CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 08-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2022 |
08-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7861 |
0.7809 |
-0.0052 |
-0.7% |
0.7827 |
| High |
0.7875 |
0.7811 |
-0.0065 |
-0.8% |
0.7916 |
| Low |
0.7807 |
0.7755 |
-0.0053 |
-0.7% |
0.7813 |
| Close |
0.7807 |
0.7756 |
-0.0051 |
-0.7% |
0.7844 |
| Range |
0.0068 |
0.0056 |
-0.0012 |
-17.6% |
0.0104 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.7% |
0.0000 |
| Volume |
632 |
366 |
-266 |
-42.1% |
636 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7942 |
0.7905 |
0.7787 |
|
| R3 |
0.7886 |
0.7849 |
0.7771 |
|
| R2 |
0.7830 |
0.7830 |
0.7766 |
|
| R1 |
0.7793 |
0.7793 |
0.7761 |
0.7783 |
| PP |
0.7774 |
0.7774 |
0.7774 |
0.7769 |
| S1 |
0.7737 |
0.7737 |
0.7751 |
0.7727 |
| S2 |
0.7718 |
0.7718 |
0.7746 |
|
| S3 |
0.7662 |
0.7681 |
0.7741 |
|
| S4 |
0.7606 |
0.7625 |
0.7725 |
|
|
| 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 |
0.7755 |
0.0162 |
2.1% |
0.0055 |
0.7% |
1% |
False |
True |
275 |
| 10 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0056 |
0.7% |
1% |
False |
True |
225 |
| 20 |
0.7916 |
0.7755 |
0.0162 |
2.1% |
0.0044 |
0.6% |
1% |
False |
True |
151 |
| 40 |
0.8003 |
0.7755 |
0.0249 |
3.2% |
0.0040 |
0.5% |
1% |
False |
True |
101 |
| 60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0035 |
0.5% |
19% |
False |
False |
80 |
| 80 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0033 |
0.4% |
19% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8049 |
|
2.618 |
0.7957 |
|
1.618 |
0.7901 |
|
1.000 |
0.7867 |
|
0.618 |
0.7845 |
|
HIGH |
0.7811 |
|
0.618 |
0.7789 |
|
0.500 |
0.7783 |
|
0.382 |
0.7776 |
|
LOW |
0.7755 |
|
0.618 |
0.7720 |
|
1.000 |
0.7699 |
|
1.618 |
0.7664 |
|
2.618 |
0.7608 |
|
4.250 |
0.7517 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7783 |
0.7819 |
| PP |
0.7774 |
0.7798 |
| S1 |
0.7765 |
0.7777 |
|