CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7852 |
0.7802 |
-0.0050 |
-0.6% |
0.7841 |
| High |
0.7883 |
0.7815 |
-0.0068 |
-0.9% |
0.7945 |
| Low |
0.7800 |
0.7751 |
-0.0050 |
-0.6% |
0.7807 |
| Close |
0.7809 |
0.7757 |
-0.0052 |
-0.7% |
0.7848 |
| Range |
0.0083 |
0.0064 |
-0.0019 |
-22.4% |
0.0138 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
| Volume |
89,338 |
102,161 |
12,823 |
14.4% |
451,172 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7966 |
0.7926 |
0.7792 |
|
| R3 |
0.7902 |
0.7862 |
0.7775 |
|
| R2 |
0.7838 |
0.7838 |
0.7769 |
|
| R1 |
0.7798 |
0.7798 |
0.7763 |
0.7786 |
| PP |
0.7774 |
0.7774 |
0.7774 |
0.7768 |
| S1 |
0.7734 |
0.7734 |
0.7751 |
0.7722 |
| S2 |
0.7710 |
0.7710 |
0.7745 |
|
| S3 |
0.7646 |
0.7670 |
0.7739 |
|
| S4 |
0.7582 |
0.7606 |
0.7722 |
|
|
| 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 |
0.7751 |
0.0194 |
2.5% |
0.0072 |
0.9% |
3% |
False |
True |
89,474 |
| 10 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0074 |
1.0% |
3% |
False |
True |
96,433 |
| 20 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0059 |
0.8% |
3% |
False |
True |
85,879 |
| 40 |
0.8032 |
0.7751 |
0.0282 |
3.6% |
0.0058 |
0.7% |
2% |
False |
True |
81,508 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0056 |
0.7% |
14% |
False |
False |
74,477 |
| 80 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0055 |
0.7% |
14% |
False |
False |
58,684 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.5% |
0.0052 |
0.7% |
10% |
False |
False |
46,980 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.5% |
0.0053 |
0.7% |
10% |
False |
False |
39,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8087 |
|
2.618 |
0.7982 |
|
1.618 |
0.7918 |
|
1.000 |
0.7879 |
|
0.618 |
0.7854 |
|
HIGH |
0.7815 |
|
0.618 |
0.7790 |
|
0.500 |
0.7783 |
|
0.382 |
0.7775 |
|
LOW |
0.7751 |
|
0.618 |
0.7711 |
|
1.000 |
0.7687 |
|
1.618 |
0.7647 |
|
2.618 |
0.7583 |
|
4.250 |
0.7479 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7783 |
0.7822 |
| PP |
0.7774 |
0.7800 |
| S1 |
0.7766 |
0.7779 |
|