CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7863 |
0.7883 |
0.0021 |
0.3% |
0.7847 |
| High |
0.7893 |
0.7885 |
-0.0008 |
-0.1% |
0.7913 |
| Low |
0.7860 |
0.7859 |
-0.0001 |
0.0% |
0.7842 |
| Close |
0.7887 |
0.7873 |
-0.0014 |
-0.2% |
0.7848 |
| Range |
0.0033 |
0.0026 |
-0.0007 |
-21.2% |
0.0071 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
746 |
388 |
-358 |
-48.0% |
2,718 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7950 |
0.7938 |
0.7887 |
|
| R3 |
0.7924 |
0.7912 |
0.7880 |
|
| R2 |
0.7898 |
0.7898 |
0.7878 |
|
| R1 |
0.7886 |
0.7886 |
0.7875 |
0.7879 |
| PP |
0.7872 |
0.7872 |
0.7872 |
0.7869 |
| S1 |
0.7860 |
0.7860 |
0.7871 |
0.7853 |
| S2 |
0.7846 |
0.7846 |
0.7868 |
|
| S3 |
0.7820 |
0.7834 |
0.7866 |
|
| S4 |
0.7794 |
0.7808 |
0.7859 |
|
|
| 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 |
0.7893 |
0.7824 |
0.0069 |
0.9% |
0.0037 |
0.5% |
72% |
False |
False |
667 |
| 10 |
0.7913 |
0.7818 |
0.0095 |
1.2% |
0.0043 |
0.5% |
58% |
False |
False |
605 |
| 20 |
0.7992 |
0.7812 |
0.0180 |
2.3% |
0.0047 |
0.6% |
34% |
False |
False |
462 |
| 40 |
0.8025 |
0.7738 |
0.0287 |
3.6% |
0.0045 |
0.6% |
47% |
False |
False |
330 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0044 |
0.6% |
50% |
False |
False |
339 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0040 |
0.5% |
39% |
False |
False |
270 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0038 |
0.5% |
39% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7996 |
|
2.618 |
0.7953 |
|
1.618 |
0.7927 |
|
1.000 |
0.7911 |
|
0.618 |
0.7901 |
|
HIGH |
0.7885 |
|
0.618 |
0.7875 |
|
0.500 |
0.7872 |
|
0.382 |
0.7869 |
|
LOW |
0.7859 |
|
0.618 |
0.7843 |
|
1.000 |
0.7833 |
|
1.618 |
0.7817 |
|
2.618 |
0.7791 |
|
4.250 |
0.7749 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7873 |
0.7869 |
| PP |
0.7872 |
0.7865 |
| S1 |
0.7872 |
0.7861 |
|