CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 11-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7890 |
0.7862 |
-0.0028 |
-0.3% |
0.7842 |
High |
0.7913 |
0.7893 |
-0.0021 |
-0.3% |
0.7913 |
Low |
0.7857 |
0.7840 |
-0.0017 |
-0.2% |
0.7838 |
Close |
0.7864 |
0.7848 |
-0.0016 |
-0.2% |
0.7848 |
Range |
0.0057 |
0.0053 |
-0.0004 |
-7.1% |
0.0075 |
ATR |
0.0054 |
0.0054 |
0.0000 |
-0.2% |
0.0000 |
Volume |
92,676 |
103,940 |
11,264 |
12.2% |
345,788 |
|
Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8018 |
0.7985 |
0.7877 |
|
R3 |
0.7965 |
0.7933 |
0.7862 |
|
R2 |
0.7913 |
0.7913 |
0.7858 |
|
R1 |
0.7880 |
0.7880 |
0.7853 |
0.7870 |
PP |
0.7860 |
0.7860 |
0.7860 |
0.7855 |
S1 |
0.7828 |
0.7828 |
0.7843 |
0.7818 |
S2 |
0.7808 |
0.7808 |
0.7838 |
|
S3 |
0.7755 |
0.7775 |
0.7834 |
|
S4 |
0.7703 |
0.7723 |
0.7819 |
|
|
Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8091 |
0.8045 |
0.7889 |
|
R3 |
0.8016 |
0.7970 |
0.7869 |
|
R2 |
0.7941 |
0.7941 |
0.7862 |
|
R1 |
0.7895 |
0.7895 |
0.7855 |
0.7918 |
PP |
0.7866 |
0.7866 |
0.7866 |
0.7878 |
S1 |
0.7820 |
0.7820 |
0.7841 |
0.7843 |
S2 |
0.7791 |
0.7791 |
0.7834 |
|
S3 |
0.7716 |
0.7745 |
0.7827 |
|
S4 |
0.7641 |
0.7670 |
0.7807 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7913 |
0.7838 |
0.0075 |
1.0% |
0.0048 |
0.6% |
13% |
False |
False |
69,157 |
10 |
0.7913 |
0.7819 |
0.0094 |
1.2% |
0.0049 |
0.6% |
31% |
False |
False |
67,140 |
20 |
0.8032 |
0.7813 |
0.0219 |
2.8% |
0.0054 |
0.7% |
16% |
False |
False |
77,833 |
40 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
42% |
False |
False |
68,280 |
60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
42% |
False |
False |
54,409 |
80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
32% |
False |
False |
40,862 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
32% |
False |
False |
32,713 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.7% |
32% |
False |
False |
27,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8116 |
2.618 |
0.8030 |
1.618 |
0.7977 |
1.000 |
0.7945 |
0.618 |
0.7925 |
HIGH |
0.7893 |
0.618 |
0.7872 |
0.500 |
0.7866 |
0.382 |
0.7860 |
LOW |
0.7840 |
0.618 |
0.7808 |
1.000 |
0.7788 |
1.618 |
0.7755 |
2.618 |
0.7703 |
4.250 |
0.7617 |
|
|
Fisher Pivots for day following 11-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7866 |
0.7877 |
PP |
0.7860 |
0.7867 |
S1 |
0.7854 |
0.7858 |
|