CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 24-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2022 |
24-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7987 |
0.7939 |
-0.0048 |
-0.6% |
0.7968 |
| High |
0.7992 |
0.7952 |
-0.0040 |
-0.5% |
0.8025 |
| Low |
0.7938 |
0.7866 |
-0.0072 |
-0.9% |
0.7938 |
| Close |
0.7946 |
0.7900 |
-0.0046 |
-0.6% |
0.7946 |
| Range |
0.0054 |
0.0086 |
0.0032 |
59.3% |
0.0087 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
5.6% |
0.0000 |
| Volume |
237 |
322 |
85 |
35.9% |
1,598 |
|
| Daily Pivots for day following 24-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8164 |
0.8118 |
0.7947 |
|
| R3 |
0.8078 |
0.8032 |
0.7924 |
|
| R2 |
0.7992 |
0.7992 |
0.7916 |
|
| R1 |
0.7946 |
0.7946 |
0.7908 |
0.7926 |
| PP |
0.7906 |
0.7906 |
0.7906 |
0.7896 |
| S1 |
0.7860 |
0.7860 |
0.7892 |
0.7840 |
| S2 |
0.7820 |
0.7820 |
0.7884 |
|
| S3 |
0.7734 |
0.7774 |
0.7876 |
|
| S4 |
0.7648 |
0.7688 |
0.7853 |
|
|
| 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 |
0.7866 |
0.0159 |
2.0% |
0.0053 |
0.7% |
21% |
False |
True |
384 |
| 10 |
0.8025 |
0.7866 |
0.0159 |
2.0% |
0.0047 |
0.6% |
21% |
False |
True |
244 |
| 20 |
0.8025 |
0.7779 |
0.0246 |
3.1% |
0.0046 |
0.6% |
49% |
False |
False |
216 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
59% |
False |
False |
289 |
| 60 |
0.8096 |
0.7719 |
0.0377 |
4.8% |
0.0039 |
0.5% |
48% |
False |
False |
213 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0036 |
0.5% |
46% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8318 |
|
2.618 |
0.8177 |
|
1.618 |
0.8091 |
|
1.000 |
0.8038 |
|
0.618 |
0.8005 |
|
HIGH |
0.7952 |
|
0.618 |
0.7919 |
|
0.500 |
0.7909 |
|
0.382 |
0.7899 |
|
LOW |
0.7866 |
|
0.618 |
0.7813 |
|
1.000 |
0.7780 |
|
1.618 |
0.7727 |
|
2.618 |
0.7641 |
|
4.250 |
0.7501 |
|
|
| Fisher Pivots for day following 24-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7909 |
0.7944 |
| PP |
0.7906 |
0.7929 |
| S1 |
0.7903 |
0.7915 |
|