CME Canadian Dollar Future September 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 |
0.7879 |
0.7917 |
0.0039 |
0.5% |
0.7855 |
High |
0.7916 |
0.7917 |
0.0002 |
0.0% |
0.7870 |
Low |
0.7879 |
0.7879 |
0.0001 |
0.0% |
0.7778 |
Close |
0.7900 |
0.7882 |
-0.0018 |
-0.2% |
0.7863 |
Range |
0.0037 |
0.0038 |
0.0001 |
2.7% |
0.0092 |
ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
46 |
129 |
83 |
180.4% |
325 |
|
Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8007 |
0.7982 |
0.7903 |
|
R3 |
0.7969 |
0.7944 |
0.7892 |
|
R2 |
0.7931 |
0.7931 |
0.7889 |
|
R1 |
0.7906 |
0.7906 |
0.7885 |
0.7900 |
PP |
0.7893 |
0.7893 |
0.7893 |
0.7889 |
S1 |
0.7868 |
0.7868 |
0.7879 |
0.7862 |
S2 |
0.7855 |
0.7855 |
0.7875 |
|
S3 |
0.7817 |
0.7830 |
0.7872 |
|
S4 |
0.7779 |
0.7792 |
0.7861 |
|
|
Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8111 |
0.8078 |
0.7913 |
|
R3 |
0.8020 |
0.7987 |
0.7888 |
|
R2 |
0.7928 |
0.7928 |
0.7879 |
|
R1 |
0.7895 |
0.7895 |
0.7871 |
0.7912 |
PP |
0.7837 |
0.7837 |
0.7837 |
0.7845 |
S1 |
0.7804 |
0.7804 |
0.7854 |
0.7820 |
S2 |
0.7745 |
0.7745 |
0.7846 |
|
S3 |
0.7654 |
0.7712 |
0.7837 |
|
S4 |
0.7562 |
0.7621 |
0.7812 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7917 |
0.7798 |
0.0120 |
1.5% |
0.0052 |
0.7% |
71% |
True |
False |
127 |
10 |
0.7917 |
0.7778 |
0.0139 |
1.8% |
0.0042 |
0.5% |
75% |
True |
False |
83 |
20 |
0.7917 |
0.7778 |
0.0139 |
1.8% |
0.0035 |
0.4% |
75% |
True |
False |
55 |
40 |
0.8009 |
0.7778 |
0.0231 |
2.9% |
0.0032 |
0.4% |
45% |
False |
False |
41 |
60 |
0.8009 |
0.7709 |
0.0301 |
3.8% |
0.0026 |
0.3% |
58% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8079 |
2.618 |
0.8016 |
1.618 |
0.7978 |
1.000 |
0.7955 |
0.618 |
0.7940 |
HIGH |
0.7917 |
0.618 |
0.7902 |
0.500 |
0.7898 |
0.382 |
0.7894 |
LOW |
0.7879 |
0.618 |
0.7856 |
1.000 |
0.7841 |
1.618 |
0.7818 |
2.618 |
0.7780 |
4.250 |
0.7718 |
|
|
Fisher Pivots for day following 03-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7898 |
0.7882 |
PP |
0.7893 |
0.7881 |
S1 |
0.7887 |
0.7881 |
|