CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 07-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2022 |
07-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7888 |
0.7847 |
-0.0042 |
-0.5% |
0.7824 |
High |
0.7893 |
0.7897 |
0.0004 |
0.1% |
0.7901 |
Low |
0.7818 |
0.7842 |
0.0024 |
0.3% |
0.7818 |
Close |
0.7839 |
0.7895 |
0.0056 |
0.7% |
0.7839 |
Range |
0.0075 |
0.0056 |
-0.0020 |
-26.0% |
0.0083 |
ATR |
0.0051 |
0.0051 |
0.0001 |
1.0% |
0.0000 |
Volume |
270 |
724 |
454 |
168.1% |
979 |
|
Daily Pivots for day following 07-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8044 |
0.8025 |
0.7926 |
|
R3 |
0.7989 |
0.7970 |
0.7910 |
|
R2 |
0.7933 |
0.7933 |
0.7905 |
|
R1 |
0.7914 |
0.7914 |
0.7900 |
0.7924 |
PP |
0.7878 |
0.7878 |
0.7878 |
0.7883 |
S1 |
0.7859 |
0.7859 |
0.7890 |
0.7868 |
S2 |
0.7822 |
0.7822 |
0.7885 |
|
S3 |
0.7767 |
0.7803 |
0.7880 |
|
S4 |
0.7711 |
0.7748 |
0.7864 |
|
|
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% |
0.0046 |
0.6% |
93% |
False |
False |
303 |
10 |
0.7955 |
0.7812 |
0.0143 |
1.8% |
0.0051 |
0.6% |
58% |
False |
False |
362 |
20 |
0.8025 |
0.7812 |
0.0213 |
2.7% |
0.0049 |
0.6% |
39% |
False |
False |
303 |
40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0046 |
0.6% |
58% |
False |
False |
242 |
60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0044 |
0.6% |
58% |
False |
False |
268 |
80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0039 |
0.5% |
45% |
False |
False |
215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8133 |
2.618 |
0.8042 |
1.618 |
0.7987 |
1.000 |
0.7953 |
0.618 |
0.7931 |
HIGH |
0.7897 |
0.618 |
0.7876 |
0.500 |
0.7869 |
0.382 |
0.7863 |
LOW |
0.7842 |
0.618 |
0.7807 |
1.000 |
0.7786 |
1.618 |
0.7752 |
2.618 |
0.7696 |
4.250 |
0.7606 |
|
|
Fisher Pivots for day following 07-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7886 |
0.7883 |
PP |
0.7878 |
0.7870 |
S1 |
0.7869 |
0.7858 |
|