CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 02-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7875 |
0.7875 |
0.0000 |
0.0% |
0.7834 |
High |
0.7886 |
0.7912 |
0.0026 |
0.3% |
0.7877 |
Low |
0.7835 |
0.7870 |
0.0035 |
0.4% |
0.7764 |
Close |
0.7837 |
0.7897 |
0.0060 |
0.8% |
0.7859 |
Range |
0.0051 |
0.0042 |
-0.0009 |
-17.6% |
0.0113 |
ATR |
0.0046 |
0.0048 |
0.0002 |
4.4% |
0.0000 |
Volume |
123 |
70 |
-53 |
-43.1% |
719 |
|
Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8019 |
0.8000 |
0.7920 |
|
R3 |
0.7977 |
0.7958 |
0.7909 |
|
R2 |
0.7935 |
0.7935 |
0.7905 |
|
R1 |
0.7916 |
0.7916 |
0.7901 |
0.7926 |
PP |
0.7893 |
0.7893 |
0.7893 |
0.7898 |
S1 |
0.7874 |
0.7874 |
0.7893 |
0.7884 |
S2 |
0.7851 |
0.7851 |
0.7889 |
|
S3 |
0.7809 |
0.7832 |
0.7885 |
|
S4 |
0.7767 |
0.7790 |
0.7874 |
|
|
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 |
0.7912 |
0.7764 |
0.0149 |
1.9% |
0.0059 |
0.7% |
90% |
True |
False |
160 |
10 |
0.7912 |
0.7764 |
0.0149 |
1.9% |
0.0045 |
0.6% |
90% |
True |
False |
115 |
20 |
0.7912 |
0.7764 |
0.0149 |
1.9% |
0.0040 |
0.5% |
90% |
True |
False |
97 |
40 |
0.8003 |
0.7764 |
0.0240 |
3.0% |
0.0038 |
0.5% |
56% |
False |
False |
72 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.8% |
0.0032 |
0.4% |
65% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8091 |
2.618 |
0.8022 |
1.618 |
0.7980 |
1.000 |
0.7954 |
0.618 |
0.7938 |
HIGH |
0.7912 |
0.618 |
0.7896 |
0.500 |
0.7891 |
0.382 |
0.7886 |
LOW |
0.7870 |
0.618 |
0.7844 |
1.000 |
0.7828 |
1.618 |
0.7802 |
2.618 |
0.7760 |
4.250 |
0.7692 |
|
|
Fisher Pivots for day following 02-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7895 |
0.7888 |
PP |
0.7893 |
0.7879 |
S1 |
0.7891 |
0.7869 |
|