CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 15-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2022 |
15-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7840 |
0.7855 |
0.0015 |
0.2% |
0.7850 |
High |
0.7852 |
0.7867 |
0.0015 |
0.2% |
0.7905 |
Low |
0.7830 |
0.7825 |
-0.0005 |
-0.1% |
0.7845 |
Close |
0.7850 |
0.7848 |
-0.0002 |
0.0% |
0.7847 |
Range |
0.0022 |
0.0042 |
0.0020 |
88.6% |
0.0060 |
ATR |
0.0042 |
0.0042 |
0.0000 |
0.0% |
0.0000 |
Volume |
16 |
78 |
62 |
387.5% |
512 |
|
Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7971 |
0.7951 |
0.7870 |
|
R3 |
0.7929 |
0.7909 |
0.7859 |
|
R2 |
0.7888 |
0.7888 |
0.7855 |
|
R1 |
0.7868 |
0.7868 |
0.7851 |
0.7857 |
PP |
0.7846 |
0.7846 |
0.7846 |
0.7841 |
S1 |
0.7826 |
0.7826 |
0.7844 |
0.7816 |
S2 |
0.7805 |
0.7805 |
0.7840 |
|
S3 |
0.7763 |
0.7785 |
0.7836 |
|
S4 |
0.7722 |
0.7743 |
0.7825 |
|
|
Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8046 |
0.8006 |
0.7880 |
|
R3 |
0.7986 |
0.7946 |
0.7863 |
|
R2 |
0.7926 |
0.7926 |
0.7858 |
|
R1 |
0.7886 |
0.7886 |
0.7852 |
0.7876 |
PP |
0.7866 |
0.7866 |
0.7866 |
0.7860 |
S1 |
0.7826 |
0.7826 |
0.7841 |
0.7816 |
S2 |
0.7806 |
0.7806 |
0.7836 |
|
S3 |
0.7746 |
0.7766 |
0.7830 |
|
S4 |
0.7686 |
0.7706 |
0.7814 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7905 |
0.7825 |
0.0080 |
1.0% |
0.0034 |
0.4% |
28% |
False |
True |
110 |
10 |
0.7905 |
0.7810 |
0.0095 |
1.2% |
0.0035 |
0.5% |
39% |
False |
False |
79 |
20 |
0.8003 |
0.7796 |
0.0207 |
2.6% |
0.0038 |
0.5% |
25% |
False |
False |
72 |
40 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0032 |
0.4% |
49% |
False |
False |
49 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0030 |
0.4% |
49% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8043 |
2.618 |
0.7975 |
1.618 |
0.7934 |
1.000 |
0.7908 |
0.618 |
0.7892 |
HIGH |
0.7867 |
0.618 |
0.7851 |
0.500 |
0.7846 |
0.382 |
0.7841 |
LOW |
0.7825 |
0.618 |
0.7799 |
1.000 |
0.7784 |
1.618 |
0.7758 |
2.618 |
0.7716 |
4.250 |
0.7649 |
|
|
Fisher Pivots for day following 15-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7847 |
0.7857 |
PP |
0.7846 |
0.7854 |
S1 |
0.7846 |
0.7851 |
|