CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7861 |
0.7880 |
0.0019 |
0.2% |
0.7842 |
| High |
0.7896 |
0.7889 |
-0.0008 |
-0.1% |
0.7913 |
| Low |
0.7857 |
0.7852 |
-0.0005 |
-0.1% |
0.7838 |
| Close |
0.7888 |
0.7875 |
-0.0013 |
-0.2% |
0.7848 |
| Range |
0.0039 |
0.0037 |
-0.0003 |
-6.4% |
0.0075 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
65,773 |
68,531 |
2,758 |
4.2% |
345,788 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7981 |
0.7964 |
0.7895 |
|
| R3 |
0.7945 |
0.7928 |
0.7885 |
|
| R2 |
0.7908 |
0.7908 |
0.7881 |
|
| R1 |
0.7891 |
0.7891 |
0.7878 |
0.7882 |
| PP |
0.7872 |
0.7872 |
0.7872 |
0.7867 |
| S1 |
0.7855 |
0.7855 |
0.7871 |
0.7845 |
| S2 |
0.7835 |
0.7835 |
0.7868 |
|
| S3 |
0.7799 |
0.7818 |
0.7864 |
|
| S4 |
0.7762 |
0.7782 |
0.7854 |
|
|
| 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 |
0.7896 |
0.7821 |
0.0075 |
1.0% |
0.0043 |
0.5% |
71% |
False |
False |
79,207 |
| 10 |
0.7913 |
0.7819 |
0.0094 |
1.2% |
0.0048 |
0.6% |
59% |
False |
False |
71,404 |
| 20 |
0.7999 |
0.7813 |
0.0186 |
2.4% |
0.0052 |
0.7% |
33% |
False |
False |
76,545 |
| 40 |
0.8032 |
0.7737 |
0.0296 |
3.8% |
0.0053 |
0.7% |
47% |
False |
False |
68,611 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
51% |
False |
False |
59,249 |
| 80 |
0.8127 |
0.7713 |
0.0414 |
5.3% |
0.0051 |
0.6% |
39% |
False |
False |
44,508 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
38% |
False |
False |
35,631 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
38% |
False |
False |
29,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8044 |
|
2.618 |
0.7984 |
|
1.618 |
0.7948 |
|
1.000 |
0.7925 |
|
0.618 |
0.7911 |
|
HIGH |
0.7889 |
|
0.618 |
0.7875 |
|
0.500 |
0.7870 |
|
0.382 |
0.7866 |
|
LOW |
0.7852 |
|
0.618 |
0.7829 |
|
1.000 |
0.7816 |
|
1.618 |
0.7793 |
|
2.618 |
0.7756 |
|
4.250 |
0.7697 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7873 |
0.7870 |
| PP |
0.7872 |
0.7866 |
| S1 |
0.7870 |
0.7861 |
|