CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 04-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7916 |
0.7888 |
-0.0028 |
-0.3% |
0.7842 |
| High |
0.7944 |
0.7893 |
-0.0051 |
-0.6% |
0.7944 |
| Low |
0.7879 |
0.7818 |
-0.0061 |
-0.8% |
0.7808 |
| Close |
0.7885 |
0.7850 |
-0.0036 |
-0.5% |
0.7850 |
| Range |
0.0065 |
0.0075 |
0.0010 |
14.6% |
0.0136 |
| ATR |
0.0056 |
0.0058 |
0.0001 |
2.3% |
0.0000 |
| Volume |
3,888 |
6,366 |
2,478 |
63.7% |
19,228 |
|
| Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8077 |
0.8038 |
0.7890 |
|
| R3 |
0.8002 |
0.7963 |
0.7870 |
|
| R2 |
0.7928 |
0.7928 |
0.7863 |
|
| R1 |
0.7889 |
0.7889 |
0.7856 |
0.7871 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7845 |
| S1 |
0.7814 |
0.7814 |
0.7843 |
0.7797 |
| S2 |
0.7779 |
0.7779 |
0.7836 |
|
| S3 |
0.7704 |
0.7740 |
0.7829 |
|
| S4 |
0.7630 |
0.7665 |
0.7809 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8274 |
0.8197 |
0.7924 |
|
| R3 |
0.8138 |
0.8062 |
0.7887 |
|
| R2 |
0.8003 |
0.8003 |
0.7874 |
|
| R1 |
0.7926 |
0.7926 |
0.7862 |
0.7964 |
| PP |
0.7867 |
0.7867 |
0.7867 |
0.7886 |
| S1 |
0.7791 |
0.7791 |
0.7837 |
0.7829 |
| S2 |
0.7732 |
0.7732 |
0.7825 |
|
| S3 |
0.7596 |
0.7655 |
0.7812 |
|
| S4 |
0.7461 |
0.7520 |
0.7775 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7944 |
0.7808 |
0.0136 |
1.7% |
0.0073 |
0.9% |
31% |
False |
False |
3,845 |
| 10 |
0.7944 |
0.7765 |
0.0179 |
2.3% |
0.0067 |
0.9% |
47% |
False |
False |
2,869 |
| 20 |
0.7944 |
0.7765 |
0.0179 |
2.3% |
0.0055 |
0.7% |
47% |
False |
False |
1,737 |
| 40 |
0.8025 |
0.7765 |
0.0260 |
3.3% |
0.0052 |
0.7% |
33% |
False |
False |
1,026 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0048 |
0.6% |
43% |
False |
False |
766 |
| 80 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0046 |
0.6% |
39% |
False |
False |
624 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0041 |
0.5% |
33% |
False |
False |
510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8209 |
|
2.618 |
0.8088 |
|
1.618 |
0.8013 |
|
1.000 |
0.7967 |
|
0.618 |
0.7939 |
|
HIGH |
0.7893 |
|
0.618 |
0.7864 |
|
0.500 |
0.7855 |
|
0.382 |
0.7846 |
|
LOW |
0.7818 |
|
0.618 |
0.7772 |
|
1.000 |
0.7744 |
|
1.618 |
0.7697 |
|
2.618 |
0.7623 |
|
4.250 |
0.7501 |
|
|
| Fisher Pivots for day following 04-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7855 |
0.7881 |
| PP |
0.7853 |
0.7870 |
| S1 |
0.7851 |
0.7860 |
|