CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7889 |
0.7955 |
0.0066 |
0.8% |
0.7909 |
| High |
0.7957 |
0.8002 |
0.0045 |
0.6% |
0.7916 |
| Low |
0.7887 |
0.7948 |
0.0061 |
0.8% |
0.7803 |
| Close |
0.7947 |
0.7999 |
0.0052 |
0.7% |
0.7914 |
| Range |
0.0070 |
0.0054 |
-0.0016 |
-23.0% |
0.0113 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
69,897 |
81,196 |
11,299 |
16.2% |
300,567 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8124 |
0.8028 |
|
| R3 |
0.8090 |
0.8071 |
0.8013 |
|
| R2 |
0.8036 |
0.8036 |
0.8008 |
|
| R1 |
0.8017 |
0.8017 |
0.8003 |
0.8027 |
| PP |
0.7983 |
0.7983 |
0.7983 |
0.7987 |
| S1 |
0.7964 |
0.7964 |
0.7994 |
0.7973 |
| S2 |
0.7929 |
0.7929 |
0.7989 |
|
| S3 |
0.7876 |
0.7910 |
0.7984 |
|
| S4 |
0.7822 |
0.7857 |
0.7969 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8216 |
0.8178 |
0.7976 |
|
| R3 |
0.8103 |
0.8065 |
0.7945 |
|
| R2 |
0.7990 |
0.7990 |
0.7935 |
|
| R1 |
0.7952 |
0.7952 |
0.7924 |
0.7971 |
| PP |
0.7877 |
0.7877 |
0.7877 |
0.7887 |
| S1 |
0.7839 |
0.7839 |
0.7904 |
0.7858 |
| S2 |
0.7764 |
0.7764 |
0.7893 |
|
| S3 |
0.7651 |
0.7726 |
0.7883 |
|
| S4 |
0.7538 |
0.7613 |
0.7852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8002 |
0.7803 |
0.0199 |
2.5% |
0.0061 |
0.8% |
98% |
True |
False |
69,121 |
| 10 |
0.8002 |
0.7803 |
0.0199 |
2.5% |
0.0064 |
0.8% |
98% |
True |
False |
63,044 |
| 20 |
0.8002 |
0.7713 |
0.0289 |
3.6% |
0.0055 |
0.7% |
99% |
True |
False |
59,734 |
| 40 |
0.8002 |
0.7713 |
0.0289 |
3.6% |
0.0053 |
0.7% |
99% |
True |
False |
41,062 |
| 60 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0049 |
0.6% |
67% |
False |
False |
27,442 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0050 |
0.6% |
67% |
False |
False |
20,613 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0051 |
0.6% |
67% |
False |
False |
16,502 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0049 |
0.6% |
67% |
False |
False |
13,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8229 |
|
2.618 |
0.8142 |
|
1.618 |
0.8088 |
|
1.000 |
0.8055 |
|
0.618 |
0.8035 |
|
HIGH |
0.8002 |
|
0.618 |
0.7981 |
|
0.500 |
0.7975 |
|
0.382 |
0.7968 |
|
LOW |
0.7948 |
|
0.618 |
0.7915 |
|
1.000 |
0.7895 |
|
1.618 |
0.7861 |
|
2.618 |
0.7808 |
|
4.250 |
0.7721 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7991 |
0.7978 |
| PP |
0.7983 |
0.7958 |
| S1 |
0.7975 |
0.7938 |
|