CME Canadian Dollar Future September 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 |
0.7842 |
0.7840 |
-0.0002 |
0.0% |
0.7831 |
High |
0.7888 |
0.7870 |
-0.0018 |
-0.2% |
0.7917 |
Low |
0.7819 |
0.7805 |
-0.0014 |
-0.2% |
0.7819 |
Close |
0.7848 |
0.7810 |
-0.0038 |
-0.5% |
0.7848 |
Range |
0.0070 |
0.0065 |
-0.0005 |
-6.5% |
0.0099 |
ATR |
0.0046 |
0.0048 |
0.0001 |
2.9% |
0.0000 |
Volume |
119 |
359 |
240 |
201.7% |
579 |
|
Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8023 |
0.7981 |
0.7845 |
|
R3 |
0.7958 |
0.7916 |
0.7827 |
|
R2 |
0.7893 |
0.7893 |
0.7821 |
|
R1 |
0.7851 |
0.7851 |
0.7815 |
0.7840 |
PP |
0.7828 |
0.7828 |
0.7828 |
0.7822 |
S1 |
0.7786 |
0.7786 |
0.7804 |
0.7775 |
S2 |
0.7763 |
0.7763 |
0.7798 |
|
S3 |
0.7698 |
0.7721 |
0.7792 |
|
S4 |
0.7633 |
0.7656 |
0.7774 |
|
|
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 |
0.7805 |
0.0112 |
1.4% |
0.0052 |
0.7% |
4% |
False |
True |
157 |
10 |
0.7917 |
0.7778 |
0.0139 |
1.8% |
0.0049 |
0.6% |
23% |
False |
False |
126 |
20 |
0.7917 |
0.7778 |
0.0139 |
1.8% |
0.0037 |
0.5% |
23% |
False |
False |
77 |
40 |
0.8009 |
0.7778 |
0.0231 |
3.0% |
0.0034 |
0.4% |
14% |
False |
False |
53 |
60 |
0.8009 |
0.7709 |
0.0301 |
3.8% |
0.0028 |
0.4% |
34% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8146 |
2.618 |
0.8040 |
1.618 |
0.7975 |
1.000 |
0.7935 |
0.618 |
0.7910 |
HIGH |
0.7870 |
0.618 |
0.7845 |
0.500 |
0.7838 |
0.382 |
0.7830 |
LOW |
0.7805 |
0.618 |
0.7765 |
1.000 |
0.7740 |
1.618 |
0.7700 |
2.618 |
0.7635 |
4.250 |
0.7529 |
|
|
Fisher Pivots for day following 07-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7838 |
0.7861 |
PP |
0.7828 |
0.7844 |
S1 |
0.7819 |
0.7827 |
|