CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7894 |
0.7845 |
-0.0049 |
-0.6% |
0.7835 |
| High |
0.7903 |
0.7917 |
0.0014 |
0.2% |
0.7884 |
| Low |
0.7844 |
0.7845 |
0.0002 |
0.0% |
0.7765 |
| Close |
0.7849 |
0.7904 |
0.0055 |
0.7% |
0.7866 |
| Range |
0.0060 |
0.0072 |
0.0013 |
21.0% |
0.0119 |
| ATR |
0.0054 |
0.0056 |
0.0001 |
2.3% |
0.0000 |
| Volume |
2,558 |
3,870 |
1,312 |
51.3% |
8,586 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8105 |
0.8076 |
0.7943 |
|
| R3 |
0.8033 |
0.8004 |
0.7923 |
|
| R2 |
0.7961 |
0.7961 |
0.7917 |
|
| R1 |
0.7932 |
0.7932 |
0.7910 |
0.7946 |
| PP |
0.7889 |
0.7889 |
0.7889 |
0.7896 |
| S1 |
0.7860 |
0.7860 |
0.7897 |
0.7874 |
| S2 |
0.7817 |
0.7817 |
0.7890 |
|
| S3 |
0.7745 |
0.7788 |
0.7884 |
|
| S4 |
0.7673 |
0.7716 |
0.7864 |
|
|
| 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 |
0.7917 |
0.7765 |
0.0153 |
1.9% |
0.0078 |
1.0% |
91% |
True |
False |
2,825 |
| 10 |
0.7917 |
0.7765 |
0.0153 |
1.9% |
0.0059 |
0.7% |
91% |
True |
False |
1,957 |
| 20 |
0.7917 |
0.7765 |
0.0153 |
1.9% |
0.0051 |
0.6% |
91% |
True |
False |
1,242 |
| 40 |
0.8025 |
0.7765 |
0.0260 |
3.3% |
0.0050 |
0.6% |
53% |
False |
False |
774 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0047 |
0.6% |
60% |
False |
False |
611 |
| 80 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0044 |
0.6% |
55% |
False |
False |
497 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0040 |
0.5% |
47% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8223 |
|
2.618 |
0.8105 |
|
1.618 |
0.8033 |
|
1.000 |
0.7989 |
|
0.618 |
0.7961 |
|
HIGH |
0.7917 |
|
0.618 |
0.7889 |
|
0.500 |
0.7881 |
|
0.382 |
0.7873 |
|
LOW |
0.7845 |
|
0.618 |
0.7801 |
|
1.000 |
0.7773 |
|
1.618 |
0.7729 |
|
2.618 |
0.7657 |
|
4.250 |
0.7539 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7896 |
0.7890 |
| PP |
0.7889 |
0.7876 |
| S1 |
0.7881 |
0.7863 |
|