CME Canadian Dollar Future September 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 |
0.7840 |
0.7802 |
-0.0038 |
-0.5% |
0.7831 |
| High |
0.7870 |
0.7803 |
-0.0067 |
-0.9% |
0.7917 |
| Low |
0.7805 |
0.7755 |
-0.0051 |
-0.6% |
0.7819 |
| Close |
0.7810 |
0.7758 |
-0.0052 |
-0.7% |
0.7848 |
| Range |
0.0065 |
0.0049 |
-0.0017 |
-25.4% |
0.0099 |
| ATR |
0.0048 |
0.0048 |
0.0001 |
1.1% |
0.0000 |
| Volume |
359 |
128 |
-231 |
-64.3% |
579 |
|
| Daily Pivots for day following 08-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7917 |
0.7886 |
0.7784 |
|
| R3 |
0.7869 |
0.7837 |
0.7771 |
|
| R2 |
0.7820 |
0.7820 |
0.7766 |
|
| R1 |
0.7789 |
0.7789 |
0.7762 |
0.7780 |
| PP |
0.7772 |
0.7772 |
0.7772 |
0.7767 |
| S1 |
0.7740 |
0.7740 |
0.7753 |
0.7732 |
| S2 |
0.7723 |
0.7723 |
0.7749 |
|
| S3 |
0.7675 |
0.7692 |
0.7744 |
|
| S4 |
0.7626 |
0.7643 |
0.7731 |
|
|
| Weekly Pivots for week ending 04-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8157 |
0.8101 |
0.7902 |
|
| R3 |
0.8058 |
0.8002 |
0.7875 |
|
| R2 |
0.7960 |
0.7960 |
0.7866 |
|
| R1 |
0.7904 |
0.7904 |
0.7857 |
0.7932 |
| PP |
0.7861 |
0.7861 |
0.7861 |
0.7875 |
| S1 |
0.7805 |
0.7805 |
0.7838 |
0.7833 |
| S2 |
0.7763 |
0.7763 |
0.7829 |
|
| S3 |
0.7664 |
0.7707 |
0.7820 |
|
| S4 |
0.7566 |
0.7608 |
0.7793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7917 |
0.7755 |
0.0163 |
2.1% |
0.0052 |
0.7% |
2% |
False |
True |
156 |
| 10 |
0.7917 |
0.7755 |
0.0163 |
2.1% |
0.0051 |
0.7% |
2% |
False |
True |
138 |
| 20 |
0.7917 |
0.7755 |
0.0163 |
2.1% |
0.0039 |
0.5% |
2% |
False |
True |
83 |
| 40 |
0.8009 |
0.7755 |
0.0255 |
3.3% |
0.0035 |
0.4% |
1% |
False |
True |
56 |
| 60 |
0.8009 |
0.7709 |
0.0301 |
3.9% |
0.0028 |
0.4% |
16% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8009 |
|
2.618 |
0.7930 |
|
1.618 |
0.7881 |
|
1.000 |
0.7852 |
|
0.618 |
0.7833 |
|
HIGH |
0.7803 |
|
0.618 |
0.7784 |
|
0.500 |
0.7779 |
|
0.382 |
0.7773 |
|
LOW |
0.7755 |
|
0.618 |
0.7725 |
|
1.000 |
0.7706 |
|
1.618 |
0.7676 |
|
2.618 |
0.7628 |
|
4.250 |
0.7548 |
|
|
| Fisher Pivots for day following 08-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7779 |
0.7821 |
| PP |
0.7772 |
0.7800 |
| S1 |
0.7765 |
0.7779 |
|