CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7850 |
0.7915 |
0.0066 |
0.8% |
0.7840 |
| High |
0.7919 |
0.7945 |
0.0026 |
0.3% |
0.7885 |
| Low |
0.7846 |
0.7879 |
0.0033 |
0.4% |
0.7765 |
| Close |
0.7904 |
0.7885 |
-0.0019 |
-0.2% |
0.7866 |
| Range |
0.0073 |
0.0066 |
-0.0007 |
-9.0% |
0.0121 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.8% |
0.0000 |
| Volume |
93,847 |
75,705 |
-18,142 |
-19.3% |
428,200 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8101 |
0.8059 |
0.7921 |
|
| R3 |
0.8035 |
0.7993 |
0.7903 |
|
| R2 |
0.7969 |
0.7969 |
0.7897 |
|
| R1 |
0.7927 |
0.7927 |
0.7891 |
0.7915 |
| PP |
0.7903 |
0.7903 |
0.7903 |
0.7897 |
| S1 |
0.7861 |
0.7861 |
0.7879 |
0.7849 |
| S2 |
0.7837 |
0.7837 |
0.7873 |
|
| S3 |
0.7771 |
0.7795 |
0.7867 |
|
| S4 |
0.7705 |
0.7729 |
0.7849 |
|
|
| 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 |
0.7945 |
0.7799 |
0.0146 |
1.8% |
0.0074 |
0.9% |
59% |
True |
False |
93,637 |
| 10 |
0.7945 |
0.7765 |
0.0180 |
2.3% |
0.0065 |
0.8% |
67% |
True |
False |
92,713 |
| 20 |
0.7945 |
0.7765 |
0.0180 |
2.3% |
0.0056 |
0.7% |
67% |
True |
False |
81,532 |
| 40 |
0.8032 |
0.7765 |
0.0268 |
3.4% |
0.0056 |
0.7% |
45% |
False |
False |
79,237 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.0% |
0.0055 |
0.7% |
54% |
False |
False |
72,998 |
| 80 |
0.8070 |
0.7713 |
0.0357 |
4.5% |
0.0054 |
0.7% |
48% |
False |
False |
55,221 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
41% |
False |
False |
44,206 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
41% |
False |
False |
36,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8225 |
|
2.618 |
0.8117 |
|
1.618 |
0.8051 |
|
1.000 |
0.8011 |
|
0.618 |
0.7985 |
|
HIGH |
0.7945 |
|
0.618 |
0.7919 |
|
0.500 |
0.7912 |
|
0.382 |
0.7904 |
|
LOW |
0.7879 |
|
0.618 |
0.7838 |
|
1.000 |
0.7813 |
|
1.618 |
0.7772 |
|
2.618 |
0.7706 |
|
4.250 |
0.7598 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7912 |
0.7893 |
| PP |
0.7903 |
0.7891 |
| S1 |
0.7894 |
0.7888 |
|