CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 24-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2022 |
24-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7937 |
0.7960 |
0.0023 |
0.3% |
0.7820 |
| High |
0.7970 |
0.7968 |
-0.0003 |
0.0% |
0.7939 |
| Low |
0.7936 |
0.7952 |
0.0016 |
0.2% |
0.7775 |
| Close |
0.7958 |
0.7968 |
0.0010 |
0.1% |
0.7934 |
| Range |
0.0034 |
0.0016 |
-0.0018 |
-52.9% |
0.0164 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.7% |
0.0000 |
| Volume |
25 |
2 |
-23 |
-92.0% |
130 |
|
| Daily Pivots for day following 24-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8010 |
0.8005 |
0.7976 |
|
| R3 |
0.7994 |
0.7989 |
0.7972 |
|
| R2 |
0.7978 |
0.7978 |
0.7970 |
|
| R1 |
0.7973 |
0.7973 |
0.7969 |
0.7976 |
| PP |
0.7962 |
0.7962 |
0.7962 |
0.7964 |
| S1 |
0.7957 |
0.7957 |
0.7966 |
0.7960 |
| S2 |
0.7946 |
0.7946 |
0.7965 |
|
| S3 |
0.7930 |
0.7941 |
0.7963 |
|
| S4 |
0.7914 |
0.7925 |
0.7959 |
|
|
| 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 |
0.7908 |
0.0063 |
0.8% |
0.0028 |
0.3% |
96% |
False |
False |
22 |
| 10 |
0.7970 |
0.7775 |
0.0195 |
2.4% |
0.0035 |
0.4% |
99% |
False |
False |
42 |
| 20 |
0.7970 |
0.7755 |
0.0216 |
2.7% |
0.0045 |
0.6% |
99% |
False |
False |
135 |
| 40 |
0.7970 |
0.7755 |
0.0216 |
2.7% |
0.0041 |
0.5% |
99% |
False |
False |
116 |
| 60 |
0.8003 |
0.7755 |
0.0249 |
3.1% |
0.0038 |
0.5% |
86% |
False |
False |
87 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.8% |
0.0034 |
0.4% |
88% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8036 |
|
2.618 |
0.8009 |
|
1.618 |
0.7993 |
|
1.000 |
0.7984 |
|
0.618 |
0.7977 |
|
HIGH |
0.7968 |
|
0.618 |
0.7961 |
|
0.500 |
0.7960 |
|
0.382 |
0.7958 |
|
LOW |
0.7952 |
|
0.618 |
0.7942 |
|
1.000 |
0.7936 |
|
1.618 |
0.7926 |
|
2.618 |
0.7910 |
|
4.250 |
0.7884 |
|
|
| Fisher Pivots for day following 24-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7965 |
0.7961 |
| PP |
0.7962 |
0.7954 |
| S1 |
0.7960 |
0.7948 |
|