CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 02-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2022 |
02-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7889 |
0.7879 |
-0.0011 |
-0.1% |
0.7855 |
| High |
0.7895 |
0.7916 |
0.0021 |
0.3% |
0.7870 |
| Low |
0.7844 |
0.7879 |
0.0035 |
0.4% |
0.7778 |
| Close |
0.7844 |
0.7900 |
0.0056 |
0.7% |
0.7863 |
| Range |
0.0051 |
0.0037 |
-0.0014 |
-27.5% |
0.0092 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.7% |
0.0000 |
| Volume |
132 |
46 |
-86 |
-65.2% |
325 |
|
| Daily Pivots for day following 02-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8009 |
0.7991 |
0.7920 |
|
| R3 |
0.7972 |
0.7954 |
0.7910 |
|
| R2 |
0.7935 |
0.7935 |
0.7906 |
|
| R1 |
0.7917 |
0.7917 |
0.7903 |
0.7926 |
| PP |
0.7898 |
0.7898 |
0.7898 |
0.7902 |
| S1 |
0.7880 |
0.7880 |
0.7896 |
0.7889 |
| S2 |
0.7861 |
0.7861 |
0.7893 |
|
| S3 |
0.7824 |
0.7843 |
0.7889 |
|
| S4 |
0.7787 |
0.7806 |
0.7879 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8111 |
0.8078 |
0.7913 |
|
| R3 |
0.8020 |
0.7987 |
0.7888 |
|
| R2 |
0.7928 |
0.7928 |
0.7879 |
|
| R1 |
0.7895 |
0.7895 |
0.7871 |
0.7912 |
| PP |
0.7837 |
0.7837 |
0.7837 |
0.7845 |
| S1 |
0.7804 |
0.7804 |
0.7854 |
0.7820 |
| S2 |
0.7745 |
0.7745 |
0.7846 |
|
| S3 |
0.7654 |
0.7712 |
0.7837 |
|
| S4 |
0.7562 |
0.7621 |
0.7812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7916 |
0.7778 |
0.0138 |
1.7% |
0.0055 |
0.7% |
88% |
True |
False |
125 |
| 10 |
0.7916 |
0.7778 |
0.0138 |
1.7% |
0.0040 |
0.5% |
88% |
True |
False |
72 |
| 20 |
0.7916 |
0.7778 |
0.0138 |
1.7% |
0.0035 |
0.4% |
88% |
True |
False |
51 |
| 40 |
0.8009 |
0.7778 |
0.0231 |
2.9% |
0.0031 |
0.4% |
53% |
False |
False |
38 |
| 60 |
0.8009 |
0.7709 |
0.0301 |
3.8% |
0.0025 |
0.3% |
64% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8073 |
|
2.618 |
0.8012 |
|
1.618 |
0.7975 |
|
1.000 |
0.7953 |
|
0.618 |
0.7938 |
|
HIGH |
0.7916 |
|
0.618 |
0.7901 |
|
0.500 |
0.7897 |
|
0.382 |
0.7893 |
|
LOW |
0.7879 |
|
0.618 |
0.7856 |
|
1.000 |
0.7842 |
|
1.618 |
0.7819 |
|
2.618 |
0.7782 |
|
4.250 |
0.7721 |
|
|
| Fisher Pivots for day following 02-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7899 |
0.7891 |
| PP |
0.7898 |
0.7882 |
| S1 |
0.7897 |
0.7873 |
|