CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 10-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2022 |
10-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7871 |
0.7890 |
0.0019 |
0.2% |
0.7830 |
| High |
0.7896 |
0.7913 |
0.0018 |
0.2% |
0.7905 |
| Low |
0.7864 |
0.7857 |
-0.0007 |
-0.1% |
0.7819 |
| Close |
0.7892 |
0.7864 |
-0.0028 |
-0.4% |
0.7840 |
| Range |
0.0032 |
0.0057 |
0.0025 |
76.6% |
0.0086 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.4% |
0.0000 |
| Volume |
46,105 |
92,676 |
46,571 |
101.0% |
325,614 |
|
| Daily Pivots for day following 10-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.8012 |
0.7895 |
|
| R3 |
0.7991 |
0.7955 |
0.7879 |
|
| R2 |
0.7934 |
0.7934 |
0.7874 |
|
| R1 |
0.7899 |
0.7899 |
0.7869 |
0.7888 |
| PP |
0.7878 |
0.7878 |
0.7878 |
0.7872 |
| S1 |
0.7842 |
0.7842 |
0.7858 |
0.7832 |
| S2 |
0.7821 |
0.7821 |
0.7853 |
|
| S3 |
0.7765 |
0.7786 |
0.7848 |
|
| S4 |
0.7708 |
0.7729 |
0.7832 |
|
|
| 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 |
0.7913 |
0.7819 |
0.0094 |
1.2% |
0.0053 |
0.7% |
47% |
True |
False |
63,601 |
| 10 |
0.7913 |
0.7813 |
0.0100 |
1.3% |
0.0049 |
0.6% |
51% |
True |
False |
65,270 |
| 20 |
0.8032 |
0.7813 |
0.0219 |
2.8% |
0.0054 |
0.7% |
23% |
False |
False |
75,929 |
| 40 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
47% |
False |
False |
67,831 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
47% |
False |
False |
52,684 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
35% |
False |
False |
39,564 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
35% |
False |
False |
31,676 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
35% |
False |
False |
26,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8153 |
|
2.618 |
0.8061 |
|
1.618 |
0.8004 |
|
1.000 |
0.7970 |
|
0.618 |
0.7948 |
|
HIGH |
0.7913 |
|
0.618 |
0.7891 |
|
0.500 |
0.7885 |
|
0.382 |
0.7878 |
|
LOW |
0.7857 |
|
0.618 |
0.7822 |
|
1.000 |
0.7800 |
|
1.618 |
0.7765 |
|
2.618 |
0.7709 |
|
4.250 |
0.7616 |
|
|
| Fisher Pivots for day following 10-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7885 |
0.7885 |
| PP |
0.7878 |
0.7878 |
| S1 |
0.7871 |
0.7871 |
|