CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 01-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7842 |
0.7894 |
0.0053 |
0.7% |
0.7835 |
| High |
0.7900 |
0.7903 |
0.0003 |
0.0% |
0.7884 |
| Low |
0.7808 |
0.7844 |
0.0036 |
0.5% |
0.7765 |
| Close |
0.7884 |
0.7849 |
-0.0035 |
-0.4% |
0.7866 |
| Range |
0.0092 |
0.0060 |
-0.0033 |
-35.3% |
0.0119 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.7% |
0.0000 |
| Volume |
2,546 |
2,558 |
12 |
0.5% |
8,586 |
|
| Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8044 |
0.8006 |
0.7881 |
|
| R3 |
0.7984 |
0.7946 |
0.7865 |
|
| R2 |
0.7925 |
0.7925 |
0.7859 |
|
| R1 |
0.7887 |
0.7887 |
0.7854 |
0.7876 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7860 |
| S1 |
0.7827 |
0.7827 |
0.7843 |
0.7816 |
| S2 |
0.7806 |
0.7806 |
0.7838 |
|
| S3 |
0.7746 |
0.7768 |
0.7832 |
|
| S4 |
0.7687 |
0.7708 |
0.7816 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8195 |
0.8149 |
0.7931 |
|
| R3 |
0.8076 |
0.8030 |
0.7898 |
|
| R2 |
0.7957 |
0.7957 |
0.7887 |
|
| R1 |
0.7911 |
0.7911 |
0.7876 |
0.7934 |
| PP |
0.7838 |
0.7838 |
0.7838 |
0.7849 |
| S1 |
0.7792 |
0.7792 |
0.7855 |
0.7815 |
| S2 |
0.7719 |
0.7719 |
0.7844 |
|
| S3 |
0.7600 |
0.7673 |
0.7833 |
|
| S4 |
0.7481 |
0.7554 |
0.7800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7903 |
0.7765 |
0.0139 |
1.8% |
0.0074 |
0.9% |
61% |
True |
False |
2,522 |
| 10 |
0.7903 |
0.7765 |
0.0139 |
1.8% |
0.0056 |
0.7% |
61% |
True |
False |
1,742 |
| 20 |
0.7913 |
0.7765 |
0.0148 |
1.9% |
0.0049 |
0.6% |
57% |
False |
False |
1,057 |
| 40 |
0.8025 |
0.7765 |
0.0260 |
3.3% |
0.0050 |
0.6% |
32% |
False |
False |
678 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0047 |
0.6% |
42% |
False |
False |
556 |
| 80 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0044 |
0.6% |
39% |
False |
False |
448 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0040 |
0.5% |
33% |
False |
False |
369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8156 |
|
2.618 |
0.8059 |
|
1.618 |
0.7999 |
|
1.000 |
0.7963 |
|
0.618 |
0.7940 |
|
HIGH |
0.7903 |
|
0.618 |
0.7880 |
|
0.500 |
0.7873 |
|
0.382 |
0.7866 |
|
LOW |
0.7844 |
|
0.618 |
0.7807 |
|
1.000 |
0.7784 |
|
1.618 |
0.7747 |
|
2.618 |
0.7688 |
|
4.250 |
0.7591 |
|
|
| Fisher Pivots for day following 01-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7873 |
0.7851 |
| PP |
0.7865 |
0.7850 |
| S1 |
0.7857 |
0.7849 |
|