CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 25-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.7947 |
0.7909 |
-0.0038 |
-0.5% |
0.7968 |
High |
0.7963 |
0.7936 |
-0.0027 |
-0.3% |
0.8032 |
Low |
0.7871 |
0.7891 |
0.0021 |
0.3% |
0.7942 |
Close |
0.7905 |
0.7935 |
0.0030 |
0.4% |
0.7952 |
Range |
0.0093 |
0.0045 |
-0.0048 |
-51.4% |
0.0090 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
101,502 |
81,165 |
-20,337 |
-20.0% |
327,041 |
|
Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8056 |
0.8040 |
0.7960 |
|
R3 |
0.8011 |
0.7995 |
0.7947 |
|
R2 |
0.7966 |
0.7966 |
0.7943 |
|
R1 |
0.7950 |
0.7950 |
0.7939 |
0.7958 |
PP |
0.7921 |
0.7921 |
0.7921 |
0.7925 |
S1 |
0.7905 |
0.7905 |
0.7931 |
0.7913 |
S2 |
0.7876 |
0.7876 |
0.7927 |
|
S3 |
0.7831 |
0.7860 |
0.7923 |
|
S4 |
0.7786 |
0.7815 |
0.7910 |
|
|
Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8245 |
0.8188 |
0.8001 |
|
R3 |
0.8155 |
0.8098 |
0.7976 |
|
R2 |
0.8065 |
0.8065 |
0.7968 |
|
R1 |
0.8008 |
0.8008 |
0.7960 |
0.7992 |
PP |
0.7975 |
0.7975 |
0.7975 |
0.7967 |
S1 |
0.7918 |
0.7918 |
0.7943 |
0.7902 |
S2 |
0.7885 |
0.7885 |
0.7935 |
|
S3 |
0.7795 |
0.7828 |
0.7927 |
|
S4 |
0.7705 |
0.7738 |
0.7902 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8032 |
0.7871 |
0.0162 |
2.0% |
0.0057 |
0.7% |
40% |
False |
False |
80,441 |
10 |
0.8032 |
0.7871 |
0.0162 |
2.0% |
0.0056 |
0.7% |
40% |
False |
False |
80,356 |
20 |
0.8032 |
0.7791 |
0.0242 |
3.0% |
0.0057 |
0.7% |
60% |
False |
False |
67,583 |
40 |
0.8032 |
0.7713 |
0.0319 |
4.0% |
0.0055 |
0.7% |
70% |
False |
False |
57,245 |
60 |
0.8109 |
0.7713 |
0.0396 |
5.0% |
0.0051 |
0.6% |
56% |
False |
False |
38,301 |
80 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0049 |
0.6% |
52% |
False |
False |
28,759 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0051 |
0.6% |
52% |
False |
False |
23,023 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.3% |
0.0050 |
0.6% |
52% |
False |
False |
19,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8127 |
2.618 |
0.8054 |
1.618 |
0.8009 |
1.000 |
0.7981 |
0.618 |
0.7964 |
HIGH |
0.7936 |
0.618 |
0.7919 |
0.500 |
0.7914 |
0.382 |
0.7908 |
LOW |
0.7891 |
0.618 |
0.7863 |
1.000 |
0.7846 |
1.618 |
0.7818 |
2.618 |
0.7773 |
4.250 |
0.7700 |
|
|
Fisher Pivots for day following 25-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7928 |
0.7935 |
PP |
0.7921 |
0.7935 |
S1 |
0.7914 |
0.7935 |
|