CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 08-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2022 |
08-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7842 |
0.7892 |
0.0051 |
0.6% |
0.7830 |
| High |
0.7900 |
0.7896 |
-0.0004 |
-0.1% |
0.7905 |
| Low |
0.7838 |
0.7860 |
0.0022 |
0.3% |
0.7819 |
| Close |
0.7897 |
0.7865 |
-0.0032 |
-0.4% |
0.7840 |
| Range |
0.0062 |
0.0036 |
-0.0026 |
-42.3% |
0.0086 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
56,725 |
46,342 |
-10,383 |
-18.3% |
325,614 |
|
| Daily Pivots for day following 08-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7980 |
0.7958 |
0.7884 |
|
| R3 |
0.7944 |
0.7922 |
0.7874 |
|
| R2 |
0.7909 |
0.7909 |
0.7871 |
|
| R1 |
0.7887 |
0.7887 |
0.7868 |
0.7880 |
| PP |
0.7873 |
0.7873 |
0.7873 |
0.7870 |
| S1 |
0.7851 |
0.7851 |
0.7861 |
0.7845 |
| S2 |
0.7838 |
0.7838 |
0.7858 |
|
| S3 |
0.7802 |
0.7816 |
0.7855 |
|
| S4 |
0.7767 |
0.7780 |
0.7845 |
|
|
| 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% |
0.0049 |
0.6% |
53% |
False |
False |
56,939 |
| 10 |
0.7966 |
0.7813 |
0.0153 |
1.9% |
0.0055 |
0.7% |
34% |
False |
False |
72,732 |
| 20 |
0.8032 |
0.7813 |
0.0219 |
2.8% |
0.0056 |
0.7% |
24% |
False |
False |
76,544 |
| 40 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0055 |
0.7% |
47% |
False |
False |
67,884 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0053 |
0.7% |
47% |
False |
False |
50,382 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
36% |
False |
False |
37,834 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.7% |
36% |
False |
False |
30,291 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
36% |
False |
False |
25,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8046 |
|
2.618 |
0.7988 |
|
1.618 |
0.7953 |
|
1.000 |
0.7931 |
|
0.618 |
0.7917 |
|
HIGH |
0.7896 |
|
0.618 |
0.7882 |
|
0.500 |
0.7878 |
|
0.382 |
0.7874 |
|
LOW |
0.7860 |
|
0.618 |
0.7838 |
|
1.000 |
0.7825 |
|
1.618 |
0.7803 |
|
2.618 |
0.7767 |
|
4.250 |
0.7709 |
|
|
| Fisher Pivots for day following 08-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7878 |
0.7863 |
| PP |
0.7873 |
0.7861 |
| S1 |
0.7869 |
0.7859 |
|