CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 25-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2022 |
25-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7960 |
0.7985 |
0.0025 |
0.3% |
0.7936 |
High |
0.7968 |
0.8020 |
0.0052 |
0.7% |
0.8020 |
Low |
0.7952 |
0.7964 |
0.0013 |
0.2% |
0.7925 |
Close |
0.7968 |
0.8012 |
0.0045 |
0.6% |
0.8012 |
Range |
0.0016 |
0.0056 |
0.0040 |
246.9% |
0.0095 |
ATR |
0.0044 |
0.0045 |
0.0001 |
1.8% |
0.0000 |
Volume |
2 |
58 |
56 |
2,800.0% |
149 |
|
Daily Pivots for day following 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8165 |
0.8144 |
0.8043 |
|
R3 |
0.8110 |
0.8089 |
0.8027 |
|
R2 |
0.8054 |
0.8054 |
0.8022 |
|
R1 |
0.8033 |
0.8033 |
0.8017 |
0.8044 |
PP |
0.7999 |
0.7999 |
0.7999 |
0.8004 |
S1 |
0.7978 |
0.7978 |
0.8007 |
0.7988 |
S2 |
0.7943 |
0.7943 |
0.8002 |
|
S3 |
0.7888 |
0.7922 |
0.7997 |
|
S4 |
0.7832 |
0.7867 |
0.7981 |
|
|
Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8269 |
0.8235 |
0.8064 |
|
R3 |
0.8175 |
0.8141 |
0.8038 |
|
R2 |
0.8080 |
0.8080 |
0.8029 |
|
R1 |
0.8046 |
0.8046 |
0.8021 |
0.8063 |
PP |
0.7986 |
0.7986 |
0.7986 |
0.7994 |
S1 |
0.7952 |
0.7952 |
0.8003 |
0.7969 |
S2 |
0.7891 |
0.7891 |
0.7995 |
|
S3 |
0.7797 |
0.7857 |
0.7986 |
|
S4 |
0.7702 |
0.7763 |
0.7960 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8020 |
0.7925 |
0.0095 |
1.2% |
0.0032 |
0.4% |
92% |
True |
False |
29 |
10 |
0.8020 |
0.7775 |
0.0245 |
3.1% |
0.0036 |
0.5% |
97% |
True |
False |
27 |
20 |
0.8020 |
0.7755 |
0.0265 |
3.3% |
0.0044 |
0.6% |
97% |
True |
False |
135 |
40 |
0.8020 |
0.7755 |
0.0265 |
3.3% |
0.0041 |
0.5% |
97% |
True |
False |
116 |
60 |
0.8020 |
0.7755 |
0.0265 |
3.3% |
0.0039 |
0.5% |
97% |
True |
False |
88 |
80 |
0.8020 |
0.7699 |
0.0321 |
4.0% |
0.0034 |
0.4% |
98% |
True |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8255 |
2.618 |
0.8165 |
1.618 |
0.8109 |
1.000 |
0.8075 |
0.618 |
0.8054 |
HIGH |
0.8020 |
0.618 |
0.7998 |
0.500 |
0.7992 |
0.382 |
0.7985 |
LOW |
0.7964 |
0.618 |
0.7930 |
1.000 |
0.7909 |
1.618 |
0.7874 |
2.618 |
0.7819 |
4.250 |
0.7728 |
|
|
Fisher Pivots for day following 25-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8005 |
0.8001 |
PP |
0.7999 |
0.7989 |
S1 |
0.7992 |
0.7978 |
|