CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 07-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2022 |
07-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7865 |
0.7861 |
-0.0005 |
-0.1% |
0.7827 |
| High |
0.7884 |
0.7875 |
-0.0009 |
-0.1% |
0.7916 |
| Low |
0.7813 |
0.7807 |
-0.0006 |
-0.1% |
0.7813 |
| Close |
0.7844 |
0.7807 |
-0.0037 |
-0.5% |
0.7844 |
| Range |
0.0071 |
0.0068 |
-0.0003 |
-4.2% |
0.0104 |
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.7% |
0.0000 |
| Volume |
175 |
632 |
457 |
261.1% |
636 |
|
| Daily Pivots for day following 07-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8034 |
0.7988 |
0.7844 |
|
| R3 |
0.7966 |
0.7920 |
0.7826 |
|
| R2 |
0.7898 |
0.7898 |
0.7819 |
|
| R1 |
0.7852 |
0.7852 |
0.7813 |
0.7841 |
| PP |
0.7830 |
0.7830 |
0.7830 |
0.7824 |
| S1 |
0.7784 |
0.7784 |
0.7801 |
0.7773 |
| S2 |
0.7762 |
0.7762 |
0.7795 |
|
| S3 |
0.7694 |
0.7716 |
0.7788 |
|
| S4 |
0.7626 |
0.7648 |
0.7770 |
|
|
| 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 |
0.7807 |
0.0109 |
1.4% |
0.0054 |
0.7% |
0% |
False |
True |
227 |
| 10 |
0.7916 |
0.7764 |
0.0153 |
2.0% |
0.0055 |
0.7% |
29% |
False |
False |
198 |
| 20 |
0.7916 |
0.7764 |
0.0153 |
2.0% |
0.0043 |
0.5% |
29% |
False |
False |
135 |
| 40 |
0.8003 |
0.7764 |
0.0240 |
3.1% |
0.0040 |
0.5% |
18% |
False |
False |
92 |
| 60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0034 |
0.4% |
36% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8164 |
|
2.618 |
0.8053 |
|
1.618 |
0.7985 |
|
1.000 |
0.7943 |
|
0.618 |
0.7917 |
|
HIGH |
0.7875 |
|
0.618 |
0.7849 |
|
0.500 |
0.7841 |
|
0.382 |
0.7833 |
|
LOW |
0.7807 |
|
0.618 |
0.7765 |
|
1.000 |
0.7739 |
|
1.618 |
0.7697 |
|
2.618 |
0.7629 |
|
4.250 |
0.7518 |
|
|
| Fisher Pivots for day following 07-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7841 |
0.7862 |
| PP |
0.7830 |
0.7843 |
| S1 |
0.7818 |
0.7825 |
|