CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 15-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2022 |
15-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7853 |
0.7857 |
0.0005 |
0.1% |
0.7842 |
| High |
0.7861 |
0.7873 |
0.0012 |
0.2% |
0.7913 |
| Low |
0.7821 |
0.7827 |
0.0006 |
0.1% |
0.7838 |
| Close |
0.7852 |
0.7853 |
0.0001 |
0.0% |
0.7848 |
| Range |
0.0040 |
0.0047 |
0.0007 |
16.3% |
0.0075 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
83,417 |
74,377 |
-9,040 |
-10.8% |
345,788 |
|
| Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7990 |
0.7968 |
0.7879 |
|
| R3 |
0.7944 |
0.7922 |
0.7866 |
|
| R2 |
0.7897 |
0.7897 |
0.7862 |
|
| R1 |
0.7875 |
0.7875 |
0.7857 |
0.7863 |
| PP |
0.7851 |
0.7851 |
0.7851 |
0.7845 |
| S1 |
0.7829 |
0.7829 |
0.7849 |
0.7817 |
| S2 |
0.7804 |
0.7804 |
0.7844 |
|
| S3 |
0.7758 |
0.7782 |
0.7840 |
|
| S4 |
0.7711 |
0.7736 |
0.7827 |
|
|
| 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% |
0.0046 |
0.6% |
35% |
False |
False |
80,103 |
| 10 |
0.7913 |
0.7819 |
0.0094 |
1.2% |
0.0047 |
0.6% |
36% |
False |
False |
68,521 |
| 20 |
0.8032 |
0.7813 |
0.0219 |
2.8% |
0.0053 |
0.7% |
18% |
False |
False |
76,502 |
| 40 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0053 |
0.7% |
44% |
False |
False |
68,438 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
44% |
False |
False |
57,024 |
| 80 |
0.8127 |
0.7713 |
0.0414 |
5.3% |
0.0051 |
0.6% |
34% |
False |
False |
42,832 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
33% |
False |
False |
34,290 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.7% |
33% |
False |
False |
28,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8071 |
|
2.618 |
0.7995 |
|
1.618 |
0.7948 |
|
1.000 |
0.7920 |
|
0.618 |
0.7902 |
|
HIGH |
0.7873 |
|
0.618 |
0.7855 |
|
0.500 |
0.7850 |
|
0.382 |
0.7844 |
|
LOW |
0.7827 |
|
0.618 |
0.7798 |
|
1.000 |
0.7780 |
|
1.618 |
0.7751 |
|
2.618 |
0.7705 |
|
4.250 |
0.7629 |
|
|
| Fisher Pivots for day following 15-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7852 |
0.7857 |
| PP |
0.7851 |
0.7856 |
| S1 |
0.7850 |
0.7854 |
|