CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7855 |
0.7804 |
-0.0052 |
-0.7% |
0.7842 |
| High |
0.7884 |
0.7816 |
-0.0069 |
-0.9% |
0.7944 |
| Low |
0.7801 |
0.7752 |
-0.0049 |
-0.6% |
0.7808 |
| Close |
0.7811 |
0.7758 |
-0.0053 |
-0.7% |
0.7850 |
| Range |
0.0084 |
0.0064 |
-0.0020 |
-23.4% |
0.0136 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
11,887 |
23,185 |
11,298 |
95.0% |
19,228 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7967 |
0.7927 |
0.7793 |
|
| R3 |
0.7903 |
0.7863 |
0.7776 |
|
| R2 |
0.7839 |
0.7839 |
0.7770 |
|
| R1 |
0.7799 |
0.7799 |
0.7764 |
0.7787 |
| PP |
0.7775 |
0.7775 |
0.7775 |
0.7769 |
| S1 |
0.7735 |
0.7735 |
0.7752 |
0.7723 |
| S2 |
0.7711 |
0.7711 |
0.7746 |
|
| S3 |
0.7647 |
0.7671 |
0.7740 |
|
| S4 |
0.7583 |
0.7607 |
0.7723 |
|
|
| 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 |
0.7752 |
0.0192 |
2.5% |
0.0072 |
0.9% |
3% |
False |
True |
9,839 |
| 10 |
0.7944 |
0.7752 |
0.0192 |
2.5% |
0.0073 |
0.9% |
3% |
False |
True |
6,181 |
| 20 |
0.7944 |
0.7752 |
0.0192 |
2.5% |
0.0056 |
0.7% |
3% |
False |
True |
3,441 |
| 40 |
0.8025 |
0.7752 |
0.0273 |
3.5% |
0.0052 |
0.7% |
2% |
False |
True |
1,872 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0049 |
0.6% |
13% |
False |
False |
1,308 |
| 80 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0047 |
0.6% |
13% |
False |
False |
1,061 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0042 |
0.5% |
10% |
False |
False |
860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8088 |
|
2.618 |
0.7983 |
|
1.618 |
0.7919 |
|
1.000 |
0.7880 |
|
0.618 |
0.7855 |
|
HIGH |
0.7816 |
|
0.618 |
0.7791 |
|
0.500 |
0.7784 |
|
0.382 |
0.7776 |
|
LOW |
0.7752 |
|
0.618 |
0.7712 |
|
1.000 |
0.7688 |
|
1.618 |
0.7648 |
|
2.618 |
0.7584 |
|
4.250 |
0.7480 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7784 |
0.7822 |
| PP |
0.7775 |
0.7801 |
| S1 |
0.7767 |
0.7779 |
|