CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 17-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7879 |
0.7863 |
-0.0017 |
-0.2% |
0.7850 |
High |
0.7880 |
0.7876 |
-0.0004 |
-0.1% |
0.7905 |
Low |
0.7866 |
0.7863 |
-0.0003 |
0.0% |
0.7845 |
Close |
0.7880 |
0.7868 |
-0.0013 |
-0.2% |
0.7847 |
Range |
0.0015 |
0.0014 |
-0.0001 |
-6.9% |
0.0060 |
ATR |
0.0041 |
0.0039 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
25 |
26 |
1 |
4.0% |
512 |
|
Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7909 |
0.7902 |
0.7875 |
|
R3 |
0.7896 |
0.7888 |
0.7871 |
|
R2 |
0.7882 |
0.7882 |
0.7870 |
|
R1 |
0.7875 |
0.7875 |
0.7869 |
0.7879 |
PP |
0.7869 |
0.7869 |
0.7869 |
0.7871 |
S1 |
0.7861 |
0.7861 |
0.7866 |
0.7865 |
S2 |
0.7855 |
0.7855 |
0.7865 |
|
S3 |
0.7842 |
0.7848 |
0.7864 |
|
S4 |
0.7828 |
0.7834 |
0.7860 |
|
|
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 |
0.7888 |
0.7825 |
0.0063 |
0.8% |
0.0027 |
0.3% |
67% |
False |
False |
36 |
10 |
0.7905 |
0.7810 |
0.0095 |
1.2% |
0.0033 |
0.4% |
61% |
False |
False |
73 |
20 |
0.7960 |
0.7796 |
0.0164 |
2.1% |
0.0038 |
0.5% |
44% |
False |
False |
70 |
40 |
0.8003 |
0.7720 |
0.0283 |
3.6% |
0.0032 |
0.4% |
52% |
False |
False |
47 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0029 |
0.4% |
55% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7933 |
2.618 |
0.7911 |
1.618 |
0.7898 |
1.000 |
0.7890 |
0.618 |
0.7884 |
HIGH |
0.7876 |
0.618 |
0.7871 |
0.500 |
0.7869 |
0.382 |
0.7868 |
LOW |
0.7863 |
0.618 |
0.7854 |
1.000 |
0.7849 |
1.618 |
0.7841 |
2.618 |
0.7827 |
4.250 |
0.7805 |
|
|
Fisher Pivots for day following 17-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7869 |
0.7863 |
PP |
0.7869 |
0.7858 |
S1 |
0.7868 |
0.7853 |
|