CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 15-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2022 |
15-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7849 |
0.7801 |
-0.0048 |
-0.6% |
0.7855 |
| High |
0.7858 |
0.7837 |
-0.0021 |
-0.3% |
0.7884 |
| Low |
0.7797 |
0.7770 |
-0.0027 |
-0.3% |
0.7752 |
| Close |
0.7798 |
0.7825 |
0.0027 |
0.3% |
0.7860 |
| Range |
0.0061 |
0.0068 |
0.0007 |
10.7% |
0.0133 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
0.9% |
0.0000 |
| Volume |
63,829 |
57,381 |
-6,448 |
-10.1% |
261,912 |
|
| Daily Pivots for day following 15-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8013 |
0.7986 |
0.7862 |
|
| R3 |
0.7945 |
0.7919 |
0.7843 |
|
| R2 |
0.7878 |
0.7878 |
0.7837 |
|
| R1 |
0.7851 |
0.7851 |
0.7831 |
0.7865 |
| PP |
0.7810 |
0.7810 |
0.7810 |
0.7817 |
| S1 |
0.7784 |
0.7784 |
0.7818 |
0.7797 |
| S2 |
0.7743 |
0.7743 |
0.7812 |
|
| S3 |
0.7675 |
0.7716 |
0.7806 |
|
| S4 |
0.7608 |
0.7649 |
0.7787 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8229 |
0.8177 |
0.7933 |
|
| R3 |
0.8097 |
0.8045 |
0.7896 |
|
| R2 |
0.7964 |
0.7964 |
0.7884 |
|
| R1 |
0.7912 |
0.7912 |
0.7872 |
0.7938 |
| PP |
0.7832 |
0.7832 |
0.7832 |
0.7845 |
| S1 |
0.7780 |
0.7780 |
0.7848 |
0.7806 |
| S2 |
0.7699 |
0.7699 |
0.7836 |
|
| S3 |
0.7567 |
0.7647 |
0.7824 |
|
| S4 |
0.7434 |
0.7515 |
0.7787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7879 |
0.7757 |
0.0123 |
1.6% |
0.0060 |
0.8% |
56% |
False |
False |
69,610 |
| 10 |
0.7944 |
0.7752 |
0.0192 |
2.5% |
0.0066 |
0.8% |
38% |
False |
False |
39,724 |
| 20 |
0.7944 |
0.7752 |
0.0192 |
2.5% |
0.0061 |
0.8% |
38% |
False |
False |
20,733 |
| 40 |
0.8025 |
0.7752 |
0.0273 |
3.5% |
0.0055 |
0.7% |
27% |
False |
False |
10,560 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0050 |
0.6% |
35% |
False |
False |
7,089 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0049 |
0.6% |
35% |
False |
False |
5,405 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0044 |
0.6% |
27% |
False |
False |
4,335 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0042 |
0.5% |
27% |
False |
False |
3,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8124 |
|
2.618 |
0.8014 |
|
1.618 |
0.7946 |
|
1.000 |
0.7905 |
|
0.618 |
0.7879 |
|
HIGH |
0.7837 |
|
0.618 |
0.7811 |
|
0.500 |
0.7803 |
|
0.382 |
0.7795 |
|
LOW |
0.7770 |
|
0.618 |
0.7728 |
|
1.000 |
0.7702 |
|
1.618 |
0.7660 |
|
2.618 |
0.7593 |
|
4.250 |
0.7483 |
|
|
| Fisher Pivots for day following 15-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7817 |
0.7824 |
| PP |
0.7810 |
0.7824 |
| S1 |
0.7803 |
0.7824 |
|