CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7917 |
0.7895 |
-0.0022 |
-0.3% |
0.7968 |
| High |
0.7966 |
0.7904 |
-0.0062 |
-0.8% |
0.8032 |
| Low |
0.7880 |
0.7844 |
-0.0037 |
-0.5% |
0.7942 |
| Close |
0.7900 |
0.7846 |
-0.0055 |
-0.7% |
0.7952 |
| Range |
0.0086 |
0.0061 |
-0.0025 |
-29.2% |
0.0090 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.2% |
0.0000 |
| Volume |
120,488 |
92,918 |
-27,570 |
-22.9% |
327,041 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.8006 |
0.7879 |
|
| R3 |
0.7985 |
0.7946 |
0.7862 |
|
| R2 |
0.7925 |
0.7925 |
0.7857 |
|
| R1 |
0.7885 |
0.7885 |
0.7851 |
0.7875 |
| PP |
0.7864 |
0.7864 |
0.7864 |
0.7859 |
| S1 |
0.7825 |
0.7825 |
0.7840 |
0.7814 |
| S2 |
0.7804 |
0.7804 |
0.7834 |
|
| S3 |
0.7743 |
0.7764 |
0.7829 |
|
| S4 |
0.7683 |
0.7704 |
0.7812 |
|
|
| 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 |
0.7999 |
0.7844 |
0.0155 |
2.0% |
0.0068 |
0.9% |
1% |
False |
True |
96,433 |
| 10 |
0.8032 |
0.7844 |
0.0189 |
2.4% |
0.0059 |
0.7% |
1% |
False |
True |
86,587 |
| 20 |
0.8032 |
0.7803 |
0.0230 |
2.9% |
0.0061 |
0.8% |
19% |
False |
False |
74,816 |
| 40 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0056 |
0.7% |
42% |
False |
False |
62,444 |
| 60 |
0.8082 |
0.7713 |
0.0369 |
4.7% |
0.0052 |
0.7% |
36% |
False |
False |
41,853 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
31% |
False |
False |
31,422 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
31% |
False |
False |
25,157 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
31% |
False |
False |
20,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8161 |
|
2.618 |
0.8062 |
|
1.618 |
0.8002 |
|
1.000 |
0.7965 |
|
0.618 |
0.7941 |
|
HIGH |
0.7904 |
|
0.618 |
0.7881 |
|
0.500 |
0.7874 |
|
0.382 |
0.7867 |
|
LOW |
0.7844 |
|
0.618 |
0.7806 |
|
1.000 |
0.7783 |
|
1.618 |
0.7746 |
|
2.618 |
0.7685 |
|
4.250 |
0.7586 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7874 |
0.7905 |
| PP |
0.7864 |
0.7885 |
| S1 |
0.7855 |
0.7865 |
|