CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 09-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2022 |
09-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7802 |
0.7803 |
0.0001 |
0.0% |
0.7831 |
High |
0.7803 |
0.7812 |
0.0009 |
0.1% |
0.7917 |
Low |
0.7755 |
0.7795 |
0.0040 |
0.5% |
0.7819 |
Close |
0.7758 |
0.7795 |
0.0037 |
0.5% |
0.7848 |
Range |
0.0049 |
0.0017 |
-0.0032 |
-64.9% |
0.0099 |
ATR |
0.0048 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
Volume |
128 |
246 |
118 |
92.2% |
579 |
|
Daily Pivots for day following 09-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7851 |
0.7840 |
0.7804 |
|
R3 |
0.7834 |
0.7823 |
0.7799 |
|
R2 |
0.7817 |
0.7817 |
0.7798 |
|
R1 |
0.7806 |
0.7806 |
0.7796 |
0.7803 |
PP |
0.7800 |
0.7800 |
0.7800 |
0.7799 |
S1 |
0.7789 |
0.7789 |
0.7793 |
0.7786 |
S2 |
0.7783 |
0.7783 |
0.7791 |
|
S3 |
0.7766 |
0.7772 |
0.7790 |
|
S4 |
0.7749 |
0.7755 |
0.7785 |
|
|
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 |
0.7755 |
0.0163 |
2.1% |
0.0048 |
0.6% |
25% |
False |
False |
196 |
10 |
0.7917 |
0.7755 |
0.0163 |
2.1% |
0.0051 |
0.7% |
25% |
False |
False |
160 |
20 |
0.7917 |
0.7755 |
0.0163 |
2.1% |
0.0039 |
0.5% |
25% |
False |
False |
95 |
40 |
0.8009 |
0.7755 |
0.0255 |
3.3% |
0.0035 |
0.4% |
16% |
False |
False |
62 |
60 |
0.8009 |
0.7709 |
0.0301 |
3.9% |
0.0028 |
0.4% |
29% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7884 |
2.618 |
0.7856 |
1.618 |
0.7839 |
1.000 |
0.7829 |
0.618 |
0.7822 |
HIGH |
0.7812 |
0.618 |
0.7805 |
0.500 |
0.7803 |
0.382 |
0.7801 |
LOW |
0.7795 |
0.618 |
0.7784 |
1.000 |
0.7778 |
1.618 |
0.7767 |
2.618 |
0.7750 |
4.250 |
0.7722 |
|
|
Fisher Pivots for day following 09-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7803 |
0.7812 |
PP |
0.7800 |
0.7806 |
S1 |
0.7797 |
0.7800 |
|