CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 07-Jan-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2022 |
07-Jan-2022 |
Change |
Change % |
Previous Week |
Open |
0.7826 |
0.7853 |
0.0027 |
0.3% |
0.7896 |
High |
0.7861 |
0.7911 |
0.0050 |
0.6% |
0.7911 |
Low |
0.7801 |
0.7851 |
0.0050 |
0.6% |
0.7801 |
Close |
0.7850 |
0.7910 |
0.0060 |
0.8% |
0.7910 |
Range |
0.0060 |
0.0061 |
0.0001 |
0.8% |
0.0110 |
ATR |
0.0045 |
0.0046 |
0.0001 |
2.5% |
0.0000 |
Volume |
267 |
982 |
715 |
267.8% |
1,453 |
|
Daily Pivots for day following 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8072 |
0.8051 |
0.7943 |
|
R3 |
0.8011 |
0.7991 |
0.7926 |
|
R2 |
0.7951 |
0.7951 |
0.7921 |
|
R1 |
0.7930 |
0.7930 |
0.7915 |
0.7941 |
PP |
0.7890 |
0.7890 |
0.7890 |
0.7896 |
S1 |
0.7870 |
0.7870 |
0.7904 |
0.7880 |
S2 |
0.7830 |
0.7830 |
0.7898 |
|
S3 |
0.7769 |
0.7809 |
0.7893 |
|
S4 |
0.7709 |
0.7749 |
0.7876 |
|
|
Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8204 |
0.8167 |
0.7970 |
|
R3 |
0.8094 |
0.8057 |
0.7940 |
|
R2 |
0.7984 |
0.7984 |
0.7930 |
|
R1 |
0.7947 |
0.7947 |
0.7920 |
0.7965 |
PP |
0.7874 |
0.7874 |
0.7874 |
0.7883 |
S1 |
0.7837 |
0.7837 |
0.7899 |
0.7855 |
S2 |
0.7764 |
0.7764 |
0.7889 |
|
S3 |
0.7654 |
0.7727 |
0.7879 |
|
S4 |
0.7544 |
0.7617 |
0.7849 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7911 |
0.7801 |
0.0110 |
1.4% |
0.0054 |
0.7% |
99% |
True |
False |
290 |
10 |
0.7917 |
0.7779 |
0.0139 |
1.8% |
0.0045 |
0.6% |
95% |
False |
False |
188 |
20 |
0.7917 |
0.7719 |
0.0199 |
2.5% |
0.0043 |
0.5% |
96% |
False |
False |
180 |
40 |
0.7991 |
0.7719 |
0.0272 |
3.4% |
0.0041 |
0.5% |
70% |
False |
False |
251 |
60 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0035 |
0.4% |
48% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8168 |
2.618 |
0.8069 |
1.618 |
0.8009 |
1.000 |
0.7972 |
0.618 |
0.7948 |
HIGH |
0.7911 |
0.618 |
0.7888 |
0.500 |
0.7881 |
0.382 |
0.7874 |
LOW |
0.7851 |
0.618 |
0.7813 |
1.000 |
0.7790 |
1.618 |
0.7753 |
2.618 |
0.7692 |
4.250 |
0.7593 |
|
|
Fisher Pivots for day following 07-Jan-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7900 |
0.7892 |
PP |
0.7890 |
0.7874 |
S1 |
0.7881 |
0.7856 |
|