CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 29-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2022 |
29-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8011 |
0.7986 |
-0.0025 |
-0.3% |
0.7931 |
| High |
0.8015 |
0.8017 |
0.0002 |
0.0% |
0.8021 |
| Low |
0.7940 |
0.7979 |
0.0039 |
0.5% |
0.7921 |
| Close |
0.7985 |
0.8002 |
0.0017 |
0.2% |
0.8017 |
| Range |
0.0076 |
0.0039 |
-0.0037 |
-49.0% |
0.0101 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
86,863 |
88,561 |
1,698 |
2.0% |
340,096 |
|
| Daily Pivots for day following 29-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8115 |
0.8097 |
0.8023 |
|
| R3 |
0.8076 |
0.8058 |
0.8012 |
|
| R2 |
0.8038 |
0.8038 |
0.8009 |
|
| R1 |
0.8020 |
0.8020 |
0.8005 |
0.8029 |
| PP |
0.7999 |
0.7999 |
0.7999 |
0.8004 |
| S1 |
0.7981 |
0.7981 |
0.7998 |
0.7990 |
| S2 |
0.7961 |
0.7961 |
0.7994 |
|
| S3 |
0.7922 |
0.7943 |
0.7991 |
|
| S4 |
0.7884 |
0.7904 |
0.7980 |
|
|
| Weekly Pivots for week ending 25-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8288 |
0.8253 |
0.8072 |
|
| R3 |
0.8187 |
0.8152 |
0.8044 |
|
| R2 |
0.8087 |
0.8087 |
0.8035 |
|
| R1 |
0.8052 |
0.8052 |
0.8026 |
0.8069 |
| PP |
0.7986 |
0.7986 |
0.7986 |
0.7995 |
| S1 |
0.7951 |
0.7951 |
0.8007 |
0.7969 |
| S2 |
0.7886 |
0.7886 |
0.7998 |
|
| S3 |
0.7785 |
0.7851 |
0.7989 |
|
| S4 |
0.7685 |
0.7750 |
0.7961 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8021 |
0.7932 |
0.0089 |
1.1% |
0.0052 |
0.6% |
78% |
False |
False |
77,929 |
| 10 |
0.8021 |
0.7826 |
0.0195 |
2.4% |
0.0048 |
0.6% |
90% |
False |
False |
73,724 |
| 20 |
0.8021 |
0.7752 |
0.0270 |
3.4% |
0.0057 |
0.7% |
93% |
False |
False |
56,724 |
| 40 |
0.8021 |
0.7752 |
0.0270 |
3.4% |
0.0053 |
0.7% |
93% |
False |
False |
28,891 |
| 60 |
0.8025 |
0.7752 |
0.0273 |
3.4% |
0.0052 |
0.7% |
92% |
False |
False |
19,360 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.8% |
0.0050 |
0.6% |
92% |
False |
False |
14,598 |
| 100 |
0.8055 |
0.7719 |
0.0337 |
4.2% |
0.0047 |
0.6% |
84% |
False |
False |
11,704 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0043 |
0.5% |
72% |
False |
False |
9,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8181 |
|
2.618 |
0.8118 |
|
1.618 |
0.8079 |
|
1.000 |
0.8056 |
|
0.618 |
0.8041 |
|
HIGH |
0.8017 |
|
0.618 |
0.8002 |
|
0.500 |
0.7998 |
|
0.382 |
0.7993 |
|
LOW |
0.7979 |
|
0.618 |
0.7955 |
|
1.000 |
0.7940 |
|
1.618 |
0.7916 |
|
2.618 |
0.7878 |
|
4.250 |
0.7815 |
|
|
| Fisher Pivots for day following 29-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8000 |
0.7994 |
| PP |
0.7999 |
0.7987 |
| S1 |
0.7998 |
0.7980 |
|