CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 28-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2022 |
28-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7985 |
0.8004 |
0.0019 |
0.2% |
0.7936 |
High |
0.8020 |
0.8007 |
-0.0013 |
-0.2% |
0.8020 |
Low |
0.7964 |
0.7949 |
-0.0015 |
-0.2% |
0.7925 |
Close |
0.8012 |
0.7982 |
-0.0030 |
-0.4% |
0.8012 |
Range |
0.0056 |
0.0058 |
0.0003 |
4.5% |
0.0095 |
ATR |
0.0045 |
0.0046 |
0.0001 |
2.8% |
0.0000 |
Volume |
58 |
19 |
-39 |
-67.2% |
149 |
|
Daily Pivots for day following 28-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8153 |
0.8126 |
0.8014 |
|
R3 |
0.8095 |
0.8068 |
0.7998 |
|
R2 |
0.8037 |
0.8037 |
0.7993 |
|
R1 |
0.8010 |
0.8010 |
0.7987 |
0.7995 |
PP |
0.7979 |
0.7979 |
0.7979 |
0.7972 |
S1 |
0.7952 |
0.7952 |
0.7977 |
0.7937 |
S2 |
0.7921 |
0.7921 |
0.7971 |
|
S3 |
0.7863 |
0.7894 |
0.7966 |
|
S4 |
0.7805 |
0.7836 |
0.7950 |
|
|
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% |
0.0038 |
0.5% |
60% |
False |
False |
22 |
10 |
0.8020 |
0.7775 |
0.0245 |
3.1% |
0.0038 |
0.5% |
85% |
False |
False |
29 |
20 |
0.8020 |
0.7755 |
0.0265 |
3.3% |
0.0044 |
0.6% |
86% |
False |
False |
129 |
40 |
0.8020 |
0.7755 |
0.0265 |
3.3% |
0.0041 |
0.5% |
86% |
False |
False |
113 |
60 |
0.8020 |
0.7755 |
0.0265 |
3.3% |
0.0039 |
0.5% |
86% |
False |
False |
88 |
80 |
0.8020 |
0.7699 |
0.0321 |
4.0% |
0.0034 |
0.4% |
88% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8254 |
2.618 |
0.8159 |
1.618 |
0.8101 |
1.000 |
0.8065 |
0.618 |
0.8043 |
HIGH |
0.8007 |
0.618 |
0.7985 |
0.500 |
0.7978 |
0.382 |
0.7971 |
LOW |
0.7949 |
0.618 |
0.7913 |
1.000 |
0.7891 |
1.618 |
0.7855 |
2.618 |
0.7797 |
4.250 |
0.7703 |
|
|
Fisher Pivots for day following 28-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7981 |
0.7984 |
PP |
0.7979 |
0.7984 |
S1 |
0.7978 |
0.7983 |
|