CME Canadian Dollar Future March 2022
Trading Metrics calculated at close of trading on 31-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.7850 |
0.7830 |
-0.0020 |
-0.2% |
0.7947 |
High |
0.7865 |
0.7885 |
0.0020 |
0.2% |
0.7966 |
Low |
0.7813 |
0.7826 |
0.0013 |
0.2% |
0.7813 |
Close |
0.7820 |
0.7875 |
0.0055 |
0.7% |
0.7820 |
Range |
0.0052 |
0.0059 |
0.0007 |
13.5% |
0.0153 |
ATR |
0.0059 |
0.0059 |
0.0000 |
0.7% |
0.0000 |
Volume |
85,242 |
85,879 |
637 |
0.7% |
481,315 |
|
Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8039 |
0.8016 |
0.7907 |
|
R3 |
0.7980 |
0.7957 |
0.7891 |
|
R2 |
0.7921 |
0.7921 |
0.7885 |
|
R1 |
0.7898 |
0.7898 |
0.7880 |
0.7909 |
PP |
0.7862 |
0.7862 |
0.7862 |
0.7867 |
S1 |
0.7839 |
0.7839 |
0.7869 |
0.7850 |
S2 |
0.7803 |
0.7803 |
0.7864 |
|
S3 |
0.7744 |
0.7780 |
0.7858 |
|
S4 |
0.7685 |
0.7721 |
0.7842 |
|
|
Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8324 |
0.8224 |
0.7904 |
|
R3 |
0.8171 |
0.8072 |
0.7862 |
|
R2 |
0.8019 |
0.8019 |
0.7848 |
|
R1 |
0.7919 |
0.7919 |
0.7834 |
0.7893 |
PP |
0.7866 |
0.7866 |
0.7866 |
0.7853 |
S1 |
0.7767 |
0.7767 |
0.7806 |
0.7740 |
S2 |
0.7714 |
0.7714 |
0.7792 |
|
S3 |
0.7561 |
0.7614 |
0.7778 |
|
S4 |
0.7409 |
0.7462 |
0.7736 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7966 |
0.7813 |
0.0153 |
1.9% |
0.0060 |
0.8% |
40% |
False |
False |
93,138 |
10 |
0.8032 |
0.7813 |
0.0219 |
2.8% |
0.0059 |
0.8% |
28% |
False |
False |
89,423 |
20 |
0.8032 |
0.7803 |
0.0230 |
2.9% |
0.0060 |
0.8% |
31% |
False |
False |
77,342 |
40 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0056 |
0.7% |
51% |
False |
False |
66,585 |
60 |
0.8077 |
0.7713 |
0.0364 |
4.6% |
0.0053 |
0.7% |
44% |
False |
False |
44,699 |
80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
38% |
False |
False |
33,557 |
100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
38% |
False |
False |
26,867 |
120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
38% |
False |
False |
22,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8135 |
2.618 |
0.8039 |
1.618 |
0.7980 |
1.000 |
0.7944 |
0.618 |
0.7921 |
HIGH |
0.7885 |
0.618 |
0.7862 |
0.500 |
0.7855 |
0.382 |
0.7848 |
LOW |
0.7826 |
0.618 |
0.7789 |
1.000 |
0.7767 |
1.618 |
0.7730 |
2.618 |
0.7671 |
4.250 |
0.7575 |
|
|
Fisher Pivots for day following 31-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7868 |
0.7869 |
PP |
0.7862 |
0.7864 |
S1 |
0.7855 |
0.7859 |
|