CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 09-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2022 |
09-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7890 |
0.7867 |
-0.0023 |
-0.3% |
0.7824 |
High |
0.7890 |
0.7894 |
0.0004 |
0.1% |
0.7901 |
Low |
0.7862 |
0.7864 |
0.0003 |
0.0% |
0.7818 |
Close |
0.7863 |
0.7891 |
0.0028 |
0.3% |
0.7839 |
Range |
0.0028 |
0.0030 |
0.0002 |
5.4% |
0.0083 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
211 |
575 |
364 |
172.5% |
979 |
|
Daily Pivots for day following 09-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7971 |
0.7960 |
0.7907 |
|
R3 |
0.7942 |
0.7931 |
0.7899 |
|
R2 |
0.7912 |
0.7912 |
0.7896 |
|
R1 |
0.7901 |
0.7901 |
0.7893 |
0.7907 |
PP |
0.7883 |
0.7883 |
0.7883 |
0.7885 |
S1 |
0.7872 |
0.7872 |
0.7888 |
0.7877 |
S2 |
0.7853 |
0.7853 |
0.7885 |
|
S3 |
0.7824 |
0.7842 |
0.7882 |
|
S4 |
0.7794 |
0.7813 |
0.7874 |
|
|
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 |
0.7897 |
0.7818 |
0.0079 |
1.0% |
0.0043 |
0.5% |
92% |
False |
False |
393 |
10 |
0.7901 |
0.7812 |
0.0089 |
1.1% |
0.0044 |
0.6% |
88% |
False |
False |
332 |
20 |
0.8025 |
0.7812 |
0.0213 |
2.7% |
0.0047 |
0.6% |
37% |
False |
False |
336 |
40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
56% |
False |
False |
242 |
60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0044 |
0.6% |
56% |
False |
False |
278 |
80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0039 |
0.5% |
44% |
False |
False |
218 |
100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0039 |
0.5% |
44% |
False |
False |
182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8019 |
2.618 |
0.7971 |
1.618 |
0.7941 |
1.000 |
0.7923 |
0.618 |
0.7912 |
HIGH |
0.7894 |
0.618 |
0.7882 |
0.500 |
0.7879 |
0.382 |
0.7875 |
LOW |
0.7864 |
0.618 |
0.7846 |
1.000 |
0.7835 |
1.618 |
0.7816 |
2.618 |
0.7787 |
4.250 |
0.7739 |
|
|
Fisher Pivots for day following 09-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7887 |
0.7883 |
PP |
0.7883 |
0.7876 |
S1 |
0.7879 |
0.7869 |
|