CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 26-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2022 |
26-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7896 |
0.7936 |
0.0040 |
0.5% |
0.7968 |
| High |
0.7930 |
0.7955 |
0.0025 |
0.3% |
0.8025 |
| Low |
0.7888 |
0.7870 |
-0.0018 |
-0.2% |
0.7938 |
| Close |
0.7930 |
0.7897 |
-0.0033 |
-0.4% |
0.7946 |
| Range |
0.0042 |
0.0085 |
0.0043 |
102.4% |
0.0087 |
| ATR |
0.0050 |
0.0053 |
0.0002 |
4.9% |
0.0000 |
| Volume |
267 |
824 |
557 |
208.6% |
1,598 |
|
| Daily Pivots for day following 26-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8162 |
0.8115 |
0.7944 |
|
| R3 |
0.8077 |
0.8030 |
0.7920 |
|
| R2 |
0.7992 |
0.7992 |
0.7913 |
|
| R1 |
0.7945 |
0.7945 |
0.7905 |
0.7926 |
| PP |
0.7907 |
0.7907 |
0.7907 |
0.7898 |
| S1 |
0.7860 |
0.7860 |
0.7889 |
0.7841 |
| S2 |
0.7822 |
0.7822 |
0.7881 |
|
| S3 |
0.7737 |
0.7775 |
0.7874 |
|
| S4 |
0.7652 |
0.7690 |
0.7850 |
|
|
| 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 |
0.8022 |
0.7866 |
0.0156 |
2.0% |
0.0061 |
0.8% |
20% |
False |
False |
372 |
| 10 |
0.8025 |
0.7866 |
0.0159 |
2.0% |
0.0051 |
0.6% |
20% |
False |
False |
340 |
| 20 |
0.8025 |
0.7800 |
0.0225 |
2.8% |
0.0049 |
0.6% |
43% |
False |
False |
262 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
58% |
False |
False |
311 |
| 60 |
0.8084 |
0.7719 |
0.0365 |
4.6% |
0.0041 |
0.5% |
49% |
False |
False |
231 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0036 |
0.5% |
45% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8316 |
|
2.618 |
0.8178 |
|
1.618 |
0.8093 |
|
1.000 |
0.8040 |
|
0.618 |
0.8008 |
|
HIGH |
0.7955 |
|
0.618 |
0.7923 |
|
0.500 |
0.7913 |
|
0.382 |
0.7902 |
|
LOW |
0.7870 |
|
0.618 |
0.7817 |
|
1.000 |
0.7785 |
|
1.618 |
0.7732 |
|
2.618 |
0.7647 |
|
4.250 |
0.7509 |
|
|
| Fisher Pivots for day following 26-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7913 |
0.7911 |
| PP |
0.7907 |
0.7906 |
| S1 |
0.7902 |
0.7902 |
|