CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 19-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.7968 |
0.7993 |
0.0026 |
0.3% |
0.7907 |
High |
0.8007 |
0.8032 |
0.0025 |
0.3% |
0.8029 |
Low |
0.7958 |
0.7982 |
0.0025 |
0.3% |
0.7874 |
Close |
0.7995 |
0.8006 |
0.0011 |
0.1% |
0.7959 |
Range |
0.0050 |
0.0050 |
0.0001 |
1.0% |
0.0155 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.6% |
0.0000 |
Volume |
107,503 |
73,026 |
-34,477 |
-32.1% |
352,054 |
|
Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8157 |
0.8131 |
0.8033 |
|
R3 |
0.8107 |
0.8081 |
0.8019 |
|
R2 |
0.8057 |
0.8057 |
0.8015 |
|
R1 |
0.8031 |
0.8031 |
0.8010 |
0.8044 |
PP |
0.8007 |
0.8007 |
0.8007 |
0.8013 |
S1 |
0.7981 |
0.7981 |
0.8001 |
0.7994 |
S2 |
0.7957 |
0.7957 |
0.7996 |
|
S3 |
0.7907 |
0.7931 |
0.7992 |
|
S4 |
0.7857 |
0.7881 |
0.7978 |
|
|
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 |
0.8032 |
0.7948 |
0.0084 |
1.0% |
0.0052 |
0.6% |
68% |
True |
False |
80,898 |
10 |
0.8032 |
0.7803 |
0.0230 |
2.9% |
0.0056 |
0.7% |
88% |
True |
False |
71,959 |
20 |
0.8032 |
0.7724 |
0.0309 |
3.9% |
0.0053 |
0.7% |
91% |
True |
False |
60,494 |
40 |
0.8032 |
0.7713 |
0.0319 |
4.0% |
0.0054 |
0.7% |
92% |
True |
False |
49,102 |
60 |
0.8127 |
0.7713 |
0.0414 |
5.2% |
0.0050 |
0.6% |
71% |
False |
False |
32,823 |
80 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0049 |
0.6% |
69% |
False |
False |
24,649 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0051 |
0.6% |
69% |
False |
False |
19,734 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0049 |
0.6% |
69% |
False |
False |
16,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8245 |
2.618 |
0.8163 |
1.618 |
0.8113 |
1.000 |
0.8082 |
0.618 |
0.8063 |
HIGH |
0.8032 |
0.618 |
0.8013 |
0.500 |
0.8007 |
0.382 |
0.8001 |
LOW |
0.7982 |
0.618 |
0.7951 |
1.000 |
0.7932 |
1.618 |
0.7901 |
2.618 |
0.7851 |
4.250 |
0.7770 |
|
|
Fisher Pivots for day following 19-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8007 |
0.8001 |
PP |
0.8007 |
0.7997 |
S1 |
0.8006 |
0.7993 |
|