CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 14-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2022 |
14-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7862 |
0.7853 |
-0.0010 |
-0.1% |
0.7842 |
| High |
0.7893 |
0.7861 |
-0.0032 |
-0.4% |
0.7913 |
| Low |
0.7840 |
0.7821 |
-0.0019 |
-0.2% |
0.7838 |
| Close |
0.7848 |
0.7852 |
0.0004 |
0.1% |
0.7848 |
| Range |
0.0053 |
0.0040 |
-0.0013 |
-23.8% |
0.0075 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
103,940 |
83,417 |
-20,523 |
-19.7% |
345,788 |
|
| Daily Pivots for day following 14-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7965 |
0.7948 |
0.7874 |
|
| R3 |
0.7925 |
0.7908 |
0.7863 |
|
| R2 |
0.7885 |
0.7885 |
0.7859 |
|
| R1 |
0.7868 |
0.7868 |
0.7856 |
0.7857 |
| PP |
0.7845 |
0.7845 |
0.7845 |
0.7839 |
| S1 |
0.7828 |
0.7828 |
0.7848 |
0.7817 |
| S2 |
0.7805 |
0.7805 |
0.7845 |
|
| S3 |
0.7765 |
0.7788 |
0.7841 |
|
| S4 |
0.7725 |
0.7748 |
0.7830 |
|
|
| 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 |
0.7821 |
0.0092 |
1.2% |
0.0043 |
0.6% |
34% |
False |
True |
74,496 |
| 10 |
0.7913 |
0.7819 |
0.0094 |
1.2% |
0.0047 |
0.6% |
35% |
False |
False |
66,894 |
| 20 |
0.8032 |
0.7813 |
0.0219 |
2.8% |
0.0053 |
0.7% |
18% |
False |
False |
78,158 |
| 40 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
44% |
False |
False |
68,241 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
44% |
False |
False |
55,794 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
33% |
False |
False |
41,904 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
33% |
False |
False |
33,547 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.7% |
33% |
False |
False |
27,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7966 |
|
1.618 |
0.7926 |
|
1.000 |
0.7901 |
|
0.618 |
0.7886 |
|
HIGH |
0.7861 |
|
0.618 |
0.7846 |
|
0.500 |
0.7841 |
|
0.382 |
0.7836 |
|
LOW |
0.7821 |
|
0.618 |
0.7796 |
|
1.000 |
0.7781 |
|
1.618 |
0.7756 |
|
2.618 |
0.7716 |
|
4.250 |
0.7651 |
|
|
| Fisher Pivots for day following 14-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7848 |
0.7867 |
| PP |
0.7845 |
0.7862 |
| S1 |
0.7841 |
0.7857 |
|