CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7889 |
0.7850 |
-0.0040 |
-0.5% |
0.7840 |
| High |
0.7903 |
0.7919 |
0.0016 |
0.2% |
0.7885 |
| Low |
0.7842 |
0.7846 |
0.0004 |
0.1% |
0.7765 |
| Close |
0.7848 |
0.7904 |
0.0056 |
0.7% |
0.7866 |
| Range |
0.0061 |
0.0073 |
0.0012 |
18.9% |
0.0121 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.8% |
0.0000 |
| Volume |
88,219 |
93,847 |
5,628 |
6.4% |
428,200 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8107 |
0.8078 |
0.7943 |
|
| R3 |
0.8034 |
0.8005 |
0.7923 |
|
| R2 |
0.7962 |
0.7962 |
0.7917 |
|
| R1 |
0.7933 |
0.7933 |
0.7910 |
0.7947 |
| PP |
0.7889 |
0.7889 |
0.7889 |
0.7897 |
| S1 |
0.7860 |
0.7860 |
0.7897 |
0.7875 |
| S2 |
0.7817 |
0.7817 |
0.7890 |
|
| S3 |
0.7744 |
0.7788 |
0.7884 |
|
| S4 |
0.7672 |
0.7715 |
0.7864 |
|
|
| 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 |
0.7919 |
0.7765 |
0.0154 |
1.9% |
0.0079 |
1.0% |
90% |
True |
False |
107,361 |
| 10 |
0.7919 |
0.7765 |
0.0154 |
1.9% |
0.0062 |
0.8% |
90% |
True |
False |
91,719 |
| 20 |
0.7919 |
0.7765 |
0.0154 |
1.9% |
0.0055 |
0.7% |
90% |
True |
False |
80,120 |
| 40 |
0.8032 |
0.7765 |
0.0268 |
3.4% |
0.0056 |
0.7% |
52% |
False |
False |
78,922 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.0% |
0.0055 |
0.7% |
60% |
False |
False |
71,973 |
| 80 |
0.8070 |
0.7713 |
0.0357 |
4.5% |
0.0053 |
0.7% |
53% |
False |
False |
54,277 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
45% |
False |
False |
43,450 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
45% |
False |
False |
36,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8227 |
|
2.618 |
0.8108 |
|
1.618 |
0.8036 |
|
1.000 |
0.7991 |
|
0.618 |
0.7963 |
|
HIGH |
0.7919 |
|
0.618 |
0.7891 |
|
0.500 |
0.7882 |
|
0.382 |
0.7874 |
|
LOW |
0.7846 |
|
0.618 |
0.7801 |
|
1.000 |
0.7774 |
|
1.618 |
0.7729 |
|
2.618 |
0.7656 |
|
4.250 |
0.7538 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7896 |
0.7890 |
| PP |
0.7889 |
0.7876 |
| S1 |
0.7882 |
0.7863 |
|