CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 09-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7802 |
0.7760 |
-0.0043 |
-0.5% |
0.7841 |
| High |
0.7815 |
0.7811 |
-0.0004 |
-0.1% |
0.7945 |
| Low |
0.7751 |
0.7755 |
0.0004 |
0.1% |
0.7807 |
| Close |
0.7757 |
0.7795 |
0.0038 |
0.5% |
0.7848 |
| Range |
0.0064 |
0.0056 |
-0.0008 |
-12.5% |
0.0138 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
102,161 |
110,680 |
8,519 |
8.3% |
451,172 |
|
| Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7955 |
0.7931 |
0.7825 |
|
| R3 |
0.7899 |
0.7875 |
0.7810 |
|
| R2 |
0.7843 |
0.7843 |
0.7805 |
|
| R1 |
0.7819 |
0.7819 |
0.7800 |
0.7831 |
| PP |
0.7787 |
0.7787 |
0.7787 |
0.7793 |
| S1 |
0.7763 |
0.7763 |
0.7789 |
0.7775 |
| S2 |
0.7731 |
0.7731 |
0.7784 |
|
| S3 |
0.7675 |
0.7707 |
0.7779 |
|
| S4 |
0.7619 |
0.7651 |
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 |
0.7751 |
0.0194 |
2.5% |
0.0069 |
0.9% |
23% |
False |
False |
92,841 |
| 10 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0074 |
0.9% |
23% |
False |
False |
100,101 |
| 20 |
0.7945 |
0.7751 |
0.0194 |
2.5% |
0.0060 |
0.8% |
23% |
False |
False |
89,096 |
| 40 |
0.8032 |
0.7751 |
0.0282 |
3.6% |
0.0058 |
0.7% |
16% |
False |
False |
82,820 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0056 |
0.7% |
26% |
False |
False |
74,954 |
| 80 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0055 |
0.7% |
26% |
False |
False |
60,060 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
19% |
False |
False |
48,086 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0053 |
0.7% |
19% |
False |
False |
40,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8049 |
|
2.618 |
0.7957 |
|
1.618 |
0.7901 |
|
1.000 |
0.7867 |
|
0.618 |
0.7845 |
|
HIGH |
0.7811 |
|
0.618 |
0.7789 |
|
0.500 |
0.7783 |
|
0.382 |
0.7776 |
|
LOW |
0.7755 |
|
0.618 |
0.7720 |
|
1.000 |
0.7699 |
|
1.618 |
0.7664 |
|
2.618 |
0.7608 |
|
4.250 |
0.7517 |
|
|
| Fisher Pivots for day following 09-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7791 |
0.7817 |
| PP |
0.7787 |
0.7809 |
| S1 |
0.7783 |
0.7802 |
|