CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 23-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2022 |
23-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7840 |
0.7830 |
-0.0011 |
-0.1% |
0.7853 |
High |
0.7862 |
0.7885 |
0.0024 |
0.3% |
0.7896 |
Low |
0.7822 |
0.7830 |
0.0008 |
0.1% |
0.7821 |
Close |
0.7840 |
0.7851 |
0.0011 |
0.1% |
0.7847 |
Range |
0.0040 |
0.0056 |
0.0016 |
38.8% |
0.0075 |
ATR |
0.0050 |
0.0051 |
0.0000 |
0.8% |
0.0000 |
Volume |
106,540 |
73,999 |
-32,541 |
-30.5% |
357,648 |
|
Daily Pivots for day following 23-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8022 |
0.7992 |
0.7882 |
|
R3 |
0.7966 |
0.7936 |
0.7866 |
|
R2 |
0.7911 |
0.7911 |
0.7861 |
|
R1 |
0.7881 |
0.7881 |
0.7856 |
0.7896 |
PP |
0.7855 |
0.7855 |
0.7855 |
0.7863 |
S1 |
0.7825 |
0.7825 |
0.7846 |
0.7840 |
S2 |
0.7800 |
0.7800 |
0.7841 |
|
S3 |
0.7744 |
0.7770 |
0.7836 |
|
S4 |
0.7689 |
0.7714 |
0.7820 |
|
|
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 |
0.9% |
0.0045 |
0.6% |
40% |
False |
False |
76,078 |
10 |
0.7913 |
0.7821 |
0.0092 |
1.2% |
0.0045 |
0.6% |
33% |
False |
False |
78,090 |
20 |
0.7966 |
0.7813 |
0.0153 |
1.9% |
0.0050 |
0.6% |
25% |
False |
False |
75,411 |
40 |
0.8032 |
0.7791 |
0.0242 |
3.1% |
0.0053 |
0.7% |
25% |
False |
False |
71,497 |
60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0053 |
0.7% |
43% |
False |
False |
63,301 |
80 |
0.8109 |
0.7713 |
0.0396 |
5.0% |
0.0051 |
0.6% |
35% |
False |
False |
47,578 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
33% |
False |
False |
38,089 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.7% |
33% |
False |
False |
31,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8121 |
2.618 |
0.8030 |
1.618 |
0.7975 |
1.000 |
0.7941 |
0.618 |
0.7919 |
HIGH |
0.7885 |
0.618 |
0.7864 |
0.500 |
0.7857 |
0.382 |
0.7851 |
LOW |
0.7830 |
0.618 |
0.7795 |
1.000 |
0.7774 |
1.618 |
0.7740 |
2.618 |
0.7684 |
4.250 |
0.7594 |
|
|
Fisher Pivots for day following 23-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7857 |
0.7856 |
PP |
0.7855 |
0.7854 |
S1 |
0.7853 |
0.7853 |
|