CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 28-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7805 |
0.7827 |
0.0022 |
0.3% |
0.7834 |
High |
0.7867 |
0.7882 |
0.0016 |
0.2% |
0.7877 |
Low |
0.7793 |
0.7827 |
0.0034 |
0.4% |
0.7764 |
Close |
0.7859 |
0.7876 |
0.0017 |
0.2% |
0.7859 |
Range |
0.0074 |
0.0056 |
-0.0018 |
-24.5% |
0.0113 |
ATR |
0.0045 |
0.0046 |
0.0001 |
1.6% |
0.0000 |
Volume |
63 |
132 |
69 |
109.5% |
719 |
|
Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8028 |
0.8008 |
0.7907 |
|
R3 |
0.7973 |
0.7952 |
0.7891 |
|
R2 |
0.7917 |
0.7917 |
0.7886 |
|
R1 |
0.7897 |
0.7897 |
0.7881 |
0.7907 |
PP |
0.7862 |
0.7862 |
0.7862 |
0.7867 |
S1 |
0.7841 |
0.7841 |
0.7871 |
0.7851 |
S2 |
0.7806 |
0.7806 |
0.7866 |
|
S3 |
0.7751 |
0.7786 |
0.7861 |
|
S4 |
0.7695 |
0.7730 |
0.7845 |
|
|
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 |
0.7882 |
0.7764 |
0.0119 |
1.5% |
0.0055 |
0.7% |
95% |
True |
False |
170 |
10 |
0.7882 |
0.7764 |
0.0119 |
1.5% |
0.0042 |
0.5% |
95% |
True |
False |
105 |
20 |
0.7905 |
0.7764 |
0.0142 |
1.8% |
0.0039 |
0.5% |
80% |
False |
False |
97 |
40 |
0.8003 |
0.7764 |
0.0240 |
3.0% |
0.0037 |
0.5% |
47% |
False |
False |
68 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0031 |
0.4% |
58% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8118 |
2.618 |
0.8027 |
1.618 |
0.7972 |
1.000 |
0.7938 |
0.618 |
0.7916 |
HIGH |
0.7882 |
0.618 |
0.7861 |
0.500 |
0.7854 |
0.382 |
0.7848 |
LOW |
0.7827 |
0.618 |
0.7792 |
1.000 |
0.7771 |
1.618 |
0.7737 |
2.618 |
0.7681 |
4.250 |
0.7591 |
|
|
Fisher Pivots for day following 28-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7869 |
0.7858 |
PP |
0.7862 |
0.7841 |
S1 |
0.7854 |
0.7823 |
|