CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7890 |
0.7888 |
-0.0002 |
0.0% |
0.7830 |
| High |
0.7900 |
0.7897 |
-0.0004 |
0.0% |
0.7905 |
| Low |
0.7864 |
0.7819 |
-0.0045 |
-0.6% |
0.7819 |
| Close |
0.7887 |
0.7840 |
-0.0047 |
-0.6% |
0.7840 |
| Range |
0.0037 |
0.0078 |
0.0041 |
112.3% |
0.0086 |
| ATR |
0.0055 |
0.0056 |
0.0002 |
2.9% |
0.0000 |
| Volume |
58,003 |
76,158 |
18,155 |
31.3% |
325,614 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8084 |
0.8040 |
0.7883 |
|
| R3 |
0.8007 |
0.7962 |
0.7861 |
|
| R2 |
0.7929 |
0.7929 |
0.7854 |
|
| R1 |
0.7885 |
0.7885 |
0.7847 |
0.7868 |
| PP |
0.7852 |
0.7852 |
0.7852 |
0.7844 |
| S1 |
0.7807 |
0.7807 |
0.7833 |
0.7791 |
| S2 |
0.7774 |
0.7774 |
0.7826 |
|
| S3 |
0.7697 |
0.7730 |
0.7819 |
|
| S4 |
0.7619 |
0.7652 |
0.7797 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8111 |
0.8061 |
0.7887 |
|
| R3 |
0.8026 |
0.7976 |
0.7864 |
|
| R2 |
0.7940 |
0.7940 |
0.7856 |
|
| R1 |
0.7890 |
0.7890 |
0.7848 |
0.7915 |
| PP |
0.7855 |
0.7855 |
0.7855 |
0.7867 |
| S1 |
0.7805 |
0.7805 |
0.7832 |
0.7830 |
| S2 |
0.7769 |
0.7769 |
0.7824 |
|
| S3 |
0.7684 |
0.7719 |
0.7816 |
|
| S4 |
0.7598 |
0.7634 |
0.7793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7905 |
0.7819 |
0.0086 |
1.1% |
0.0051 |
0.6% |
25% |
False |
True |
65,122 |
| 10 |
0.7966 |
0.7813 |
0.0153 |
1.9% |
0.0059 |
0.8% |
18% |
False |
False |
80,692 |
| 20 |
0.8032 |
0.7813 |
0.0219 |
2.8% |
0.0057 |
0.7% |
12% |
False |
False |
77,372 |
| 40 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
40% |
False |
False |
69,617 |
| 60 |
0.8070 |
0.7713 |
0.0357 |
4.6% |
0.0054 |
0.7% |
36% |
False |
False |
48,679 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
30% |
False |
False |
36,548 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.7% |
30% |
False |
False |
29,261 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
30% |
False |
False |
24,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8226 |
|
2.618 |
0.8099 |
|
1.618 |
0.8022 |
|
1.000 |
0.7974 |
|
0.618 |
0.7944 |
|
HIGH |
0.7897 |
|
0.618 |
0.7867 |
|
0.500 |
0.7858 |
|
0.382 |
0.7849 |
|
LOW |
0.7819 |
|
0.618 |
0.7771 |
|
1.000 |
0.7742 |
|
1.618 |
0.7694 |
|
2.618 |
0.7616 |
|
4.250 |
0.7490 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7858 |
0.7862 |
| PP |
0.7852 |
0.7855 |
| S1 |
0.7846 |
0.7847 |
|