CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 21-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2022 |
21-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7999 |
0.7987 |
-0.0012 |
-0.2% |
0.7968 |
| High |
0.8022 |
0.7992 |
-0.0030 |
-0.4% |
0.8025 |
| Low |
0.7984 |
0.7938 |
-0.0047 |
-0.6% |
0.7938 |
| Close |
0.8011 |
0.7946 |
-0.0065 |
-0.8% |
0.7946 |
| Range |
0.0038 |
0.0054 |
0.0017 |
44.0% |
0.0087 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.2% |
0.0000 |
| Volume |
214 |
237 |
23 |
10.7% |
1,598 |
|
| Daily Pivots for day following 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8120 |
0.8087 |
0.7976 |
|
| R3 |
0.8066 |
0.8033 |
0.7961 |
|
| R2 |
0.8012 |
0.8012 |
0.7956 |
|
| R1 |
0.7979 |
0.7979 |
0.7951 |
0.7969 |
| PP |
0.7958 |
0.7958 |
0.7958 |
0.7953 |
| S1 |
0.7925 |
0.7925 |
0.7941 |
0.7915 |
| S2 |
0.7904 |
0.7904 |
0.7936 |
|
| S3 |
0.7850 |
0.7871 |
0.7931 |
|
| S4 |
0.7796 |
0.7817 |
0.7916 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8230 |
0.8175 |
0.7994 |
|
| R3 |
0.8143 |
0.8088 |
0.7970 |
|
| R2 |
0.8056 |
0.8056 |
0.7962 |
|
| R1 |
0.8001 |
0.8001 |
0.7954 |
0.7985 |
| PP |
0.7969 |
0.7969 |
0.7969 |
0.7961 |
| S1 |
0.7914 |
0.7914 |
0.7938 |
0.7898 |
| S2 |
0.7882 |
0.7882 |
0.7930 |
|
| S3 |
0.7795 |
0.7827 |
0.7922 |
|
| S4 |
0.7708 |
0.7740 |
0.7898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8025 |
0.7938 |
0.0087 |
1.1% |
0.0043 |
0.5% |
10% |
False |
True |
353 |
| 10 |
0.8025 |
0.7851 |
0.0174 |
2.2% |
0.0044 |
0.6% |
55% |
False |
False |
310 |
| 20 |
0.8025 |
0.7777 |
0.0248 |
3.1% |
0.0043 |
0.5% |
68% |
False |
False |
206 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0043 |
0.5% |
74% |
False |
False |
282 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0039 |
0.5% |
58% |
False |
False |
209 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0035 |
0.4% |
58% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8221 |
|
2.618 |
0.8133 |
|
1.618 |
0.8079 |
|
1.000 |
0.8046 |
|
0.618 |
0.8025 |
|
HIGH |
0.7992 |
|
0.618 |
0.7971 |
|
0.500 |
0.7965 |
|
0.382 |
0.7958 |
|
LOW |
0.7938 |
|
0.618 |
0.7904 |
|
1.000 |
0.7884 |
|
1.618 |
0.7850 |
|
2.618 |
0.7796 |
|
4.250 |
0.7708 |
|
|
| Fisher Pivots for day following 21-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7965 |
0.7981 |
| PP |
0.7958 |
0.7969 |
| S1 |
0.7952 |
0.7958 |
|