CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 20-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2022 |
20-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7984 |
0.7999 |
0.0015 |
0.2% |
0.7900 |
| High |
0.8025 |
0.8022 |
-0.0003 |
0.0% |
0.8021 |
| Low |
0.7982 |
0.7984 |
0.0002 |
0.0% |
0.7870 |
| Close |
0.8001 |
0.8011 |
0.0011 |
0.1% |
0.7955 |
| Range |
0.0043 |
0.0038 |
-0.0005 |
-11.8% |
0.0152 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
418 |
214 |
-204 |
-48.8% |
528 |
|
| Daily Pivots for day following 20-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8118 |
0.8102 |
0.8032 |
|
| R3 |
0.8081 |
0.8065 |
0.8021 |
|
| R2 |
0.8043 |
0.8043 |
0.8018 |
|
| R1 |
0.8027 |
0.8027 |
0.8014 |
0.8035 |
| PP |
0.8006 |
0.8006 |
0.8006 |
0.8010 |
| S1 |
0.7990 |
0.7990 |
0.8008 |
0.7998 |
| S2 |
0.7968 |
0.7968 |
0.8004 |
|
| S3 |
0.7931 |
0.7952 |
0.8001 |
|
| S4 |
0.7893 |
0.7915 |
0.7990 |
|
|
| 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 |
0.8025 |
0.7952 |
0.0073 |
0.9% |
0.0040 |
0.5% |
82% |
False |
False |
330 |
| 10 |
0.8025 |
0.7801 |
0.0224 |
2.8% |
0.0045 |
0.6% |
94% |
False |
False |
313 |
| 20 |
0.8025 |
0.7738 |
0.0287 |
3.6% |
0.0043 |
0.5% |
95% |
False |
False |
199 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.8% |
0.0043 |
0.5% |
96% |
False |
False |
278 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0038 |
0.5% |
74% |
False |
False |
206 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0036 |
0.4% |
74% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8181 |
|
2.618 |
0.8120 |
|
1.618 |
0.8082 |
|
1.000 |
0.8059 |
|
0.618 |
0.8045 |
|
HIGH |
0.8022 |
|
0.618 |
0.8007 |
|
0.500 |
0.8003 |
|
0.382 |
0.7998 |
|
LOW |
0.7984 |
|
0.618 |
0.7961 |
|
1.000 |
0.7947 |
|
1.618 |
0.7923 |
|
2.618 |
0.7886 |
|
4.250 |
0.7825 |
|
|
| Fisher Pivots for day following 20-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8008 |
0.8004 |
| PP |
0.8006 |
0.7998 |
| S1 |
0.8003 |
0.7991 |
|