CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7936 |
0.7883 |
-0.0054 |
-0.7% |
0.7968 |
| High |
0.7955 |
0.7896 |
-0.0059 |
-0.7% |
0.8025 |
| Low |
0.7870 |
0.7844 |
-0.0027 |
-0.3% |
0.7938 |
| Close |
0.7897 |
0.7844 |
-0.0054 |
-0.7% |
0.7946 |
| Range |
0.0085 |
0.0053 |
-0.0033 |
-38.2% |
0.0087 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.1% |
0.0000 |
| Volume |
824 |
328 |
-496 |
-60.2% |
1,598 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8019 |
0.7984 |
0.7872 |
|
| R3 |
0.7966 |
0.7931 |
0.7858 |
|
| R2 |
0.7914 |
0.7914 |
0.7853 |
|
| R1 |
0.7879 |
0.7879 |
0.7848 |
0.7870 |
| PP |
0.7861 |
0.7861 |
0.7861 |
0.7857 |
| S1 |
0.7826 |
0.7826 |
0.7839 |
0.7817 |
| S2 |
0.7809 |
0.7809 |
0.7834 |
|
| S3 |
0.7756 |
0.7774 |
0.7829 |
|
| S4 |
0.7704 |
0.7721 |
0.7815 |
|
|
| 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 |
0.7992 |
0.7844 |
0.0148 |
1.9% |
0.0064 |
0.8% |
0% |
False |
True |
395 |
| 10 |
0.8025 |
0.7844 |
0.0181 |
2.3% |
0.0052 |
0.7% |
0% |
False |
True |
362 |
| 20 |
0.8025 |
0.7801 |
0.0224 |
2.8% |
0.0051 |
0.7% |
19% |
False |
False |
278 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
41% |
False |
False |
315 |
| 60 |
0.8070 |
0.7719 |
0.0352 |
4.5% |
0.0041 |
0.5% |
36% |
False |
False |
236 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0036 |
0.5% |
32% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8119 |
|
2.618 |
0.8033 |
|
1.618 |
0.7981 |
|
1.000 |
0.7949 |
|
0.618 |
0.7928 |
|
HIGH |
0.7896 |
|
0.618 |
0.7876 |
|
0.500 |
0.7870 |
|
0.382 |
0.7864 |
|
LOW |
0.7844 |
|
0.618 |
0.7811 |
|
1.000 |
0.7791 |
|
1.618 |
0.7759 |
|
2.618 |
0.7706 |
|
4.250 |
0.7620 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7870 |
0.7899 |
| PP |
0.7861 |
0.7881 |
| S1 |
0.7852 |
0.7862 |
|