CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 03-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7845 |
0.7916 |
0.0071 |
0.9% |
0.7835 |
| High |
0.7917 |
0.7944 |
0.0027 |
0.3% |
0.7884 |
| Low |
0.7845 |
0.7879 |
0.0034 |
0.4% |
0.7765 |
| Close |
0.7904 |
0.7885 |
-0.0019 |
-0.2% |
0.7866 |
| Range |
0.0072 |
0.0065 |
-0.0007 |
-9.7% |
0.0119 |
| ATR |
0.0056 |
0.0056 |
0.0001 |
1.2% |
0.0000 |
| Volume |
3,870 |
3,888 |
18 |
0.5% |
8,586 |
|
| Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8056 |
0.7921 |
|
| R3 |
0.8032 |
0.7991 |
0.7903 |
|
| R2 |
0.7967 |
0.7967 |
0.7897 |
|
| R1 |
0.7926 |
0.7926 |
0.7891 |
0.7914 |
| PP |
0.7902 |
0.7902 |
0.7902 |
0.7896 |
| S1 |
0.7861 |
0.7861 |
0.7879 |
0.7849 |
| S2 |
0.7837 |
0.7837 |
0.7873 |
|
| S3 |
0.7772 |
0.7796 |
0.7867 |
|
| S4 |
0.7707 |
0.7731 |
0.7849 |
|
|
| 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 |
0.7944 |
0.7800 |
0.0144 |
1.8% |
0.0073 |
0.9% |
59% |
True |
False |
3,171 |
| 10 |
0.7944 |
0.7765 |
0.0179 |
2.3% |
0.0062 |
0.8% |
67% |
True |
False |
2,271 |
| 20 |
0.7944 |
0.7765 |
0.0179 |
2.3% |
0.0053 |
0.7% |
67% |
True |
False |
1,428 |
| 40 |
0.8025 |
0.7765 |
0.0260 |
3.3% |
0.0050 |
0.6% |
46% |
False |
False |
868 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0048 |
0.6% |
54% |
False |
False |
670 |
| 80 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0045 |
0.6% |
49% |
False |
False |
545 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0041 |
0.5% |
42% |
False |
False |
446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8220 |
|
2.618 |
0.8114 |
|
1.618 |
0.8049 |
|
1.000 |
0.8009 |
|
0.618 |
0.7984 |
|
HIGH |
0.7944 |
|
0.618 |
0.7919 |
|
0.500 |
0.7911 |
|
0.382 |
0.7903 |
|
LOW |
0.7879 |
|
0.618 |
0.7838 |
|
1.000 |
0.7814 |
|
1.618 |
0.7773 |
|
2.618 |
0.7708 |
|
4.250 |
0.7602 |
|
|
| Fisher Pivots for day following 03-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7911 |
0.7894 |
| PP |
0.7902 |
0.7891 |
| S1 |
0.7894 |
0.7888 |
|