CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 22-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2022 |
22-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7868 |
0.7840 |
-0.0028 |
-0.3% |
0.7853 |
| High |
0.7890 |
0.7862 |
-0.0029 |
-0.4% |
0.7896 |
| Low |
0.7834 |
0.7822 |
-0.0013 |
-0.2% |
0.7821 |
| Close |
0.7847 |
0.7840 |
-0.0007 |
-0.1% |
0.7847 |
| Range |
0.0056 |
0.0040 |
-0.0016 |
-28.6% |
0.0075 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
65,550 |
106,540 |
40,990 |
62.5% |
357,648 |
|
| Daily Pivots for day following 22-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7941 |
0.7862 |
|
| R3 |
0.7921 |
0.7901 |
0.7851 |
|
| R2 |
0.7881 |
0.7881 |
0.7847 |
|
| R1 |
0.7861 |
0.7861 |
0.7844 |
0.7860 |
| PP |
0.7841 |
0.7841 |
0.7841 |
0.7841 |
| S1 |
0.7821 |
0.7821 |
0.7836 |
0.7820 |
| S2 |
0.7801 |
0.7801 |
0.7833 |
|
| S3 |
0.7761 |
0.7781 |
0.7829 |
|
| S4 |
0.7721 |
0.7741 |
0.7818 |
|
|
| 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 |
0.7822 |
0.0075 |
1.0% |
0.0044 |
0.6% |
25% |
False |
True |
76,154 |
| 10 |
0.7913 |
0.7821 |
0.0092 |
1.2% |
0.0043 |
0.6% |
21% |
False |
False |
75,325 |
| 20 |
0.7966 |
0.7813 |
0.0153 |
1.9% |
0.0050 |
0.6% |
18% |
False |
False |
75,770 |
| 40 |
0.8032 |
0.7783 |
0.0250 |
3.2% |
0.0053 |
0.7% |
23% |
False |
False |
70,355 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
40% |
False |
False |
62,096 |
| 80 |
0.8109 |
0.7713 |
0.0396 |
5.1% |
0.0051 |
0.6% |
32% |
False |
False |
46,655 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
30% |
False |
False |
37,351 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.7% |
30% |
False |
False |
31,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8032 |
|
2.618 |
0.7966 |
|
1.618 |
0.7926 |
|
1.000 |
0.7902 |
|
0.618 |
0.7886 |
|
HIGH |
0.7862 |
|
0.618 |
0.7846 |
|
0.500 |
0.7842 |
|
0.382 |
0.7837 |
|
LOW |
0.7822 |
|
0.618 |
0.7797 |
|
1.000 |
0.7782 |
|
1.618 |
0.7757 |
|
2.618 |
0.7717 |
|
4.250 |
0.7652 |
|
|
| Fisher Pivots for day following 22-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7842 |
0.7856 |
| PP |
0.7841 |
0.7851 |
| S1 |
0.7841 |
0.7845 |
|