CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 22-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2022 |
22-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7931 |
0.7941 |
0.0010 |
0.1% |
0.7849 |
| High |
0.7958 |
0.7957 |
-0.0002 |
0.0% |
0.7944 |
| Low |
0.7923 |
0.7921 |
-0.0002 |
0.0% |
0.7770 |
| Close |
0.7940 |
0.7947 |
0.0007 |
0.1% |
0.7936 |
| Range |
0.0036 |
0.0036 |
0.0001 |
1.4% |
0.0174 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
62,527 |
63,344 |
817 |
1.3% |
342,939 |
|
| Daily Pivots for day following 22-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8049 |
0.8034 |
0.7966 |
|
| R3 |
0.8013 |
0.7998 |
0.7956 |
|
| R2 |
0.7977 |
0.7977 |
0.7953 |
|
| R1 |
0.7962 |
0.7962 |
0.7950 |
0.7970 |
| PP |
0.7941 |
0.7941 |
0.7941 |
0.7945 |
| S1 |
0.7926 |
0.7926 |
0.7943 |
0.7934 |
| S2 |
0.7905 |
0.7905 |
0.7940 |
|
| S3 |
0.7869 |
0.7890 |
0.7937 |
|
| S4 |
0.7833 |
0.7854 |
0.7927 |
|
|
| Weekly Pivots for week ending 18-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8405 |
0.8345 |
0.8032 |
|
| R3 |
0.8231 |
0.8171 |
0.7984 |
|
| R2 |
0.8057 |
0.8057 |
0.7968 |
|
| R1 |
0.7997 |
0.7997 |
0.7952 |
0.8027 |
| PP |
0.7883 |
0.7883 |
0.7883 |
0.7898 |
| S1 |
0.7823 |
0.7823 |
0.7920 |
0.7853 |
| S2 |
0.7709 |
0.7709 |
0.7904 |
|
| S3 |
0.7535 |
0.7649 |
0.7888 |
|
| S4 |
0.7361 |
0.7475 |
0.7840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7958 |
0.7826 |
0.0132 |
1.7% |
0.0045 |
0.6% |
91% |
False |
False |
69,520 |
| 10 |
0.7958 |
0.7757 |
0.0202 |
2.5% |
0.0053 |
0.7% |
94% |
False |
False |
69,565 |
| 20 |
0.7958 |
0.7752 |
0.0207 |
2.6% |
0.0063 |
0.8% |
94% |
False |
False |
37,873 |
| 40 |
0.7958 |
0.7752 |
0.0207 |
2.6% |
0.0054 |
0.7% |
94% |
False |
False |
19,202 |
| 60 |
0.8025 |
0.7752 |
0.0273 |
3.4% |
0.0051 |
0.6% |
71% |
False |
False |
12,873 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0049 |
0.6% |
75% |
False |
False |
9,745 |
| 100 |
0.8096 |
0.7719 |
0.0377 |
4.7% |
0.0045 |
0.6% |
60% |
False |
False |
7,809 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0042 |
0.5% |
58% |
False |
False |
6,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8110 |
|
2.618 |
0.8051 |
|
1.618 |
0.8015 |
|
1.000 |
0.7993 |
|
0.618 |
0.7979 |
|
HIGH |
0.7957 |
|
0.618 |
0.7943 |
|
0.500 |
0.7939 |
|
0.382 |
0.7934 |
|
LOW |
0.7921 |
|
0.618 |
0.7898 |
|
1.000 |
0.7885 |
|
1.618 |
0.7862 |
|
2.618 |
0.7826 |
|
4.250 |
0.7768 |
|
|
| Fisher Pivots for day following 22-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7944 |
0.7942 |
| PP |
0.7941 |
0.7937 |
| S1 |
0.7939 |
0.7933 |
|