CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7909 |
0.7917 |
0.0008 |
0.1% |
0.7968 |
| High |
0.7936 |
0.7966 |
0.0030 |
0.4% |
0.8032 |
| Low |
0.7891 |
0.7880 |
-0.0011 |
-0.1% |
0.7942 |
| Close |
0.7935 |
0.7900 |
-0.0035 |
-0.4% |
0.7952 |
| Range |
0.0045 |
0.0086 |
0.0041 |
90.0% |
0.0090 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.6% |
0.0000 |
| Volume |
81,165 |
120,488 |
39,323 |
48.4% |
327,041 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8172 |
0.8121 |
0.7947 |
|
| R3 |
0.8086 |
0.8036 |
0.7924 |
|
| R2 |
0.8001 |
0.8001 |
0.7916 |
|
| R1 |
0.7950 |
0.7950 |
0.7908 |
0.7933 |
| PP |
0.7915 |
0.7915 |
0.7915 |
0.7906 |
| S1 |
0.7865 |
0.7865 |
0.7892 |
0.7847 |
| S2 |
0.7830 |
0.7830 |
0.7884 |
|
| S3 |
0.7744 |
0.7779 |
0.7876 |
|
| S4 |
0.7659 |
0.7694 |
0.7853 |
|
|
| 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 |
0.8028 |
0.7871 |
0.0157 |
2.0% |
0.0064 |
0.8% |
19% |
False |
False |
89,933 |
| 10 |
0.8032 |
0.7871 |
0.0162 |
2.0% |
0.0058 |
0.7% |
18% |
False |
False |
85,415 |
| 20 |
0.8032 |
0.7791 |
0.0242 |
3.1% |
0.0059 |
0.8% |
45% |
False |
False |
72,287 |
| 40 |
0.8032 |
0.7713 |
0.0319 |
4.0% |
0.0056 |
0.7% |
59% |
False |
False |
60,185 |
| 60 |
0.8092 |
0.7713 |
0.0379 |
4.8% |
0.0052 |
0.7% |
49% |
False |
False |
40,307 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
44% |
False |
False |
30,262 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
44% |
False |
False |
24,228 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
44% |
False |
False |
20,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8329 |
|
2.618 |
0.8189 |
|
1.618 |
0.8104 |
|
1.000 |
0.8051 |
|
0.618 |
0.8018 |
|
HIGH |
0.7966 |
|
0.618 |
0.7933 |
|
0.500 |
0.7923 |
|
0.382 |
0.7913 |
|
LOW |
0.7880 |
|
0.618 |
0.7827 |
|
1.000 |
0.7795 |
|
1.618 |
0.7742 |
|
2.618 |
0.7656 |
|
4.250 |
0.7517 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7923 |
0.7918 |
| PP |
0.7915 |
0.7912 |
| S1 |
0.7908 |
0.7906 |
|