CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7841 |
0.7889 |
0.0049 |
0.6% |
0.7840 |
| High |
0.7901 |
0.7903 |
0.0003 |
0.0% |
0.7885 |
| Low |
0.7807 |
0.7842 |
0.0036 |
0.5% |
0.7765 |
| Close |
0.7883 |
0.7848 |
-0.0035 |
-0.4% |
0.7866 |
| Range |
0.0094 |
0.0061 |
-0.0033 |
-35.1% |
0.0121 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.4% |
0.0000 |
| Volume |
107,079 |
88,219 |
-18,860 |
-17.6% |
428,200 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.8009 |
0.7882 |
|
| R3 |
0.7986 |
0.7948 |
0.7865 |
|
| R2 |
0.7925 |
0.7925 |
0.7859 |
|
| R1 |
0.7887 |
0.7887 |
0.7854 |
0.7876 |
| PP |
0.7864 |
0.7864 |
0.7864 |
0.7859 |
| S1 |
0.7826 |
0.7826 |
0.7842 |
0.7815 |
| S2 |
0.7803 |
0.7803 |
0.7837 |
|
| S3 |
0.7742 |
0.7765 |
0.7831 |
|
| S4 |
0.7681 |
0.7704 |
0.7814 |
|
|
| 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 |
0.7903 |
0.7765 |
0.0139 |
1.8% |
0.0076 |
1.0% |
60% |
True |
False |
103,391 |
| 10 |
0.7903 |
0.7765 |
0.0139 |
1.8% |
0.0060 |
0.8% |
60% |
True |
False |
89,772 |
| 20 |
0.7913 |
0.7765 |
0.0149 |
1.9% |
0.0053 |
0.7% |
56% |
False |
False |
78,333 |
| 40 |
0.8032 |
0.7765 |
0.0268 |
3.4% |
0.0057 |
0.7% |
31% |
False |
False |
77,838 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0055 |
0.7% |
42% |
False |
False |
70,501 |
| 80 |
0.8077 |
0.7713 |
0.0364 |
4.6% |
0.0053 |
0.7% |
37% |
False |
False |
53,107 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0050 |
0.6% |
32% |
False |
False |
42,513 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
32% |
False |
False |
35,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8162 |
|
2.618 |
0.8063 |
|
1.618 |
0.8002 |
|
1.000 |
0.7964 |
|
0.618 |
0.7941 |
|
HIGH |
0.7903 |
|
0.618 |
0.7880 |
|
0.500 |
0.7873 |
|
0.382 |
0.7865 |
|
LOW |
0.7842 |
|
0.618 |
0.7804 |
|
1.000 |
0.7781 |
|
1.618 |
0.7743 |
|
2.618 |
0.7682 |
|
4.250 |
0.7583 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7873 |
0.7851 |
| PP |
0.7864 |
0.7850 |
| S1 |
0.7856 |
0.7849 |
|