954 |
| PP |
0.7955 |
0.7951 |
| S1 |
0.7953 |
0.7948 |
|