CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 07-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2022 |
07-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7888 |
0.7842 |
-0.0047 |
-0.6% |
0.7830 |
High |
0.7897 |
0.7900 |
0.0003 |
0.0% |
0.7905 |
Low |
0.7819 |
0.7838 |
0.0019 |
0.2% |
0.7819 |
Close |
0.7840 |
0.7897 |
0.0057 |
0.7% |
0.7840 |
Range |
0.0078 |
0.0062 |
-0.0016 |
-20.6% |
0.0086 |
ATR |
0.0056 |
0.0057 |
0.0000 |
0.6% |
0.0000 |
Volume |
76,158 |
56,725 |
-19,433 |
-25.5% |
325,614 |
|
Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8063 |
0.8041 |
0.7930 |
|
R3 |
0.8001 |
0.7980 |
0.7913 |
|
R2 |
0.7940 |
0.7940 |
0.7908 |
|
R1 |
0.7918 |
0.7918 |
0.7902 |
0.7929 |
PP |
0.7878 |
0.7878 |
0.7878 |
0.7883 |
S1 |
0.7857 |
0.7857 |
0.7891 |
0.7867 |
S2 |
0.7817 |
0.7817 |
0.7885 |
|
S3 |
0.7755 |
0.7795 |
0.7880 |
|
S4 |
0.7694 |
0.7734 |
0.7863 |
|
|
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% |
91% |
False |
False |
59,292 |
10 |
0.7966 |
0.7813 |
0.0153 |
1.9% |
0.0056 |
0.7% |
55% |
False |
False |
76,215 |
20 |
0.8032 |
0.7813 |
0.0219 |
2.8% |
0.0057 |
0.7% |
38% |
False |
False |
77,137 |
40 |
0.8032 |
0.7713 |
0.0319 |
4.0% |
0.0055 |
0.7% |
58% |
False |
False |
68,776 |
60 |
0.8032 |
0.7713 |
0.0319 |
4.0% |
0.0054 |
0.7% |
58% |
False |
False |
49,619 |
80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
43% |
False |
False |
37,255 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
43% |
False |
False |
29,828 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
43% |
False |
False |
24,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8161 |
2.618 |
0.8061 |
1.618 |
0.7999 |
1.000 |
0.7961 |
0.618 |
0.7938 |
HIGH |
0.7900 |
0.618 |
0.7876 |
0.500 |
0.7869 |
0.382 |
0.7861 |
LOW |
0.7838 |
0.618 |
0.7800 |
1.000 |
0.7777 |
1.618 |
0.7738 |
2.618 |
0.7677 |
4.250 |
0.7577 |
|
|
Fisher Pivots for day following 07-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7887 |
0.7884 |
PP |
0.7878 |
0.7872 |
S1 |
0.7869 |
0.7860 |
|