CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7806 |
0.7842 |
0.0036 |
0.5% |
0.7835 |
| High |
0.7876 |
0.7900 |
0.0025 |
0.3% |
0.7884 |
| Low |
0.7800 |
0.7808 |
0.0009 |
0.1% |
0.7765 |
| Close |
0.7866 |
0.7884 |
0.0018 |
0.2% |
0.7866 |
| Range |
0.0076 |
0.0092 |
0.0016 |
21.1% |
0.0119 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
5.7% |
0.0000 |
| Volume |
2,994 |
2,546 |
-448 |
-15.0% |
8,586 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8140 |
0.8104 |
0.7934 |
|
| R3 |
0.8048 |
0.8012 |
0.7909 |
|
| R2 |
0.7956 |
0.7956 |
0.7900 |
|
| R1 |
0.7920 |
0.7920 |
0.7892 |
0.7938 |
| PP |
0.7864 |
0.7864 |
0.7864 |
0.7873 |
| S1 |
0.7828 |
0.7828 |
0.7875 |
0.7846 |
| S2 |
0.7772 |
0.7772 |
0.7867 |
|
| S3 |
0.7680 |
0.7736 |
0.7858 |
|
| S4 |
0.7588 |
0.7644 |
0.7833 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8195 |
0.8149 |
0.7931 |
|
| R3 |
0.8076 |
0.8030 |
0.7898 |
|
| R2 |
0.7957 |
0.7957 |
0.7887 |
|
| R1 |
0.7911 |
0.7911 |
0.7876 |
0.7934 |
| PP |
0.7838 |
0.7838 |
0.7838 |
0.7849 |
| S1 |
0.7792 |
0.7792 |
0.7855 |
0.7815 |
| S2 |
0.7719 |
0.7719 |
0.7844 |
|
| S3 |
0.7600 |
0.7673 |
0.7833 |
|
| S4 |
0.7481 |
0.7554 |
0.7800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7900 |
0.7765 |
0.0136 |
1.7% |
0.0069 |
0.9% |
88% |
True |
False |
2,226 |
| 10 |
0.7900 |
0.7765 |
0.0136 |
1.7% |
0.0054 |
0.7% |
88% |
True |
False |
1,507 |
| 20 |
0.7913 |
0.7765 |
0.0148 |
1.9% |
0.0049 |
0.6% |
80% |
False |
False |
938 |
| 40 |
0.8025 |
0.7765 |
0.0260 |
3.3% |
0.0051 |
0.6% |
46% |
False |
False |
619 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0046 |
0.6% |
54% |
False |
False |
528 |
| 80 |
0.8057 |
0.7719 |
0.0339 |
4.3% |
0.0043 |
0.6% |
49% |
False |
False |
417 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0039 |
0.5% |
42% |
False |
False |
344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8291 |
|
2.618 |
0.8141 |
|
1.618 |
0.8049 |
|
1.000 |
0.7992 |
|
0.618 |
0.7957 |
|
HIGH |
0.7900 |
|
0.618 |
0.7865 |
|
0.500 |
0.7854 |
|
0.382 |
0.7843 |
|
LOW |
0.7808 |
|
0.618 |
0.7751 |
|
1.000 |
0.7716 |
|
1.618 |
0.7659 |
|
2.618 |
0.7567 |
|
4.250 |
0.7417 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7874 |
0.7866 |
| PP |
0.7864 |
0.7849 |
| S1 |
0.7854 |
0.7832 |
|