CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 28-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2022 |
28-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7883 |
0.7853 |
-0.0030 |
-0.4% |
0.7939 |
| High |
0.7896 |
0.7863 |
-0.0034 |
-0.4% |
0.7955 |
| Low |
0.7844 |
0.7812 |
-0.0032 |
-0.4% |
0.7812 |
| Close |
0.7844 |
0.7818 |
-0.0026 |
-0.3% |
0.7818 |
| Range |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0143 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
328 |
507 |
179 |
54.6% |
2,248 |
|
| Daily Pivots for day following 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7982 |
0.7950 |
0.7845 |
|
| R3 |
0.7932 |
0.7900 |
0.7831 |
|
| R2 |
0.7881 |
0.7881 |
0.7827 |
|
| R1 |
0.7849 |
0.7849 |
0.7822 |
0.7840 |
| PP |
0.7831 |
0.7831 |
0.7831 |
0.7826 |
| S1 |
0.7799 |
0.7799 |
0.7813 |
0.7790 |
| S2 |
0.7780 |
0.7780 |
0.7808 |
|
| S3 |
0.7730 |
0.7748 |
0.7804 |
|
| S4 |
0.7679 |
0.7698 |
0.7790 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8291 |
0.8197 |
0.7896 |
|
| R3 |
0.8148 |
0.8054 |
0.7857 |
|
| R2 |
0.8005 |
0.8005 |
0.7844 |
|
| R1 |
0.7911 |
0.7911 |
0.7831 |
0.7886 |
| PP |
0.7862 |
0.7862 |
0.7862 |
0.7849 |
| S1 |
0.7768 |
0.7768 |
0.7804 |
0.7743 |
| S2 |
0.7719 |
0.7719 |
0.7791 |
|
| S3 |
0.7576 |
0.7625 |
0.7778 |
|
| S4 |
0.7433 |
0.7482 |
0.7739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7955 |
0.7812 |
0.0143 |
1.8% |
0.0063 |
0.8% |
4% |
False |
True |
449 |
| 10 |
0.8025 |
0.7812 |
0.0213 |
2.7% |
0.0053 |
0.7% |
3% |
False |
True |
401 |
| 20 |
0.8025 |
0.7801 |
0.0224 |
2.9% |
0.0052 |
0.7% |
7% |
False |
False |
299 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
32% |
False |
False |
322 |
| 60 |
0.8057 |
0.7719 |
0.0339 |
4.3% |
0.0042 |
0.5% |
29% |
False |
False |
243 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0037 |
0.5% |
25% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8077 |
|
2.618 |
0.7995 |
|
1.618 |
0.7944 |
|
1.000 |
0.7913 |
|
0.618 |
0.7894 |
|
HIGH |
0.7863 |
|
0.618 |
0.7843 |
|
0.500 |
0.7837 |
|
0.382 |
0.7831 |
|
LOW |
0.7812 |
|
0.618 |
0.7781 |
|
1.000 |
0.7762 |
|
1.618 |
0.7730 |
|
2.618 |
0.7680 |
|
4.250 |
0.7597 |
|
|
| Fisher Pivots for day following 28-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7837 |
0.7884 |
| PP |
0.7831 |
0.7862 |
| S1 |
0.7824 |
0.7840 |
|