CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 03-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2022 |
03-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7889 |
0.7879 |
-0.0010 |
-0.1% |
0.7939 |
| High |
0.7901 |
0.7893 |
-0.0008 |
-0.1% |
0.7955 |
| Low |
0.7870 |
0.7867 |
-0.0004 |
0.0% |
0.7812 |
| Close |
0.7892 |
0.7885 |
-0.0007 |
-0.1% |
0.7818 |
| Range |
0.0031 |
0.0027 |
-0.0005 |
-14.5% |
0.0143 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
177 |
186 |
9 |
5.1% |
2,248 |
|
| Daily Pivots for day following 03-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7950 |
0.7900 |
|
| R3 |
0.7935 |
0.7923 |
0.7892 |
|
| R2 |
0.7908 |
0.7908 |
0.7890 |
|
| R1 |
0.7897 |
0.7897 |
0.7887 |
0.7902 |
| PP |
0.7882 |
0.7882 |
0.7882 |
0.7884 |
| S1 |
0.7870 |
0.7870 |
0.7883 |
0.7876 |
| S2 |
0.7855 |
0.7855 |
0.7880 |
|
| S3 |
0.7829 |
0.7844 |
0.7878 |
|
| S4 |
0.7802 |
0.7817 |
0.7870 |
|
|
| 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 |
0.7901 |
0.7812 |
0.0089 |
1.1% |
0.0040 |
0.5% |
82% |
False |
False |
243 |
| 10 |
0.7992 |
0.7812 |
0.0180 |
2.3% |
0.0052 |
0.7% |
41% |
False |
False |
319 |
| 20 |
0.8025 |
0.7801 |
0.0224 |
2.8% |
0.0048 |
0.6% |
38% |
False |
False |
316 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0044 |
0.6% |
54% |
False |
False |
280 |
| 60 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0043 |
0.5% |
49% |
False |
False |
253 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0038 |
0.5% |
42% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8006 |
|
2.618 |
0.7962 |
|
1.618 |
0.7936 |
|
1.000 |
0.7920 |
|
0.618 |
0.7909 |
|
HIGH |
0.7893 |
|
0.618 |
0.7883 |
|
0.500 |
0.7880 |
|
0.382 |
0.7877 |
|
LOW |
0.7867 |
|
0.618 |
0.7850 |
|
1.000 |
0.7840 |
|
1.618 |
0.7824 |
|
2.618 |
0.7797 |
|
4.250 |
0.7754 |
|
|
| Fisher Pivots for day following 03-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7883 |
| PP |
0.7882 |
0.7881 |
| S1 |
0.7880 |
0.7879 |
|