CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 30-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2022 |
30-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7990 |
0.7991 |
0.0001 |
0.0% |
0.7936 |
High |
0.8005 |
0.8039 |
0.0034 |
0.4% |
0.8020 |
Low |
0.7987 |
0.7991 |
0.0004 |
0.1% |
0.7925 |
Close |
0.7998 |
0.8009 |
0.0011 |
0.1% |
0.8012 |
Range |
0.0018 |
0.0048 |
0.0030 |
163.9% |
0.0095 |
ATR |
0.0045 |
0.0045 |
0.0000 |
0.4% |
0.0000 |
Volume |
35 |
20 |
-15 |
-42.9% |
149 |
|
Daily Pivots for day following 30-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8155 |
0.8129 |
0.8035 |
|
R3 |
0.8108 |
0.8082 |
0.8022 |
|
R2 |
0.8060 |
0.8060 |
0.8017 |
|
R1 |
0.8034 |
0.8034 |
0.8013 |
0.8047 |
PP |
0.8013 |
0.8013 |
0.8013 |
0.8019 |
S1 |
0.7987 |
0.7987 |
0.8004 |
0.8000 |
S2 |
0.7965 |
0.7965 |
0.8000 |
|
S3 |
0.7918 |
0.7939 |
0.7995 |
|
S4 |
0.7870 |
0.7892 |
0.7982 |
|
|
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 |
0.8039 |
0.7949 |
0.0090 |
1.1% |
0.0039 |
0.5% |
66% |
True |
False |
26 |
10 |
0.8039 |
0.7883 |
0.0156 |
1.9% |
0.0034 |
0.4% |
81% |
True |
False |
27 |
20 |
0.8039 |
0.7755 |
0.0284 |
3.5% |
0.0043 |
0.5% |
89% |
True |
False |
123 |
40 |
0.8039 |
0.7755 |
0.0284 |
3.5% |
0.0041 |
0.5% |
89% |
True |
False |
110 |
60 |
0.8039 |
0.7755 |
0.0284 |
3.5% |
0.0039 |
0.5% |
89% |
True |
False |
89 |
80 |
0.8039 |
0.7699 |
0.0340 |
4.2% |
0.0035 |
0.4% |
91% |
True |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8240 |
2.618 |
0.8163 |
1.618 |
0.8115 |
1.000 |
0.8086 |
0.618 |
0.8068 |
HIGH |
0.8039 |
0.618 |
0.8020 |
0.500 |
0.8015 |
0.382 |
0.8009 |
LOW |
0.7991 |
0.618 |
0.7962 |
1.000 |
0.7944 |
1.618 |
0.7914 |
2.618 |
0.7867 |
4.250 |
0.7789 |
|
|
Fisher Pivots for day following 30-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8015 |
0.8004 |
PP |
0.8013 |
0.7999 |
S1 |
0.8011 |
0.7994 |
|