CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 14-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.7995 |
0.7991 |
-0.0005 |
-0.1% |
0.7907 |
High |
0.8029 |
0.8017 |
-0.0012 |
-0.1% |
0.8029 |
Low |
0.7986 |
0.7954 |
-0.0032 |
-0.4% |
0.7874 |
Close |
0.8006 |
0.7959 |
-0.0047 |
-0.6% |
0.7959 |
Range |
0.0043 |
0.0064 |
0.0021 |
47.7% |
0.0155 |
ATR |
0.0055 |
0.0055 |
0.0001 |
1.1% |
0.0000 |
Volume |
65,859 |
76,906 |
11,047 |
16.8% |
352,054 |
|
Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8167 |
0.8127 |
0.7994 |
|
R3 |
0.8104 |
0.8063 |
0.7976 |
|
R2 |
0.8040 |
0.8040 |
0.7971 |
|
R1 |
0.8000 |
0.8000 |
0.7965 |
0.7988 |
PP |
0.7977 |
0.7977 |
0.7977 |
0.7971 |
S1 |
0.7936 |
0.7936 |
0.7953 |
0.7925 |
S2 |
0.7913 |
0.7913 |
0.7947 |
|
S3 |
0.7850 |
0.7873 |
0.7942 |
|
S4 |
0.7786 |
0.7809 |
0.7924 |
|
|
Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8417 |
0.8343 |
0.8044 |
|
R3 |
0.8263 |
0.8188 |
0.8001 |
|
R2 |
0.8108 |
0.8108 |
0.7987 |
|
R1 |
0.8034 |
0.8034 |
0.7973 |
0.8071 |
PP |
0.7954 |
0.7954 |
0.7954 |
0.7973 |
S1 |
0.7879 |
0.7879 |
0.7945 |
0.7917 |
S2 |
0.7799 |
0.7799 |
0.7931 |
|
S3 |
0.7645 |
0.7725 |
0.7917 |
|
S4 |
0.7490 |
0.7570 |
0.7874 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8029 |
0.7874 |
0.0155 |
1.9% |
0.0057 |
0.7% |
55% |
False |
False |
70,410 |
10 |
0.8029 |
0.7803 |
0.0226 |
2.8% |
0.0061 |
0.8% |
69% |
False |
False |
65,262 |
20 |
0.8029 |
0.7713 |
0.0316 |
4.0% |
0.0054 |
0.7% |
78% |
False |
False |
58,323 |
40 |
0.8029 |
0.7713 |
0.0316 |
4.0% |
0.0054 |
0.7% |
78% |
False |
False |
44,612 |
60 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0050 |
0.6% |
58% |
False |
False |
29,819 |
80 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0050 |
0.6% |
58% |
False |
False |
22,394 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0051 |
0.6% |
58% |
False |
False |
17,929 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0049 |
0.6% |
58% |
False |
False |
14,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8287 |
2.618 |
0.8183 |
1.618 |
0.8120 |
1.000 |
0.8081 |
0.618 |
0.8056 |
HIGH |
0.8017 |
0.618 |
0.7993 |
0.500 |
0.7985 |
0.382 |
0.7978 |
LOW |
0.7954 |
0.618 |
0.7914 |
1.000 |
0.7890 |
1.618 |
0.7851 |
2.618 |
0.7787 |
4.250 |
0.7684 |
|
|
Fisher Pivots for day following 14-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7985 |
0.7988 |
PP |
0.7977 |
0.7979 |
S1 |
0.7968 |
0.7969 |
|