CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 25-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7855 |
0.7804 |
-0.0051 |
-0.6% |
0.7840 |
| High |
0.7856 |
0.7877 |
0.0021 |
0.3% |
0.7885 |
| Low |
0.7765 |
0.7799 |
0.0035 |
0.4% |
0.7765 |
| Close |
0.7803 |
0.7866 |
0.0063 |
0.8% |
0.7866 |
| Range |
0.0091 |
0.0078 |
-0.0014 |
-14.8% |
0.0121 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.2% |
0.0000 |
| Volume |
144,325 |
103,336 |
-40,989 |
-28.4% |
428,200 |
|
| Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8080 |
0.8050 |
0.7908 |
|
| R3 |
0.8002 |
0.7973 |
0.7887 |
|
| R2 |
0.7925 |
0.7925 |
0.7880 |
|
| R1 |
0.7895 |
0.7895 |
0.7873 |
0.7910 |
| PP |
0.7847 |
0.7847 |
0.7847 |
0.7854 |
| S1 |
0.7818 |
0.7818 |
0.7858 |
0.7832 |
| S2 |
0.7770 |
0.7770 |
0.7851 |
|
| S3 |
0.7692 |
0.7740 |
0.7844 |
|
| S4 |
0.7615 |
0.7663 |
0.7823 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8200 |
0.8153 |
0.7932 |
|
| R3 |
0.8079 |
0.8033 |
0.7899 |
|
| R2 |
0.7959 |
0.7959 |
0.7888 |
|
| R1 |
0.7912 |
0.7912 |
0.7877 |
0.7936 |
| PP |
0.7838 |
0.7838 |
0.7838 |
0.7850 |
| S1 |
0.7792 |
0.7792 |
0.7854 |
0.7815 |
| S2 |
0.7718 |
0.7718 |
0.7843 |
|
| S3 |
0.7597 |
0.7671 |
0.7832 |
|
| S4 |
0.7477 |
0.7551 |
0.7799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7890 |
0.7765 |
0.0126 |
1.6% |
0.0064 |
0.8% |
80% |
False |
False |
98,750 |
| 10 |
0.7896 |
0.7765 |
0.0132 |
1.7% |
0.0053 |
0.7% |
77% |
False |
False |
88,978 |
| 20 |
0.7913 |
0.7765 |
0.0149 |
1.9% |
0.0051 |
0.7% |
68% |
False |
False |
77,124 |
| 40 |
0.8032 |
0.7765 |
0.0268 |
3.4% |
0.0056 |
0.7% |
38% |
False |
False |
75,970 |
| 60 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0054 |
0.7% |
48% |
False |
False |
67,337 |
| 80 |
0.8082 |
0.7713 |
0.0369 |
4.7% |
0.0052 |
0.7% |
41% |
False |
False |
50,671 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
36% |
False |
False |
40,562 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
36% |
False |
False |
33,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8206 |
|
2.618 |
0.8079 |
|
1.618 |
0.8002 |
|
1.000 |
0.7954 |
|
0.618 |
0.7924 |
|
HIGH |
0.7877 |
|
0.618 |
0.7847 |
|
0.500 |
0.7838 |
|
0.382 |
0.7829 |
|
LOW |
0.7799 |
|
0.618 |
0.7751 |
|
1.000 |
0.7722 |
|
1.618 |
0.7674 |
|
2.618 |
0.7596 |
|
4.250 |
0.7470 |
|
|
| Fisher Pivots for day following 25-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7856 |
0.7852 |
| PP |
0.7847 |
0.7838 |
| S1 |
0.7838 |
0.7825 |
|