CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7888 |
0.7852 |
-0.0036 |
-0.5% |
0.7841 |
| High |
0.7893 |
0.7883 |
-0.0010 |
-0.1% |
0.7945 |
| Low |
0.7817 |
0.7800 |
-0.0017 |
-0.2% |
0.7807 |
| Close |
0.7848 |
0.7809 |
-0.0039 |
-0.5% |
0.7848 |
| Range |
0.0076 |
0.0083 |
0.0007 |
9.3% |
0.0138 |
| ATR |
0.0061 |
0.0062 |
0.0002 |
2.5% |
0.0000 |
| Volume |
86,322 |
89,338 |
3,016 |
3.5% |
451,172 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8078 |
0.8026 |
0.7854 |
|
| R3 |
0.7996 |
0.7944 |
0.7832 |
|
| R2 |
0.7913 |
0.7913 |
0.7824 |
|
| R1 |
0.7861 |
0.7861 |
0.7817 |
0.7846 |
| PP |
0.7831 |
0.7831 |
0.7831 |
0.7823 |
| S1 |
0.7779 |
0.7779 |
0.7801 |
0.7763 |
| S2 |
0.7748 |
0.7748 |
0.7794 |
|
| S3 |
0.7666 |
0.7696 |
0.7786 |
|
| S4 |
0.7583 |
0.7614 |
0.7764 |
|
|
| 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 |
0.7800 |
0.0145 |
1.9% |
0.0072 |
0.9% |
6% |
False |
True |
86,686 |
| 10 |
0.7945 |
0.7765 |
0.0180 |
2.3% |
0.0072 |
0.9% |
25% |
False |
False |
96,871 |
| 20 |
0.7945 |
0.7765 |
0.0180 |
2.3% |
0.0059 |
0.8% |
25% |
False |
False |
83,607 |
| 40 |
0.8032 |
0.7765 |
0.0268 |
3.4% |
0.0058 |
0.7% |
17% |
False |
False |
80,490 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0056 |
0.7% |
30% |
False |
False |
74,280 |
| 80 |
0.8070 |
0.7713 |
0.0357 |
4.6% |
0.0055 |
0.7% |
27% |
False |
False |
57,411 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
23% |
False |
False |
45,960 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0053 |
0.7% |
23% |
False |
False |
38,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8233 |
|
2.618 |
0.8098 |
|
1.618 |
0.8016 |
|
1.000 |
0.7965 |
|
0.618 |
0.7933 |
|
HIGH |
0.7883 |
|
0.618 |
0.7851 |
|
0.500 |
0.7841 |
|
0.382 |
0.7832 |
|
LOW |
0.7800 |
|
0.618 |
0.7749 |
|
1.000 |
0.7718 |
|
1.618 |
0.7667 |
|
2.618 |
0.7584 |
|
4.250 |
0.7449 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7841 |
0.7872 |
| PP |
0.7831 |
0.7851 |
| S1 |
0.7820 |
0.7830 |
|