CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7870 |
0.7838 |
-0.0032 |
-0.4% |
0.7802 |
| High |
0.7878 |
0.7869 |
-0.0010 |
-0.1% |
0.7923 |
| Low |
0.7832 |
0.7803 |
-0.0029 |
-0.4% |
0.7783 |
| Close |
0.7840 |
0.7854 |
0.0015 |
0.2% |
0.7905 |
| Range |
0.0047 |
0.0066 |
0.0020 |
41.9% |
0.0140 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.7% |
0.0000 |
| Volume |
50,688 |
74,890 |
24,202 |
47.7% |
217,633 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8040 |
0.8013 |
0.7890 |
|
| R3 |
0.7974 |
0.7947 |
0.7872 |
|
| R2 |
0.7908 |
0.7908 |
0.7866 |
|
| R1 |
0.7881 |
0.7881 |
0.7860 |
0.7894 |
| PP |
0.7842 |
0.7842 |
0.7842 |
0.7848 |
| S1 |
0.7815 |
0.7815 |
0.7848 |
0.7828 |
| S2 |
0.7776 |
0.7776 |
0.7842 |
|
| S3 |
0.7710 |
0.7749 |
0.7836 |
|
| S4 |
0.7644 |
0.7683 |
0.7818 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8290 |
0.8238 |
0.7982 |
|
| R3 |
0.8150 |
0.8098 |
0.7944 |
|
| R2 |
0.8010 |
0.8010 |
0.7931 |
|
| R1 |
0.7958 |
0.7958 |
0.7918 |
0.7984 |
| PP |
0.7870 |
0.7870 |
0.7870 |
0.7883 |
| S1 |
0.7818 |
0.7818 |
0.7892 |
0.7844 |
| S2 |
0.7730 |
0.7730 |
0.7879 |
|
| S3 |
0.7590 |
0.7678 |
0.7867 |
|
| S4 |
0.7450 |
0.7538 |
0.7828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7923 |
0.7803 |
0.0120 |
1.5% |
0.0069 |
0.9% |
43% |
False |
True |
62,356 |
| 10 |
0.7923 |
0.7780 |
0.0143 |
1.8% |
0.0053 |
0.7% |
52% |
False |
False |
50,059 |
| 20 |
0.7923 |
0.7713 |
0.0210 |
2.7% |
0.0052 |
0.7% |
67% |
False |
False |
61,861 |
| 40 |
0.8070 |
0.7713 |
0.0357 |
4.5% |
0.0053 |
0.7% |
39% |
False |
False |
34,333 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0048 |
0.6% |
33% |
False |
False |
22,940 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
33% |
False |
False |
17,233 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
33% |
False |
False |
13,798 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
33% |
False |
False |
11,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8149 |
|
2.618 |
0.8041 |
|
1.618 |
0.7975 |
|
1.000 |
0.7935 |
|
0.618 |
0.7909 |
|
HIGH |
0.7869 |
|
0.618 |
0.7843 |
|
0.500 |
0.7836 |
|
0.382 |
0.7828 |
|
LOW |
0.7803 |
|
0.618 |
0.7762 |
|
1.000 |
0.7737 |
|
1.618 |
0.7696 |
|
2.618 |
0.7630 |
|
4.250 |
0.7522 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7848 |
0.7852 |
| PP |
0.7842 |
0.7850 |
| S1 |
0.7836 |
0.7848 |
|