CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7853 |
0.7824 |
-0.0029 |
-0.4% |
0.7939 |
| High |
0.7863 |
0.7874 |
0.0012 |
0.1% |
0.7955 |
| Low |
0.7812 |
0.7824 |
0.0012 |
0.2% |
0.7812 |
| Close |
0.7818 |
0.7873 |
0.0055 |
0.7% |
0.7818 |
| Range |
0.0051 |
0.0050 |
-0.0001 |
-1.0% |
0.0143 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
507 |
186 |
-321 |
-63.3% |
2,248 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8007 |
0.7990 |
0.7900 |
|
| R3 |
0.7957 |
0.7940 |
0.7886 |
|
| R2 |
0.7907 |
0.7907 |
0.7882 |
|
| R1 |
0.7890 |
0.7890 |
0.7877 |
0.7898 |
| PP |
0.7857 |
0.7857 |
0.7857 |
0.7861 |
| S1 |
0.7840 |
0.7840 |
0.7868 |
0.7848 |
| S2 |
0.7807 |
0.7807 |
0.7863 |
|
| S3 |
0.7757 |
0.7790 |
0.7859 |
|
| S4 |
0.7707 |
0.7740 |
0.7845 |
|
|
| 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% |
0.0056 |
0.7% |
42% |
False |
False |
422 |
| 10 |
0.8025 |
0.7812 |
0.0213 |
2.7% |
0.0054 |
0.7% |
28% |
False |
False |
403 |
| 20 |
0.8025 |
0.7801 |
0.0224 |
2.8% |
0.0051 |
0.6% |
32% |
False |
False |
300 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0046 |
0.6% |
50% |
False |
False |
306 |
| 60 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0042 |
0.5% |
46% |
False |
False |
246 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0037 |
0.5% |
39% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8087 |
|
2.618 |
0.8005 |
|
1.618 |
0.7955 |
|
1.000 |
0.7924 |
|
0.618 |
0.7905 |
|
HIGH |
0.7874 |
|
0.618 |
0.7855 |
|
0.500 |
0.7849 |
|
0.382 |
0.7843 |
|
LOW |
0.7824 |
|
0.618 |
0.7793 |
|
1.000 |
0.7774 |
|
1.618 |
0.7743 |
|
2.618 |
0.7693 |
|
4.250 |
0.7612 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7865 |
0.7866 |
| PP |
0.7857 |
0.7860 |
| S1 |
0.7849 |
0.7854 |
|