CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 04-Mar-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2022 |
04-Mar-2022 |
Change |
Change % |
Previous Week |
Open |
0.7914 |
0.7865 |
-0.0049 |
-0.6% |
0.7827 |
High |
0.7916 |
0.7884 |
-0.0033 |
-0.4% |
0.7916 |
Low |
0.7877 |
0.7813 |
-0.0065 |
-0.8% |
0.7813 |
Close |
0.7877 |
0.7844 |
-0.0033 |
-0.4% |
0.7844 |
Range |
0.0039 |
0.0071 |
0.0032 |
82.1% |
0.0104 |
ATR |
0.0048 |
0.0049 |
0.0002 |
3.5% |
0.0000 |
Volume |
136 |
175 |
39 |
28.7% |
636 |
|
Daily Pivots for day following 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8060 |
0.8023 |
0.7883 |
|
R3 |
0.7989 |
0.7952 |
0.7864 |
|
R2 |
0.7918 |
0.7918 |
0.7857 |
|
R1 |
0.7881 |
0.7881 |
0.7851 |
0.7864 |
PP |
0.7847 |
0.7847 |
0.7847 |
0.7838 |
S1 |
0.7810 |
0.7810 |
0.7837 |
0.7793 |
S2 |
0.7776 |
0.7776 |
0.7831 |
|
S3 |
0.7705 |
0.7739 |
0.7824 |
|
S4 |
0.7634 |
0.7668 |
0.7805 |
|
|
Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8168 |
0.8110 |
0.7901 |
|
R3 |
0.8065 |
0.8006 |
0.7872 |
|
R2 |
0.7961 |
0.7961 |
0.7863 |
|
R1 |
0.7903 |
0.7903 |
0.7853 |
0.7932 |
PP |
0.7858 |
0.7858 |
0.7858 |
0.7872 |
S1 |
0.7799 |
0.7799 |
0.7835 |
0.7828 |
S2 |
0.7754 |
0.7754 |
0.7825 |
|
S3 |
0.7651 |
0.7696 |
0.7816 |
|
S4 |
0.7547 |
0.7592 |
0.7787 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7916 |
0.7813 |
0.0104 |
1.3% |
0.0052 |
0.7% |
30% |
False |
True |
127 |
10 |
0.7916 |
0.7764 |
0.0153 |
1.9% |
0.0053 |
0.7% |
53% |
False |
False |
141 |
20 |
0.7916 |
0.7764 |
0.0153 |
1.9% |
0.0043 |
0.5% |
53% |
False |
False |
107 |
40 |
0.8003 |
0.7764 |
0.0240 |
3.1% |
0.0039 |
0.5% |
34% |
False |
False |
77 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0034 |
0.4% |
48% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8185 |
2.618 |
0.8069 |
1.618 |
0.7998 |
1.000 |
0.7955 |
0.618 |
0.7927 |
HIGH |
0.7884 |
0.618 |
0.7856 |
0.500 |
0.7848 |
0.382 |
0.7840 |
LOW |
0.7813 |
0.618 |
0.7769 |
1.000 |
0.7742 |
1.618 |
0.7698 |
2.618 |
0.7627 |
4.250 |
0.7511 |
|
|
Fisher Pivots for day following 04-Mar-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7848 |
0.7864 |
PP |
0.7847 |
0.7858 |
S1 |
0.7845 |
0.7851 |
|