CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 04-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2022 |
04-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7879 |
0.7888 |
0.0009 |
0.1% |
0.7824 |
| High |
0.7893 |
0.7893 |
0.0000 |
0.0% |
0.7901 |
| Low |
0.7867 |
0.7818 |
-0.0049 |
-0.6% |
0.7818 |
| Close |
0.7885 |
0.7839 |
-0.0046 |
-0.6% |
0.7839 |
| Range |
0.0027 |
0.0075 |
0.0049 |
183.0% |
0.0083 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.8% |
0.0000 |
| Volume |
186 |
270 |
84 |
45.2% |
979 |
|
| Daily Pivots for day following 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8075 |
0.8032 |
0.7880 |
|
| R3 |
0.8000 |
0.7957 |
0.7860 |
|
| R2 |
0.7925 |
0.7925 |
0.7853 |
|
| R1 |
0.7882 |
0.7882 |
0.7846 |
0.7866 |
| PP |
0.7850 |
0.7850 |
0.7850 |
0.7842 |
| S1 |
0.7807 |
0.7807 |
0.7832 |
0.7791 |
| S2 |
0.7775 |
0.7775 |
0.7825 |
|
| S3 |
0.7700 |
0.7732 |
0.7818 |
|
| S4 |
0.7625 |
0.7657 |
0.7798 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8102 |
0.8053 |
0.7885 |
|
| R3 |
0.8019 |
0.7970 |
0.7862 |
|
| R2 |
0.7936 |
0.7936 |
0.7854 |
|
| R1 |
0.7887 |
0.7887 |
0.7847 |
0.7912 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7865 |
| S1 |
0.7804 |
0.7804 |
0.7831 |
0.7829 |
| S2 |
0.7770 |
0.7770 |
0.7824 |
|
| S3 |
0.7687 |
0.7721 |
0.7816 |
|
| S4 |
0.7604 |
0.7638 |
0.7793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7901 |
0.7818 |
0.0083 |
1.1% |
0.0045 |
0.6% |
25% |
False |
True |
195 |
| 10 |
0.7955 |
0.7812 |
0.0143 |
1.8% |
0.0054 |
0.7% |
19% |
False |
False |
322 |
| 20 |
0.8025 |
0.7812 |
0.0213 |
2.7% |
0.0049 |
0.6% |
13% |
False |
False |
316 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
39% |
False |
False |
244 |
| 60 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0044 |
0.6% |
36% |
False |
False |
257 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0038 |
0.5% |
31% |
False |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8212 |
|
2.618 |
0.8089 |
|
1.618 |
0.8014 |
|
1.000 |
0.7968 |
|
0.618 |
0.7939 |
|
HIGH |
0.7893 |
|
0.618 |
0.7864 |
|
0.500 |
0.7856 |
|
0.382 |
0.7847 |
|
LOW |
0.7818 |
|
0.618 |
0.7772 |
|
1.000 |
0.7743 |
|
1.618 |
0.7697 |
|
2.618 |
0.7622 |
|
4.250 |
0.7499 |
|
|
| Fisher Pivots for day following 04-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7856 |
0.7860 |
| PP |
0.7850 |
0.7853 |
| S1 |
0.7845 |
0.7846 |
|