CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 25-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7835 |
0.7805 |
-0.0030 |
-0.4% |
0.7834 |
High |
0.7835 |
0.7867 |
0.0032 |
0.4% |
0.7877 |
Low |
0.7764 |
0.7793 |
0.0030 |
0.4% |
0.7764 |
Close |
0.7794 |
0.7859 |
0.0065 |
0.8% |
0.7859 |
Range |
0.0072 |
0.0074 |
0.0002 |
2.8% |
0.0113 |
ATR |
0.0043 |
0.0045 |
0.0002 |
5.0% |
0.0000 |
Volume |
412 |
63 |
-349 |
-84.7% |
719 |
|
Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8060 |
0.8033 |
0.7899 |
|
R3 |
0.7987 |
0.7960 |
0.7879 |
|
R2 |
0.7913 |
0.7913 |
0.7872 |
|
R1 |
0.7886 |
0.7886 |
0.7866 |
0.7900 |
PP |
0.7840 |
0.7840 |
0.7840 |
0.7846 |
S1 |
0.7813 |
0.7813 |
0.7852 |
0.7826 |
S2 |
0.7766 |
0.7766 |
0.7846 |
|
S3 |
0.7693 |
0.7739 |
0.7839 |
|
S4 |
0.7619 |
0.7666 |
0.7819 |
|
|
Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8172 |
0.8129 |
0.7921 |
|
R3 |
0.8059 |
0.8016 |
0.7890 |
|
R2 |
0.7946 |
0.7946 |
0.7880 |
|
R1 |
0.7903 |
0.7903 |
0.7869 |
0.7924 |
PP |
0.7833 |
0.7833 |
0.7833 |
0.7844 |
S1 |
0.7790 |
0.7790 |
0.7849 |
0.7811 |
S2 |
0.7720 |
0.7720 |
0.7838 |
|
S3 |
0.7607 |
0.7677 |
0.7828 |
|
S4 |
0.7494 |
0.7564 |
0.7797 |
|
|
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% |
0.0054 |
0.7% |
82% |
False |
False |
155 |
10 |
0.7888 |
0.7764 |
0.0125 |
1.6% |
0.0041 |
0.5% |
77% |
False |
False |
95 |
20 |
0.7905 |
0.7764 |
0.0142 |
1.8% |
0.0038 |
0.5% |
67% |
False |
False |
98 |
40 |
0.8003 |
0.7764 |
0.0240 |
3.0% |
0.0036 |
0.5% |
40% |
False |
False |
65 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0031 |
0.4% |
53% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8179 |
2.618 |
0.8059 |
1.618 |
0.7985 |
1.000 |
0.7940 |
0.618 |
0.7912 |
HIGH |
0.7867 |
0.618 |
0.7838 |
0.500 |
0.7830 |
0.382 |
0.7821 |
LOW |
0.7793 |
0.618 |
0.7748 |
1.000 |
0.7720 |
1.618 |
0.7674 |
2.618 |
0.7601 |
4.250 |
0.7481 |
|
|
Fisher Pivots for day following 25-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7849 |
0.7846 |
PP |
0.7840 |
0.7833 |
S1 |
0.7830 |
0.7820 |
|