CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8004 |
0.7990 |
-0.0014 |
-0.2% |
0.7936 |
| High |
0.8007 |
0.8005 |
-0.0002 |
0.0% |
0.8020 |
| Low |
0.7949 |
0.7987 |
0.0038 |
0.5% |
0.7925 |
| Close |
0.7982 |
0.7998 |
0.0016 |
0.2% |
0.8012 |
| Range |
0.0058 |
0.0018 |
-0.0040 |
-69.0% |
0.0095 |
| ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
19 |
35 |
16 |
84.2% |
149 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8051 |
0.8042 |
0.8008 |
|
| R3 |
0.8033 |
0.8024 |
0.8003 |
|
| R2 |
0.8015 |
0.8015 |
0.8001 |
|
| R1 |
0.8006 |
0.8006 |
0.8000 |
0.8011 |
| PP |
0.7997 |
0.7997 |
0.7997 |
0.7999 |
| S1 |
0.7988 |
0.7988 |
0.7996 |
0.7993 |
| S2 |
0.7979 |
0.7979 |
0.7995 |
|
| S3 |
0.7961 |
0.7970 |
0.7993 |
|
| S4 |
0.7943 |
0.7952 |
0.7988 |
|
|
| 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 |
0.7936 |
0.0084 |
1.0% |
0.0036 |
0.5% |
74% |
False |
False |
27 |
| 10 |
0.8020 |
0.7827 |
0.0193 |
2.4% |
0.0035 |
0.4% |
89% |
False |
False |
27 |
| 20 |
0.8020 |
0.7755 |
0.0265 |
3.3% |
0.0043 |
0.5% |
92% |
False |
False |
125 |
| 40 |
0.8020 |
0.7755 |
0.0265 |
3.3% |
0.0041 |
0.5% |
92% |
False |
False |
111 |
| 60 |
0.8020 |
0.7755 |
0.0265 |
3.3% |
0.0039 |
0.5% |
92% |
False |
False |
89 |
| 80 |
0.8020 |
0.7699 |
0.0321 |
4.0% |
0.0035 |
0.4% |
93% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8082 |
|
2.618 |
0.8052 |
|
1.618 |
0.8034 |
|
1.000 |
0.8023 |
|
0.618 |
0.8016 |
|
HIGH |
0.8005 |
|
0.618 |
0.7998 |
|
0.500 |
0.7996 |
|
0.382 |
0.7994 |
|
LOW |
0.7987 |
|
0.618 |
0.7976 |
|
1.000 |
0.7969 |
|
1.618 |
0.7958 |
|
2.618 |
0.7940 |
|
4.250 |
0.7911 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7997 |
0.7993 |
| PP |
0.7997 |
0.7989 |
| S1 |
0.7996 |
0.7984 |
|