CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 11-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2022 |
11-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7882 |
0.7861 |
-0.0021 |
-0.3% |
0.7847 |
High |
0.7913 |
0.7893 |
-0.0020 |
-0.3% |
0.7913 |
Low |
0.7858 |
0.7843 |
-0.0015 |
-0.2% |
0.7842 |
Close |
0.7864 |
0.7848 |
-0.0016 |
-0.2% |
0.7848 |
Range |
0.0055 |
0.0050 |
-0.0005 |
-9.1% |
0.0071 |
ATR |
0.0049 |
0.0049 |
0.0000 |
0.1% |
0.0000 |
Volume |
942 |
266 |
-676 |
-71.8% |
2,718 |
|
Daily Pivots for day following 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8011 |
0.7980 |
0.7876 |
|
R3 |
0.7961 |
0.7930 |
0.7862 |
|
R2 |
0.7911 |
0.7911 |
0.7857 |
|
R1 |
0.7880 |
0.7880 |
0.7853 |
0.7870 |
PP |
0.7861 |
0.7861 |
0.7861 |
0.7856 |
S1 |
0.7830 |
0.7830 |
0.7843 |
0.7820 |
S2 |
0.7811 |
0.7811 |
0.7839 |
|
S3 |
0.7761 |
0.7780 |
0.7834 |
|
S4 |
0.7711 |
0.7730 |
0.7821 |
|
|
Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8080 |
0.8035 |
0.7887 |
|
R3 |
0.8009 |
0.7964 |
0.7868 |
|
R2 |
0.7938 |
0.7938 |
0.7861 |
|
R1 |
0.7893 |
0.7893 |
0.7855 |
0.7916 |
PP |
0.7867 |
0.7867 |
0.7867 |
0.7879 |
S1 |
0.7822 |
0.7822 |
0.7841 |
0.7845 |
S2 |
0.7796 |
0.7796 |
0.7835 |
|
S3 |
0.7725 |
0.7751 |
0.7828 |
|
S4 |
0.7654 |
0.7680 |
0.7809 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7913 |
0.7842 |
0.0071 |
0.9% |
0.0044 |
0.6% |
9% |
False |
False |
543 |
10 |
0.7913 |
0.7818 |
0.0095 |
1.2% |
0.0044 |
0.6% |
32% |
False |
False |
369 |
20 |
0.8025 |
0.7812 |
0.0213 |
2.7% |
0.0049 |
0.6% |
17% |
False |
False |
385 |
40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0046 |
0.6% |
42% |
False |
False |
263 |
60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0044 |
0.6% |
42% |
False |
False |
293 |
80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0040 |
0.5% |
33% |
False |
False |
233 |
100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0039 |
0.5% |
33% |
False |
False |
194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8105 |
2.618 |
0.8023 |
1.618 |
0.7973 |
1.000 |
0.7943 |
0.618 |
0.7923 |
HIGH |
0.7893 |
0.618 |
0.7873 |
0.500 |
0.7868 |
0.382 |
0.7862 |
LOW |
0.7843 |
0.618 |
0.7812 |
1.000 |
0.7793 |
1.618 |
0.7762 |
2.618 |
0.7712 |
4.250 |
0.7630 |
|
|
Fisher Pivots for day following 11-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7868 |
0.7878 |
PP |
0.7861 |
0.7868 |
S1 |
0.7855 |
0.7858 |
|