CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 13-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.7955 |
0.7995 |
0.0041 |
0.5% |
0.7909 |
High |
0.8002 |
0.8029 |
0.0027 |
0.3% |
0.7916 |
Low |
0.7948 |
0.7986 |
0.0038 |
0.5% |
0.7803 |
Close |
0.7999 |
0.8006 |
0.0008 |
0.1% |
0.7914 |
Range |
0.0054 |
0.0043 |
-0.0011 |
-19.6% |
0.0113 |
ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
81,196 |
65,859 |
-15,337 |
-18.9% |
300,567 |
|
Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8136 |
0.8114 |
0.8030 |
|
R3 |
0.8093 |
0.8071 |
0.8018 |
|
R2 |
0.8050 |
0.8050 |
0.8014 |
|
R1 |
0.8028 |
0.8028 |
0.8010 |
0.8039 |
PP |
0.8007 |
0.8007 |
0.8007 |
0.8012 |
S1 |
0.7985 |
0.7985 |
0.8002 |
0.7996 |
S2 |
0.7964 |
0.7964 |
0.7998 |
|
S3 |
0.7921 |
0.7942 |
0.7994 |
|
S4 |
0.7878 |
0.7899 |
0.7982 |
|
|
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 |
0.8029 |
0.7854 |
0.0175 |
2.2% |
0.0057 |
0.7% |
87% |
True |
False |
67,315 |
10 |
0.8029 |
0.7803 |
0.0226 |
2.8% |
0.0063 |
0.8% |
90% |
True |
False |
64,835 |
20 |
0.8029 |
0.7713 |
0.0316 |
3.9% |
0.0054 |
0.7% |
93% |
True |
False |
58,728 |
40 |
0.8029 |
0.7713 |
0.0316 |
3.9% |
0.0053 |
0.7% |
93% |
True |
False |
42,696 |
60 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0050 |
0.6% |
69% |
False |
False |
28,539 |
80 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0050 |
0.6% |
69% |
False |
False |
21,434 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0051 |
0.6% |
69% |
False |
False |
17,160 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0049 |
0.6% |
69% |
False |
False |
14,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8211 |
2.618 |
0.8141 |
1.618 |
0.8098 |
1.000 |
0.8072 |
0.618 |
0.8055 |
HIGH |
0.8029 |
0.618 |
0.8012 |
0.500 |
0.8007 |
0.382 |
0.8002 |
LOW |
0.7986 |
0.618 |
0.7959 |
1.000 |
0.7943 |
1.618 |
0.7916 |
2.618 |
0.7873 |
4.250 |
0.7803 |
|
|
Fisher Pivots for day following 13-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8007 |
0.7990 |
PP |
0.8007 |
0.7974 |
S1 |
0.8006 |
0.7958 |
|