CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 03-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2022 |
03-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7875 |
0.7914 |
0.0039 |
0.5% |
0.7834 |
High |
0.7912 |
0.7916 |
0.0004 |
0.1% |
0.7877 |
Low |
0.7870 |
0.7877 |
0.0007 |
0.1% |
0.7764 |
Close |
0.7897 |
0.7877 |
-0.0020 |
-0.3% |
0.7859 |
Range |
0.0042 |
0.0039 |
-0.0003 |
-7.1% |
0.0113 |
ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
70 |
136 |
66 |
94.3% |
719 |
|
Daily Pivots for day following 03-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8007 |
0.7981 |
0.7898 |
|
R3 |
0.7968 |
0.7942 |
0.7888 |
|
R2 |
0.7929 |
0.7929 |
0.7884 |
|
R1 |
0.7903 |
0.7903 |
0.7881 |
0.7897 |
PP |
0.7890 |
0.7890 |
0.7890 |
0.7887 |
S1 |
0.7864 |
0.7864 |
0.7873 |
0.7858 |
S2 |
0.7851 |
0.7851 |
0.7870 |
|
S3 |
0.7812 |
0.7825 |
0.7866 |
|
S4 |
0.7773 |
0.7786 |
0.7856 |
|
|
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 |
0.7916 |
0.7793 |
0.0123 |
1.6% |
0.0052 |
0.7% |
68% |
True |
False |
104 |
10 |
0.7916 |
0.7764 |
0.0153 |
1.9% |
0.0047 |
0.6% |
74% |
True |
False |
126 |
20 |
0.7916 |
0.7764 |
0.0153 |
1.9% |
0.0040 |
0.5% |
74% |
True |
False |
99 |
40 |
0.8003 |
0.7764 |
0.0240 |
3.0% |
0.0038 |
0.5% |
47% |
False |
False |
73 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0032 |
0.4% |
59% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8082 |
2.618 |
0.8018 |
1.618 |
0.7979 |
1.000 |
0.7955 |
0.618 |
0.7940 |
HIGH |
0.7916 |
0.618 |
0.7901 |
0.500 |
0.7897 |
0.382 |
0.7892 |
LOW |
0.7877 |
0.618 |
0.7853 |
1.000 |
0.7838 |
1.618 |
0.7814 |
2.618 |
0.7775 |
4.250 |
0.7711 |
|
|
Fisher Pivots for day following 03-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7897 |
0.7877 |
PP |
0.7890 |
0.7876 |
S1 |
0.7884 |
0.7876 |
|