CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 31-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2022 |
31-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7991 |
0.7979 |
-0.0013 |
-0.2% |
0.7936 |
High |
0.8039 |
0.8008 |
-0.0031 |
-0.4% |
0.8020 |
Low |
0.7991 |
0.7979 |
-0.0013 |
-0.2% |
0.7925 |
Close |
0.8009 |
0.8006 |
-0.0003 |
0.0% |
0.8012 |
Range |
0.0048 |
0.0029 |
-0.0019 |
-38.9% |
0.0095 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
20 |
51 |
31 |
155.0% |
149 |
|
Daily Pivots for day following 31-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8084 |
0.8074 |
0.8021 |
|
R3 |
0.8055 |
0.8045 |
0.8013 |
|
R2 |
0.8026 |
0.8026 |
0.8011 |
|
R1 |
0.8016 |
0.8016 |
0.8008 |
0.8021 |
PP |
0.7997 |
0.7997 |
0.7997 |
0.8000 |
S1 |
0.7987 |
0.7987 |
0.8003 |
0.7992 |
S2 |
0.7968 |
0.7968 |
0.8000 |
|
S3 |
0.7939 |
0.7958 |
0.7998 |
|
S4 |
0.7910 |
0.7929 |
0.7990 |
|
|
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% |
0.0042 |
0.5% |
63% |
False |
False |
36 |
10 |
0.8039 |
0.7908 |
0.0131 |
1.6% |
0.0035 |
0.4% |
75% |
False |
False |
29 |
20 |
0.8039 |
0.7755 |
0.0284 |
3.5% |
0.0042 |
0.5% |
88% |
False |
False |
118 |
40 |
0.8039 |
0.7755 |
0.0284 |
3.5% |
0.0041 |
0.5% |
88% |
False |
False |
109 |
60 |
0.8039 |
0.7755 |
0.0284 |
3.5% |
0.0039 |
0.5% |
88% |
False |
False |
88 |
80 |
0.8039 |
0.7699 |
0.0340 |
4.2% |
0.0035 |
0.4% |
90% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8131 |
2.618 |
0.8083 |
1.618 |
0.8054 |
1.000 |
0.8037 |
0.618 |
0.8025 |
HIGH |
0.8008 |
0.618 |
0.7996 |
0.500 |
0.7993 |
0.382 |
0.7990 |
LOW |
0.7979 |
0.618 |
0.7961 |
1.000 |
0.7950 |
1.618 |
0.7932 |
2.618 |
0.7903 |
4.250 |
0.7855 |
|
|
Fisher Pivots for day following 31-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8001 |
0.8009 |
PP |
0.7997 |
0.8008 |
S1 |
0.7993 |
0.8007 |
|