CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 25-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2022 |
25-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7939 |
0.7896 |
-0.0043 |
-0.5% |
0.7968 |
| High |
0.7952 |
0.7930 |
-0.0022 |
-0.3% |
0.8025 |
| Low |
0.7866 |
0.7888 |
0.0022 |
0.3% |
0.7938 |
| Close |
0.7900 |
0.7930 |
0.0030 |
0.4% |
0.7946 |
| Range |
0.0086 |
0.0042 |
-0.0044 |
-51.2% |
0.0087 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
322 |
267 |
-55 |
-17.1% |
1,598 |
|
| Daily Pivots for day following 25-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8042 |
0.8028 |
0.7953 |
|
| R3 |
0.8000 |
0.7986 |
0.7942 |
|
| R2 |
0.7958 |
0.7958 |
0.7938 |
|
| R1 |
0.7944 |
0.7944 |
0.7934 |
0.7951 |
| PP |
0.7916 |
0.7916 |
0.7916 |
0.7920 |
| S1 |
0.7902 |
0.7902 |
0.7926 |
0.7909 |
| S2 |
0.7874 |
0.7874 |
0.7922 |
|
| S3 |
0.7832 |
0.7860 |
0.7918 |
|
| S4 |
0.7790 |
0.7818 |
0.7907 |
|
|
| 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% |
0.0052 |
0.7% |
40% |
False |
False |
291 |
| 10 |
0.8025 |
0.7866 |
0.0159 |
2.0% |
0.0048 |
0.6% |
40% |
False |
False |
268 |
| 20 |
0.8025 |
0.7792 |
0.0233 |
2.9% |
0.0046 |
0.6% |
59% |
False |
False |
223 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0043 |
0.5% |
69% |
False |
False |
294 |
| 60 |
0.8084 |
0.7719 |
0.0365 |
4.6% |
0.0040 |
0.5% |
58% |
False |
False |
217 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0035 |
0.4% |
54% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8109 |
|
2.618 |
0.8040 |
|
1.618 |
0.7998 |
|
1.000 |
0.7972 |
|
0.618 |
0.7956 |
|
HIGH |
0.7930 |
|
0.618 |
0.7914 |
|
0.500 |
0.7909 |
|
0.382 |
0.7904 |
|
LOW |
0.7888 |
|
0.618 |
0.7862 |
|
1.000 |
0.7846 |
|
1.618 |
0.7820 |
|
2.618 |
0.7778 |
|
4.250 |
0.7710 |
|
|
| Fisher Pivots for day following 25-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7923 |
0.7930 |
| PP |
0.7916 |
0.7929 |
| S1 |
0.7909 |
0.7929 |
|