CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 22-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2022 |
22-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7859 |
0.7834 |
-0.0025 |
-0.3% |
0.7840 |
High |
0.7880 |
0.7856 |
-0.0024 |
-0.3% |
0.7880 |
Low |
0.7829 |
0.7818 |
-0.0011 |
-0.1% |
0.7825 |
Close |
0.7839 |
0.7835 |
-0.0004 |
-0.1% |
0.7839 |
Range |
0.0051 |
0.0038 |
-0.0013 |
-25.5% |
0.0055 |
ATR |
0.0040 |
0.0040 |
0.0000 |
-0.4% |
0.0000 |
Volume |
57 |
103 |
46 |
80.7% |
202 |
|
Daily Pivots for day following 22-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7950 |
0.7930 |
0.7855 |
|
R3 |
0.7912 |
0.7892 |
0.7845 |
|
R2 |
0.7874 |
0.7874 |
0.7841 |
|
R1 |
0.7854 |
0.7854 |
0.7838 |
0.7864 |
PP |
0.7836 |
0.7836 |
0.7836 |
0.7841 |
S1 |
0.7816 |
0.7816 |
0.7831 |
0.7826 |
S2 |
0.7798 |
0.7798 |
0.7828 |
|
S3 |
0.7760 |
0.7778 |
0.7824 |
|
S4 |
0.7722 |
0.7740 |
0.7814 |
|
|
Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8013 |
0.7981 |
0.7869 |
|
R3 |
0.7958 |
0.7926 |
0.7854 |
|
R2 |
0.7903 |
0.7903 |
0.7849 |
|
R1 |
0.7871 |
0.7871 |
0.7844 |
0.7859 |
PP |
0.7848 |
0.7848 |
0.7848 |
0.7842 |
S1 |
0.7816 |
0.7816 |
0.7833 |
0.7804 |
S2 |
0.7793 |
0.7793 |
0.7828 |
|
S3 |
0.7738 |
0.7761 |
0.7823 |
|
S4 |
0.7683 |
0.7706 |
0.7808 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7880 |
0.7818 |
0.0062 |
0.8% |
0.0032 |
0.4% |
27% |
False |
True |
57 |
10 |
0.7905 |
0.7818 |
0.0087 |
1.1% |
0.0031 |
0.4% |
19% |
False |
True |
78 |
20 |
0.7937 |
0.7796 |
0.0141 |
1.8% |
0.0037 |
0.5% |
27% |
False |
False |
72 |
40 |
0.8003 |
0.7773 |
0.0230 |
2.9% |
0.0033 |
0.4% |
27% |
False |
False |
50 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0030 |
0.4% |
45% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8018 |
2.618 |
0.7955 |
1.618 |
0.7917 |
1.000 |
0.7894 |
0.618 |
0.7879 |
HIGH |
0.7856 |
0.618 |
0.7841 |
0.500 |
0.7837 |
0.382 |
0.7833 |
LOW |
0.7818 |
0.618 |
0.7795 |
1.000 |
0.7780 |
1.618 |
0.7757 |
2.618 |
0.7719 |
4.250 |
0.7657 |
|
|
Fisher Pivots for day following 22-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7837 |
0.7849 |
PP |
0.7836 |
0.7844 |
S1 |
0.7835 |
0.7839 |
|