CME Canadian Dollar Future September 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 |
0.7917 |
0.7842 |
-0.0076 |
-1.0% |
0.7831 |
High |
0.7917 |
0.7888 |
-0.0029 |
-0.4% |
0.7917 |
Low |
0.7879 |
0.7819 |
-0.0061 |
-0.8% |
0.7819 |
Close |
0.7882 |
0.7848 |
-0.0035 |
-0.4% |
0.7848 |
Range |
0.0038 |
0.0070 |
0.0032 |
82.9% |
0.0099 |
ATR |
0.0045 |
0.0046 |
0.0002 |
4.0% |
0.0000 |
Volume |
129 |
119 |
-10 |
-7.8% |
579 |
|
Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8060 |
0.8023 |
0.7886 |
|
R3 |
0.7990 |
0.7954 |
0.7867 |
|
R2 |
0.7921 |
0.7921 |
0.7860 |
|
R1 |
0.7884 |
0.7884 |
0.7854 |
0.7903 |
PP |
0.7851 |
0.7851 |
0.7851 |
0.7861 |
S1 |
0.7815 |
0.7815 |
0.7841 |
0.7833 |
S2 |
0.7782 |
0.7782 |
0.7835 |
|
S3 |
0.7712 |
0.7745 |
0.7828 |
|
S4 |
0.7643 |
0.7676 |
0.7809 |
|
|
Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8157 |
0.8101 |
0.7902 |
|
R3 |
0.8058 |
0.8002 |
0.7875 |
|
R2 |
0.7960 |
0.7960 |
0.7866 |
|
R1 |
0.7904 |
0.7904 |
0.7857 |
0.7932 |
PP |
0.7861 |
0.7861 |
0.7861 |
0.7875 |
S1 |
0.7805 |
0.7805 |
0.7838 |
0.7833 |
S2 |
0.7763 |
0.7763 |
0.7829 |
|
S3 |
0.7664 |
0.7707 |
0.7820 |
|
S4 |
0.7566 |
0.7608 |
0.7793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7917 |
0.7819 |
0.0099 |
1.3% |
0.0051 |
0.7% |
29% |
False |
True |
115 |
10 |
0.7917 |
0.7778 |
0.0139 |
1.8% |
0.0048 |
0.6% |
50% |
False |
False |
94 |
20 |
0.7917 |
0.7778 |
0.0139 |
1.8% |
0.0038 |
0.5% |
50% |
False |
False |
60 |
40 |
0.8009 |
0.7778 |
0.0231 |
2.9% |
0.0034 |
0.4% |
30% |
False |
False |
44 |
60 |
0.8009 |
0.7709 |
0.0301 |
3.8% |
0.0026 |
0.3% |
46% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8183 |
2.618 |
0.8070 |
1.618 |
0.8000 |
1.000 |
0.7958 |
0.618 |
0.7931 |
HIGH |
0.7888 |
0.618 |
0.7861 |
0.500 |
0.7853 |
0.382 |
0.7845 |
LOW |
0.7819 |
0.618 |
0.7776 |
1.000 |
0.7749 |
1.618 |
0.7706 |
2.618 |
0.7637 |
4.250 |
0.7523 |
|
|
Fisher Pivots for day following 04-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7853 |
0.7868 |
PP |
0.7851 |
0.7861 |
S1 |
0.7849 |
0.7854 |
|