CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7888 |
0.7855 |
-0.0033 |
-0.4% |
0.7842 |
| High |
0.7893 |
0.7884 |
-0.0009 |
-0.1% |
0.7944 |
| Low |
0.7818 |
0.7801 |
-0.0018 |
-0.2% |
0.7808 |
| Close |
0.7850 |
0.7811 |
-0.0039 |
-0.5% |
0.7850 |
| Range |
0.0075 |
0.0084 |
0.0009 |
12.1% |
0.0136 |
| ATR |
0.0058 |
0.0059 |
0.0002 |
3.2% |
0.0000 |
| Volume |
6,366 |
11,887 |
5,521 |
86.7% |
19,228 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8082 |
0.8030 |
0.7856 |
|
| R3 |
0.7999 |
0.7946 |
0.7833 |
|
| R2 |
0.7915 |
0.7915 |
0.7826 |
|
| R1 |
0.7863 |
0.7863 |
0.7818 |
0.7847 |
| PP |
0.7832 |
0.7832 |
0.7832 |
0.7824 |
| S1 |
0.7779 |
0.7779 |
0.7803 |
0.7764 |
| S2 |
0.7748 |
0.7748 |
0.7795 |
|
| S3 |
0.7665 |
0.7696 |
0.7788 |
|
| S4 |
0.7581 |
0.7612 |
0.7765 |
|
|
| 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 |
0.7801 |
0.0143 |
1.8% |
0.0071 |
0.9% |
7% |
False |
True |
5,713 |
| 10 |
0.7944 |
0.7765 |
0.0179 |
2.3% |
0.0070 |
0.9% |
26% |
False |
False |
3,970 |
| 20 |
0.7944 |
0.7765 |
0.0179 |
2.3% |
0.0055 |
0.7% |
26% |
False |
False |
2,318 |
| 40 |
0.8025 |
0.7765 |
0.0260 |
3.3% |
0.0052 |
0.7% |
18% |
False |
False |
1,317 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0049 |
0.6% |
30% |
False |
False |
935 |
| 80 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0047 |
0.6% |
27% |
False |
False |
772 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0042 |
0.5% |
23% |
False |
False |
629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8239 |
|
2.618 |
0.8103 |
|
1.618 |
0.8019 |
|
1.000 |
0.7968 |
|
0.618 |
0.7936 |
|
HIGH |
0.7884 |
|
0.618 |
0.7852 |
|
0.500 |
0.7842 |
|
0.382 |
0.7832 |
|
LOW |
0.7801 |
|
0.618 |
0.7749 |
|
1.000 |
0.7717 |
|
1.618 |
0.7665 |
|
2.618 |
0.7582 |
|
4.250 |
0.7446 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7842 |
0.7872 |
| PP |
0.7832 |
0.7852 |
| S1 |
0.7821 |
0.7831 |
|