CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 18-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2022 |
18-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7880 |
0.7868 |
-0.0012 |
-0.2% |
0.7853 |
High |
0.7889 |
0.7890 |
0.0002 |
0.0% |
0.7896 |
Low |
0.7852 |
0.7834 |
-0.0018 |
-0.2% |
0.7821 |
Close |
0.7875 |
0.7847 |
-0.0028 |
-0.4% |
0.7847 |
Range |
0.0037 |
0.0056 |
0.0020 |
53.4% |
0.0075 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.8% |
0.0000 |
Volume |
68,531 |
65,550 |
-2,981 |
-4.3% |
357,648 |
|
Daily Pivots for day following 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8025 |
0.7992 |
0.7877 |
|
R3 |
0.7969 |
0.7936 |
0.7862 |
|
R2 |
0.7913 |
0.7913 |
0.7857 |
|
R1 |
0.7880 |
0.7880 |
0.7852 |
0.7868 |
PP |
0.7857 |
0.7857 |
0.7857 |
0.7851 |
S1 |
0.7824 |
0.7824 |
0.7841 |
0.7812 |
S2 |
0.7801 |
0.7801 |
0.7836 |
|
S3 |
0.7745 |
0.7768 |
0.7831 |
|
S4 |
0.7689 |
0.7712 |
0.7816 |
|
|
Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8080 |
0.8038 |
0.7888 |
|
R3 |
0.8005 |
0.7963 |
0.7867 |
|
R2 |
0.7930 |
0.7930 |
0.7860 |
|
R1 |
0.7888 |
0.7888 |
0.7853 |
0.7871 |
PP |
0.7855 |
0.7855 |
0.7855 |
0.7846 |
S1 |
0.7813 |
0.7813 |
0.7840 |
0.7796 |
S2 |
0.7780 |
0.7780 |
0.7833 |
|
S3 |
0.7705 |
0.7738 |
0.7826 |
|
S4 |
0.7630 |
0.7663 |
0.7805 |
|
|
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% |
0.0044 |
0.6% |
34% |
False |
False |
71,529 |
10 |
0.7913 |
0.7821 |
0.0092 |
1.2% |
0.0046 |
0.6% |
28% |
False |
False |
70,343 |
20 |
0.7966 |
0.7813 |
0.0153 |
1.9% |
0.0052 |
0.7% |
22% |
False |
False |
75,518 |
40 |
0.8032 |
0.7780 |
0.0252 |
3.2% |
0.0053 |
0.7% |
26% |
False |
False |
68,787 |
60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
42% |
False |
False |
60,330 |
80 |
0.8127 |
0.7713 |
0.0414 |
5.3% |
0.0051 |
0.7% |
32% |
False |
False |
45,326 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
31% |
False |
False |
36,286 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.7% |
31% |
False |
False |
30,251 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8128 |
2.618 |
0.8037 |
1.618 |
0.7981 |
1.000 |
0.7946 |
0.618 |
0.7925 |
HIGH |
0.7890 |
0.618 |
0.7869 |
0.500 |
0.7862 |
0.382 |
0.7855 |
LOW |
0.7834 |
0.618 |
0.7799 |
1.000 |
0.7778 |
1.618 |
0.7743 |
2.618 |
0.7687 |
4.250 |
0.7596 |
|
|
Fisher Pivots for day following 18-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7862 |
0.7865 |
PP |
0.7857 |
0.7859 |
S1 |
0.7852 |
0.7853 |
|