CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 10-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2022 |
10-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7803 |
0.7822 |
0.0019 |
0.2% |
0.7831 |
High |
0.7812 |
0.7842 |
0.0031 |
0.4% |
0.7917 |
Low |
0.7795 |
0.7818 |
0.0024 |
0.3% |
0.7819 |
Close |
0.7795 |
0.7840 |
0.0045 |
0.6% |
0.7848 |
Range |
0.0017 |
0.0024 |
0.0007 |
41.2% |
0.0099 |
ATR |
0.0049 |
0.0049 |
0.0000 |
-0.2% |
0.0000 |
Volume |
246 |
453 |
207 |
84.1% |
579 |
|
Daily Pivots for day following 10-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7905 |
0.7896 |
0.7853 |
|
R3 |
0.7881 |
0.7872 |
0.7846 |
|
R2 |
0.7857 |
0.7857 |
0.7844 |
|
R1 |
0.7848 |
0.7848 |
0.7842 |
0.7853 |
PP |
0.7833 |
0.7833 |
0.7833 |
0.7835 |
S1 |
0.7824 |
0.7824 |
0.7837 |
0.7829 |
S2 |
0.7809 |
0.7809 |
0.7835 |
|
S3 |
0.7785 |
0.7800 |
0.7833 |
|
S4 |
0.7761 |
0.7776 |
0.7826 |
|
|
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 |
0.7888 |
0.7755 |
0.0134 |
1.7% |
0.0045 |
0.6% |
64% |
False |
False |
261 |
10 |
0.7917 |
0.7755 |
0.0163 |
2.1% |
0.0048 |
0.6% |
52% |
False |
False |
194 |
20 |
0.7917 |
0.7755 |
0.0163 |
2.1% |
0.0040 |
0.5% |
52% |
False |
False |
113 |
40 |
0.8009 |
0.7755 |
0.0255 |
3.2% |
0.0035 |
0.4% |
33% |
False |
False |
73 |
60 |
0.8009 |
0.7709 |
0.0301 |
3.8% |
0.0028 |
0.4% |
44% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7944 |
2.618 |
0.7905 |
1.618 |
0.7881 |
1.000 |
0.7866 |
0.618 |
0.7857 |
HIGH |
0.7842 |
0.618 |
0.7833 |
0.500 |
0.7830 |
0.382 |
0.7827 |
LOW |
0.7818 |
0.618 |
0.7803 |
1.000 |
0.7794 |
1.618 |
0.7779 |
2.618 |
0.7755 |
4.250 |
0.7716 |
|
|
Fisher Pivots for day following 10-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7836 |
0.7826 |
PP |
0.7833 |
0.7812 |
S1 |
0.7830 |
0.7798 |
|