CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 24-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7871 |
0.7835 |
-0.0036 |
-0.5% |
0.7840 |
High |
0.7877 |
0.7835 |
-0.0042 |
-0.5% |
0.7880 |
Low |
0.7840 |
0.7764 |
-0.0077 |
-1.0% |
0.7825 |
Close |
0.7845 |
0.7794 |
-0.0051 |
-0.7% |
0.7839 |
Range |
0.0037 |
0.0072 |
0.0035 |
95.9% |
0.0055 |
ATR |
0.0040 |
0.0043 |
0.0003 |
7.3% |
0.0000 |
Volume |
141 |
412 |
271 |
192.2% |
202 |
|
Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8012 |
0.7975 |
0.7833 |
|
R3 |
0.7941 |
0.7903 |
0.7814 |
|
R2 |
0.7869 |
0.7869 |
0.7807 |
|
R1 |
0.7832 |
0.7832 |
0.7801 |
0.7815 |
PP |
0.7798 |
0.7798 |
0.7798 |
0.7789 |
S1 |
0.7760 |
0.7760 |
0.7787 |
0.7743 |
S2 |
0.7726 |
0.7726 |
0.7781 |
|
S3 |
0.7655 |
0.7689 |
0.7774 |
|
S4 |
0.7583 |
0.7617 |
0.7755 |
|
|
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 |
0.7764 |
0.0117 |
1.5% |
0.0042 |
0.5% |
26% |
False |
True |
147 |
10 |
0.7905 |
0.7764 |
0.0142 |
1.8% |
0.0038 |
0.5% |
22% |
False |
True |
116 |
20 |
0.7905 |
0.7764 |
0.0142 |
1.8% |
0.0037 |
0.5% |
22% |
False |
True |
96 |
40 |
0.8003 |
0.7764 |
0.0240 |
3.1% |
0.0034 |
0.4% |
13% |
False |
True |
63 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0030 |
0.4% |
31% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8139 |
2.618 |
0.8022 |
1.618 |
0.7951 |
1.000 |
0.7907 |
0.618 |
0.7879 |
HIGH |
0.7835 |
0.618 |
0.7808 |
0.500 |
0.7799 |
0.382 |
0.7791 |
LOW |
0.7764 |
0.618 |
0.7719 |
1.000 |
0.7692 |
1.618 |
0.7648 |
2.618 |
0.7576 |
4.250 |
0.7460 |
|
|
Fisher Pivots for day following 24-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7799 |
0.7820 |
PP |
0.7798 |
0.7811 |
S1 |
0.7796 |
0.7803 |
|