CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 10-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2022 |
10-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7867 |
0.7882 |
0.0015 |
0.2% |
0.7824 |
High |
0.7894 |
0.7913 |
0.0019 |
0.2% |
0.7901 |
Low |
0.7864 |
0.7858 |
-0.0007 |
-0.1% |
0.7818 |
Close |
0.7891 |
0.7864 |
-0.0027 |
-0.3% |
0.7839 |
Range |
0.0030 |
0.0055 |
0.0026 |
86.4% |
0.0083 |
ATR |
0.0049 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
Volume |
575 |
942 |
367 |
63.8% |
979 |
|
Daily Pivots for day following 10-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8043 |
0.8009 |
0.7894 |
|
R3 |
0.7988 |
0.7954 |
0.7879 |
|
R2 |
0.7933 |
0.7933 |
0.7874 |
|
R1 |
0.7899 |
0.7899 |
0.7869 |
0.7888 |
PP |
0.7878 |
0.7878 |
0.7878 |
0.7873 |
S1 |
0.7844 |
0.7844 |
0.7859 |
0.7833 |
S2 |
0.7823 |
0.7823 |
0.7854 |
|
S3 |
0.7768 |
0.7789 |
0.7849 |
|
S4 |
0.7713 |
0.7734 |
0.7834 |
|
|
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 |
0.7913 |
0.7818 |
0.0095 |
1.2% |
0.0049 |
0.6% |
49% |
True |
False |
544 |
10 |
0.7913 |
0.7812 |
0.0101 |
1.3% |
0.0044 |
0.6% |
52% |
True |
False |
393 |
20 |
0.8025 |
0.7812 |
0.0213 |
2.7% |
0.0048 |
0.6% |
24% |
False |
False |
378 |
40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0046 |
0.6% |
48% |
False |
False |
264 |
60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0044 |
0.6% |
48% |
False |
False |
291 |
80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0039 |
0.5% |
37% |
False |
False |
230 |
100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0039 |
0.5% |
37% |
False |
False |
192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8146 |
2.618 |
0.8056 |
1.618 |
0.8001 |
1.000 |
0.7968 |
0.618 |
0.7946 |
HIGH |
0.7913 |
0.618 |
0.7891 |
0.500 |
0.7885 |
0.382 |
0.7879 |
LOW |
0.7858 |
0.618 |
0.7824 |
1.000 |
0.7803 |
1.618 |
0.7769 |
2.618 |
0.7714 |
4.250 |
0.7624 |
|
|
Fisher Pivots for day following 10-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7885 |
0.7885 |
PP |
0.7878 |
0.7878 |
S1 |
0.7871 |
0.7871 |
|