CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 09-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2022 |
09-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7892 |
0.7871 |
-0.0021 |
-0.3% |
0.7830 |
High |
0.7896 |
0.7896 |
0.0000 |
0.0% |
0.7905 |
Low |
0.7860 |
0.7864 |
0.0004 |
0.0% |
0.7819 |
Close |
0.7865 |
0.7892 |
0.0027 |
0.3% |
0.7840 |
Range |
0.0036 |
0.0032 |
-0.0004 |
-9.9% |
0.0086 |
ATR |
0.0055 |
0.0054 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
46,342 |
46,105 |
-237 |
-0.5% |
325,614 |
|
Daily Pivots for day following 09-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7980 |
0.7968 |
0.7909 |
|
R3 |
0.7948 |
0.7936 |
0.7900 |
|
R2 |
0.7916 |
0.7916 |
0.7897 |
|
R1 |
0.7904 |
0.7904 |
0.7894 |
0.7910 |
PP |
0.7884 |
0.7884 |
0.7884 |
0.7887 |
S1 |
0.7872 |
0.7872 |
0.7889 |
0.7878 |
S2 |
0.7852 |
0.7852 |
0.7886 |
|
S3 |
0.7820 |
0.7840 |
0.7883 |
|
S4 |
0.7788 |
0.7808 |
0.7874 |
|
|
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 |
0.7900 |
0.7819 |
0.0081 |
1.0% |
0.0049 |
0.6% |
90% |
False |
False |
56,666 |
10 |
0.7905 |
0.7813 |
0.0092 |
1.2% |
0.0049 |
0.6% |
86% |
False |
False |
65,294 |
20 |
0.8032 |
0.7813 |
0.0219 |
2.8% |
0.0054 |
0.7% |
36% |
False |
False |
75,355 |
40 |
0.8032 |
0.7713 |
0.0319 |
4.0% |
0.0054 |
0.7% |
56% |
False |
False |
67,293 |
60 |
0.8032 |
0.7713 |
0.0319 |
4.0% |
0.0053 |
0.7% |
56% |
False |
False |
51,147 |
80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
42% |
False |
False |
38,407 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
42% |
False |
False |
30,750 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
42% |
False |
False |
25,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8032 |
2.618 |
0.7979 |
1.618 |
0.7947 |
1.000 |
0.7928 |
0.618 |
0.7915 |
HIGH |
0.7896 |
0.618 |
0.7883 |
0.500 |
0.7880 |
0.382 |
0.7876 |
LOW |
0.7864 |
0.618 |
0.7844 |
1.000 |
0.7832 |
1.618 |
0.7812 |
2.618 |
0.7780 |
4.250 |
0.7728 |
|
|
Fisher Pivots for day following 09-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7888 |
0.7884 |
PP |
0.7884 |
0.7876 |
S1 |
0.7880 |
0.7869 |
|