CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7915 |
0.7888 |
-0.0028 |
-0.3% |
0.7841 |
| High |
0.7945 |
0.7893 |
-0.0052 |
-0.7% |
0.7945 |
| Low |
0.7879 |
0.7817 |
-0.0062 |
-0.8% |
0.7807 |
| Close |
0.7885 |
0.7848 |
-0.0037 |
-0.5% |
0.7848 |
| Range |
0.0066 |
0.0076 |
0.0010 |
14.4% |
0.0138 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.9% |
0.0000 |
| Volume |
75,705 |
86,322 |
10,617 |
14.0% |
451,172 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8079 |
0.8039 |
0.7890 |
|
| R3 |
0.8004 |
0.7964 |
0.7869 |
|
| R2 |
0.7928 |
0.7928 |
0.7862 |
|
| R1 |
0.7888 |
0.7888 |
0.7855 |
0.7870 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7844 |
| S1 |
0.7813 |
0.7813 |
0.7841 |
0.7795 |
| S2 |
0.7777 |
0.7777 |
0.7834 |
|
| S3 |
0.7702 |
0.7737 |
0.7827 |
|
| S4 |
0.7626 |
0.7662 |
0.7806 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8280 |
0.8202 |
0.7924 |
|
| R3 |
0.8142 |
0.8064 |
0.7886 |
|
| R2 |
0.8004 |
0.8004 |
0.7873 |
|
| R1 |
0.7926 |
0.7926 |
0.7861 |
0.7965 |
| PP |
0.7866 |
0.7866 |
0.7866 |
0.7886 |
| S1 |
0.7788 |
0.7788 |
0.7835 |
0.7827 |
| S2 |
0.7728 |
0.7728 |
0.7823 |
|
| S3 |
0.7590 |
0.7650 |
0.7810 |
|
| S4 |
0.7452 |
0.7512 |
0.7772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7945 |
0.7807 |
0.0138 |
1.8% |
0.0074 |
0.9% |
30% |
False |
False |
90,234 |
| 10 |
0.7945 |
0.7765 |
0.0180 |
2.3% |
0.0069 |
0.9% |
46% |
False |
False |
94,492 |
| 20 |
0.7945 |
0.7765 |
0.0180 |
2.3% |
0.0058 |
0.7% |
46% |
False |
False |
82,948 |
| 40 |
0.8032 |
0.7765 |
0.0268 |
3.4% |
0.0057 |
0.7% |
31% |
False |
False |
80,128 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0055 |
0.7% |
42% |
False |
False |
73,964 |
| 80 |
0.8070 |
0.7713 |
0.0357 |
4.5% |
0.0055 |
0.7% |
38% |
False |
False |
56,298 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.7% |
32% |
False |
False |
45,068 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
32% |
False |
False |
37,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8213 |
|
2.618 |
0.8090 |
|
1.618 |
0.8015 |
|
1.000 |
0.7968 |
|
0.618 |
0.7939 |
|
HIGH |
0.7893 |
|
0.618 |
0.7864 |
|
0.500 |
0.7855 |
|
0.382 |
0.7846 |
|
LOW |
0.7817 |
|
0.618 |
0.7770 |
|
1.000 |
0.7742 |
|
1.618 |
0.7695 |
|
2.618 |
0.7619 |
|
4.250 |
0.7496 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7855 |
0.7881 |
| PP |
0.7853 |
0.7870 |
| S1 |
0.7850 |
0.7859 |
|