CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7900 |
0.7898 |
-0.0002 |
0.0% |
0.7896 |
| High |
0.7900 |
0.7952 |
0.0052 |
0.7% |
0.7911 |
| Low |
0.7870 |
0.7898 |
0.0029 |
0.4% |
0.7801 |
| Close |
0.7882 |
0.7943 |
0.0061 |
0.8% |
0.7910 |
| Range |
0.0031 |
0.0054 |
0.0023 |
75.4% |
0.0110 |
| ATR |
0.0046 |
0.0047 |
0.0002 |
3.8% |
0.0000 |
| Volume |
34 |
98 |
64 |
188.2% |
1,453 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8091 |
0.8070 |
0.7972 |
|
| R3 |
0.8038 |
0.8017 |
0.7957 |
|
| R2 |
0.7984 |
0.7984 |
0.7952 |
|
| R1 |
0.7963 |
0.7963 |
0.7947 |
0.7974 |
| PP |
0.7931 |
0.7931 |
0.7931 |
0.7936 |
| S1 |
0.7910 |
0.7910 |
0.7938 |
0.7920 |
| S2 |
0.7877 |
0.7877 |
0.7933 |
|
| S3 |
0.7824 |
0.7856 |
0.7928 |
|
| S4 |
0.7770 |
0.7803 |
0.7913 |
|
|
| 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 |
0.7952 |
0.7801 |
0.0151 |
1.9% |
0.0046 |
0.6% |
94% |
True |
False |
278 |
| 10 |
0.7952 |
0.7800 |
0.0152 |
1.9% |
0.0048 |
0.6% |
94% |
True |
False |
184 |
| 20 |
0.7952 |
0.7719 |
0.0233 |
2.9% |
0.0043 |
0.5% |
96% |
True |
False |
148 |
| 40 |
0.7991 |
0.7719 |
0.0272 |
3.4% |
0.0042 |
0.5% |
82% |
False |
False |
249 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0036 |
0.5% |
57% |
False |
False |
179 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0037 |
0.5% |
57% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8179 |
|
2.618 |
0.8092 |
|
1.618 |
0.8038 |
|
1.000 |
0.8005 |
|
0.618 |
0.7985 |
|
HIGH |
0.7952 |
|
0.618 |
0.7931 |
|
0.500 |
0.7925 |
|
0.382 |
0.7918 |
|
LOW |
0.7898 |
|
0.618 |
0.7865 |
|
1.000 |
0.7845 |
|
1.618 |
0.7811 |
|
2.618 |
0.7758 |
|
4.250 |
0.7671 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7937 |
0.7929 |
| PP |
0.7931 |
0.7915 |
| S1 |
0.7925 |
0.7901 |
|