CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 18-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2022 |
18-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7883 |
0.7882 |
-0.0002 |
0.0% |
0.7848 |
High |
0.7885 |
0.7888 |
0.0003 |
0.0% |
0.7893 |
Low |
0.7859 |
0.7835 |
-0.0025 |
-0.3% |
0.7824 |
Close |
0.7873 |
0.7845 |
-0.0028 |
-0.4% |
0.7845 |
Range |
0.0026 |
0.0053 |
0.0027 |
103.8% |
0.0069 |
ATR |
0.0046 |
0.0046 |
0.0001 |
1.1% |
0.0000 |
Volume |
388 |
876 |
488 |
125.8% |
3,945 |
|
Daily Pivots for day following 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8015 |
0.7983 |
0.7874 |
|
R3 |
0.7962 |
0.7930 |
0.7860 |
|
R2 |
0.7909 |
0.7909 |
0.7855 |
|
R1 |
0.7877 |
0.7877 |
0.7850 |
0.7866 |
PP |
0.7856 |
0.7856 |
0.7856 |
0.7850 |
S1 |
0.7824 |
0.7824 |
0.7840 |
0.7813 |
S2 |
0.7803 |
0.7803 |
0.7835 |
|
S3 |
0.7750 |
0.7771 |
0.7830 |
|
S4 |
0.7697 |
0.7718 |
0.7816 |
|
|
Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8059 |
0.8021 |
0.7883 |
|
R3 |
0.7991 |
0.7952 |
0.7864 |
|
R2 |
0.7922 |
0.7922 |
0.7858 |
|
R1 |
0.7884 |
0.7884 |
0.7851 |
0.7869 |
PP |
0.7854 |
0.7854 |
0.7854 |
0.7846 |
S1 |
0.7815 |
0.7815 |
0.7839 |
0.7800 |
S2 |
0.7785 |
0.7785 |
0.7832 |
|
S3 |
0.7717 |
0.7747 |
0.7826 |
|
S4 |
0.7648 |
0.7678 |
0.7807 |
|
|
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% |
0.0038 |
0.5% |
31% |
False |
False |
789 |
10 |
0.7913 |
0.7824 |
0.0089 |
1.1% |
0.0041 |
0.5% |
24% |
False |
False |
666 |
20 |
0.7955 |
0.7812 |
0.0143 |
1.8% |
0.0047 |
0.6% |
23% |
False |
False |
494 |
40 |
0.8025 |
0.7777 |
0.0248 |
3.2% |
0.0045 |
0.6% |
28% |
False |
False |
350 |
60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
41% |
False |
False |
353 |
80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0041 |
0.5% |
32% |
False |
False |
280 |
100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0038 |
0.5% |
32% |
False |
False |
233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8113 |
2.618 |
0.8026 |
1.618 |
0.7973 |
1.000 |
0.7941 |
0.618 |
0.7920 |
HIGH |
0.7888 |
0.618 |
0.7867 |
0.500 |
0.7861 |
0.382 |
0.7855 |
LOW |
0.7835 |
0.618 |
0.7802 |
1.000 |
0.7782 |
1.618 |
0.7749 |
2.618 |
0.7696 |
4.250 |
0.7609 |
|
|
Fisher Pivots for day following 18-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7861 |
0.7864 |
PP |
0.7856 |
0.7857 |
S1 |
0.7850 |
0.7851 |
|