CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 01-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2022 |
01-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7827 |
0.7875 |
0.0049 |
0.6% |
0.7834 |
High |
0.7882 |
0.7886 |
0.0004 |
0.1% |
0.7877 |
Low |
0.7827 |
0.7835 |
0.0009 |
0.1% |
0.7764 |
Close |
0.7876 |
0.7837 |
-0.0039 |
-0.5% |
0.7859 |
Range |
0.0056 |
0.0051 |
-0.0005 |
-8.1% |
0.0113 |
ATR |
0.0046 |
0.0046 |
0.0000 |
0.8% |
0.0000 |
Volume |
132 |
123 |
-9 |
-6.8% |
719 |
|
Daily Pivots for day following 01-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8006 |
0.7972 |
0.7865 |
|
R3 |
0.7955 |
0.7921 |
0.7851 |
|
R2 |
0.7904 |
0.7904 |
0.7846 |
|
R1 |
0.7870 |
0.7870 |
0.7842 |
0.7862 |
PP |
0.7853 |
0.7853 |
0.7853 |
0.7848 |
S1 |
0.7819 |
0.7819 |
0.7832 |
0.7811 |
S2 |
0.7802 |
0.7802 |
0.7828 |
|
S3 |
0.7751 |
0.7768 |
0.7823 |
|
S4 |
0.7700 |
0.7717 |
0.7809 |
|
|
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 |
0.7886 |
0.7764 |
0.0123 |
1.6% |
0.0058 |
0.7% |
60% |
True |
False |
174 |
10 |
0.7886 |
0.7764 |
0.0123 |
1.6% |
0.0045 |
0.6% |
60% |
True |
False |
116 |
20 |
0.7905 |
0.7764 |
0.0142 |
1.8% |
0.0039 |
0.5% |
52% |
False |
False |
98 |
40 |
0.8003 |
0.7764 |
0.0240 |
3.1% |
0.0037 |
0.5% |
31% |
False |
False |
71 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0032 |
0.4% |
45% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8103 |
2.618 |
0.8020 |
1.618 |
0.7969 |
1.000 |
0.7937 |
0.618 |
0.7918 |
HIGH |
0.7886 |
0.618 |
0.7867 |
0.500 |
0.7861 |
0.382 |
0.7854 |
LOW |
0.7835 |
0.618 |
0.7803 |
1.000 |
0.7784 |
1.618 |
0.7752 |
2.618 |
0.7701 |
4.250 |
0.7618 |
|
|
Fisher Pivots for day following 01-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7861 |
0.7840 |
PP |
0.7853 |
0.7839 |
S1 |
0.7845 |
0.7838 |
|