CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7896 |
0.7837 |
-0.0060 |
-0.8% |
0.7785 |
| High |
0.7896 |
0.7886 |
-0.0011 |
-0.1% |
0.7917 |
| Low |
0.7824 |
0.7837 |
0.0013 |
0.2% |
0.7779 |
| Close |
0.7840 |
0.7865 |
0.0025 |
0.3% |
0.7901 |
| Range |
0.0072 |
0.0049 |
-0.0023 |
-31.9% |
0.0139 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.7% |
0.0000 |
| Volume |
66 |
128 |
62 |
93.9% |
428 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8009 |
0.7986 |
0.7891 |
|
| R3 |
0.7960 |
0.7937 |
0.7878 |
|
| R2 |
0.7911 |
0.7911 |
0.7873 |
|
| R1 |
0.7888 |
0.7888 |
0.7869 |
0.7900 |
| PP |
0.7862 |
0.7862 |
0.7862 |
0.7868 |
| S1 |
0.7839 |
0.7839 |
0.7860 |
0.7851 |
| S2 |
0.7813 |
0.7813 |
0.7856 |
|
| S3 |
0.7764 |
0.7790 |
0.7851 |
|
| S4 |
0.7715 |
0.7741 |
0.7838 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8281 |
0.8229 |
0.7977 |
|
| R3 |
0.8142 |
0.8091 |
0.7939 |
|
| R2 |
0.8004 |
0.8004 |
0.7926 |
|
| R1 |
0.7952 |
0.7952 |
0.7913 |
0.7978 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7878 |
| S1 |
0.7814 |
0.7814 |
0.7888 |
0.7840 |
| S2 |
0.7727 |
0.7727 |
0.7875 |
|
| S3 |
0.7588 |
0.7675 |
0.7862 |
|
| S4 |
0.7450 |
0.7537 |
0.7824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7917 |
0.7800 |
0.0117 |
1.5% |
0.0049 |
0.6% |
55% |
False |
False |
91 |
| 10 |
0.7917 |
0.7725 |
0.0193 |
2.4% |
0.0039 |
0.5% |
73% |
False |
False |
88 |
| 20 |
0.7922 |
0.7719 |
0.0204 |
2.6% |
0.0042 |
0.5% |
72% |
False |
False |
275 |
| 40 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0040 |
0.5% |
43% |
False |
False |
222 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0034 |
0.4% |
37% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8094 |
|
2.618 |
0.8014 |
|
1.618 |
0.7965 |
|
1.000 |
0.7935 |
|
0.618 |
0.7916 |
|
HIGH |
0.7886 |
|
0.618 |
0.7867 |
|
0.500 |
0.7861 |
|
0.382 |
0.7855 |
|
LOW |
0.7837 |
|
0.618 |
0.7806 |
|
1.000 |
0.7788 |
|
1.618 |
0.7757 |
|
2.618 |
0.7708 |
|
4.250 |
0.7628 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7863 |
0.7871 |
| PP |
0.7862 |
0.7869 |
| S1 |
0.7861 |
0.7867 |
|