CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 10-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7905 |
0.7868 |
-0.0037 |
-0.5% |
0.7790 |
High |
0.7906 |
0.7888 |
-0.0018 |
-0.2% |
0.7935 |
Low |
0.7861 |
0.7851 |
-0.0010 |
-0.1% |
0.7788 |
Close |
0.7864 |
0.7858 |
-0.0006 |
-0.1% |
0.7858 |
Range |
0.0046 |
0.0037 |
-0.0009 |
-18.7% |
0.0147 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
90,367 |
82,017 |
-8,350 |
-9.2% |
285,321 |
|
Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7977 |
0.7954 |
0.7878 |
|
R3 |
0.7940 |
0.7917 |
0.7868 |
|
R2 |
0.7903 |
0.7903 |
0.7864 |
|
R1 |
0.7880 |
0.7880 |
0.7861 |
0.7873 |
PP |
0.7866 |
0.7866 |
0.7866 |
0.7862 |
S1 |
0.7843 |
0.7843 |
0.7854 |
0.7836 |
S2 |
0.7829 |
0.7829 |
0.7851 |
|
S3 |
0.7792 |
0.7806 |
0.7847 |
|
S4 |
0.7755 |
0.7769 |
0.7837 |
|
|
Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8300 |
0.8225 |
0.7938 |
|
R3 |
0.8153 |
0.8079 |
0.7898 |
|
R2 |
0.8007 |
0.8007 |
0.7884 |
|
R1 |
0.7932 |
0.7932 |
0.7871 |
0.7969 |
PP |
0.7860 |
0.7860 |
0.7860 |
0.7879 |
S1 |
0.7786 |
0.7786 |
0.7844 |
0.7823 |
S2 |
0.7714 |
0.7714 |
0.7831 |
|
S3 |
0.7567 |
0.7639 |
0.7817 |
|
S4 |
0.7421 |
0.7493 |
0.7777 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7935 |
0.7788 |
0.0147 |
1.9% |
0.0051 |
0.7% |
47% |
False |
False |
57,064 |
10 |
0.7935 |
0.7781 |
0.0154 |
2.0% |
0.0054 |
0.7% |
50% |
False |
False |
30,180 |
20 |
0.8000 |
0.7781 |
0.0219 |
2.8% |
0.0050 |
0.6% |
35% |
False |
False |
15,378 |
40 |
0.8137 |
0.7781 |
0.0356 |
4.5% |
0.0046 |
0.6% |
21% |
False |
False |
7,784 |
60 |
0.8137 |
0.7755 |
0.0383 |
4.9% |
0.0049 |
0.6% |
27% |
False |
False |
5,229 |
80 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0051 |
0.6% |
32% |
False |
False |
3,937 |
100 |
0.8137 |
0.7724 |
0.0413 |
5.3% |
0.0047 |
0.6% |
32% |
False |
False |
3,152 |
120 |
0.8159 |
0.7724 |
0.0435 |
5.5% |
0.0049 |
0.6% |
31% |
False |
False |
2,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8045 |
2.618 |
0.7985 |
1.618 |
0.7948 |
1.000 |
0.7925 |
0.618 |
0.7911 |
HIGH |
0.7888 |
0.618 |
0.7874 |
0.500 |
0.7870 |
0.382 |
0.7865 |
LOW |
0.7851 |
0.618 |
0.7828 |
1.000 |
0.7814 |
1.618 |
0.7791 |
2.618 |
0.7754 |
4.250 |
0.7694 |
|
|
Fisher Pivots for day following 10-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7870 |
0.7893 |
PP |
0.7866 |
0.7881 |
S1 |
0.7862 |
0.7869 |
|