CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 14-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2022 |
14-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7995 |
0.7987 |
-0.0008 |
-0.1% |
0.7900 |
| High |
0.8021 |
0.7988 |
-0.0034 |
-0.4% |
0.8021 |
| Low |
0.7981 |
0.7952 |
-0.0029 |
-0.4% |
0.7870 |
| Close |
0.8002 |
0.7955 |
-0.0047 |
-0.6% |
0.7955 |
| Range |
0.0041 |
0.0036 |
-0.0005 |
-11.1% |
0.0152 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.4% |
0.0000 |
| Volume |
123 |
167 |
44 |
35.8% |
528 |
|
| Daily Pivots for day following 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.8050 |
0.7974 |
|
| R3 |
0.8037 |
0.8014 |
0.7964 |
|
| R2 |
0.8001 |
0.8001 |
0.7961 |
|
| R1 |
0.7978 |
0.7978 |
0.7958 |
0.7971 |
| PP |
0.7965 |
0.7965 |
0.7965 |
0.7961 |
| S1 |
0.7942 |
0.7942 |
0.7951 |
0.7935 |
| S2 |
0.7929 |
0.7929 |
0.7948 |
|
| S3 |
0.7893 |
0.7906 |
0.7945 |
|
| S4 |
0.7857 |
0.7870 |
0.7935 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8403 |
0.8330 |
0.8038 |
|
| R3 |
0.8251 |
0.8179 |
0.7996 |
|
| R2 |
0.8100 |
0.8100 |
0.7982 |
|
| R1 |
0.8027 |
0.8027 |
0.7968 |
0.8064 |
| PP |
0.7948 |
0.7948 |
0.7948 |
0.7967 |
| S1 |
0.7876 |
0.7876 |
0.7941 |
0.7912 |
| S2 |
0.7797 |
0.7797 |
0.7927 |
|
| S3 |
0.7645 |
0.7724 |
0.7913 |
|
| S4 |
0.7494 |
0.7573 |
0.7871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8021 |
0.7870 |
0.0152 |
1.9% |
0.0040 |
0.5% |
56% |
False |
False |
105 |
| 10 |
0.8021 |
0.7801 |
0.0220 |
2.8% |
0.0047 |
0.6% |
70% |
False |
False |
198 |
| 20 |
0.8021 |
0.7719 |
0.0303 |
3.8% |
0.0042 |
0.5% |
78% |
False |
False |
146 |
| 40 |
0.8021 |
0.7719 |
0.0303 |
3.8% |
0.0042 |
0.5% |
78% |
False |
False |
250 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0037 |
0.5% |
60% |
False |
False |
184 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0036 |
0.5% |
60% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8141 |
|
2.618 |
0.8082 |
|
1.618 |
0.8046 |
|
1.000 |
0.8024 |
|
0.618 |
0.8010 |
|
HIGH |
0.7988 |
|
0.618 |
0.7974 |
|
0.500 |
0.7970 |
|
0.382 |
0.7965 |
|
LOW |
0.7952 |
|
0.618 |
0.7929 |
|
1.000 |
0.7916 |
|
1.618 |
0.7893 |
|
2.618 |
0.7857 |
|
4.250 |
0.7799 |
|
|
| Fisher Pivots for day following 14-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7970 |
0.7986 |
| PP |
0.7965 |
0.7976 |
| S1 |
0.7960 |
0.7965 |
|