CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 28-Feb-2022
Day Change Summary
Previous Current
25-Feb-2022 28-Feb-2022 Change Change % Previous Week
Open 0.7804 0.7841 0.0037 0.5% 0.7840
High 0.7877 0.7901 0.0024 0.3% 0.7885
Low 0.7799 0.7807 0.0008 0.1% 0.7765
Close 0.7866 0.7883 0.0017 0.2% 0.7866
Range 0.0078 0.0094 0.0017 21.3% 0.0121
ATR 0.0055 0.0058 0.0003 5.0% 0.0000
Volume 103,336 107,079 3,743 3.6% 428,200
Daily Pivots for day following 28-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8145 0.8108 0.7934
R3 0.8051 0.8014 0.7908
R2 0.7957 0.7957 0.7900
R1 0.7920 0.7920 0.7891 0.7939
PP 0.7863 0.7863 0.7863 0.7873
S1 0.7826 0.7826 0.7874 0.7845
S2 0.7769 0.7769 0.7865
S3 0.7675 0.7732 0.7857
S4 0.7581 0.7638 0.7831
Weekly Pivots for week ending 25-Feb-2022
Classic Woodie Camarilla DeMark
R4 0.8200 0.8153 0.7932
R3 0.8079 0.8033 0.7899
R2 0.7959 0.7959 0.7888
R1 0.7912 0.7912 0.7877 0.7936
PP 0.7838 0.7838 0.7838 0.7850
S1 0.7792 0.7792 0.7854 0.7815
S2 0.7718 0.7718 0.7843
S3 0.7597 0.7671 0.7832
S4 0.7477 0.7551 0.7799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7901 0.7765 0.0136 1.7% 0.0072 0.9% 87% True False 107,055
10 0.7901 0.7765 0.0136 1.7% 0.0058 0.7% 87% True False 89,292
20 0.7913 0.7765 0.0149 1.9% 0.0053 0.7% 79% False False 78,216
40 0.8032 0.7765 0.0268 3.4% 0.0057 0.7% 44% False False 77,448
60 0.8032 0.7713 0.0319 4.0% 0.0054 0.7% 53% False False 69,085
80 0.8077 0.7713 0.0364 4.6% 0.0053 0.7% 47% False False 52,007
100 0.8137 0.7713 0.0424 5.4% 0.0050 0.6% 40% False False 41,632
120 0.8137 0.7713 0.0424 5.4% 0.0052 0.7% 40% False False 34,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 0.8300
2.618 0.8147
1.618 0.8053
1.000 0.7995
0.618 0.7959
HIGH 0.7901
0.618 0.7865
0.500 0.7854
0.382 0.7842
LOW 0.7807
0.618 0.7748
1.000 0.7713
1.618 0.7654
2.618 0.7560
4.250 0.7407
Fisher Pivots for day following 28-Feb-2022
Pivot 1 day 3 day
R1 0.7873 0.7866
PP 0.7863 0.7849
S1 0.7854 0.7833

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These figures are updated between 7pm and 10pm EST after a trading day.

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