CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 22-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2022 |
22-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7882 |
0.7835 |
-0.0047 |
-0.6% |
0.7848 |
| High |
0.7888 |
0.7858 |
-0.0030 |
-0.4% |
0.7893 |
| Low |
0.7835 |
0.7823 |
-0.0012 |
-0.1% |
0.7824 |
| Close |
0.7845 |
0.7840 |
-0.0006 |
-0.1% |
0.7845 |
| Range |
0.0053 |
0.0035 |
-0.0018 |
-34.0% |
0.0069 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
876 |
1,076 |
200 |
22.8% |
3,945 |
|
| Daily Pivots for day following 22-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7945 |
0.7927 |
0.7859 |
|
| R3 |
0.7910 |
0.7892 |
0.7849 |
|
| R2 |
0.7875 |
0.7875 |
0.7846 |
|
| R1 |
0.7857 |
0.7857 |
0.7843 |
0.7866 |
| PP |
0.7840 |
0.7840 |
0.7840 |
0.7845 |
| S1 |
0.7822 |
0.7822 |
0.7836 |
0.7831 |
| S2 |
0.7805 |
0.7805 |
0.7833 |
|
| S3 |
0.7770 |
0.7787 |
0.7830 |
|
| S4 |
0.7735 |
0.7752 |
0.7820 |
|
|
| 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 |
0.7823 |
0.0070 |
0.9% |
0.0038 |
0.5% |
24% |
False |
True |
961 |
| 10 |
0.7913 |
0.7823 |
0.0090 |
1.1% |
0.0039 |
0.5% |
18% |
False |
True |
701 |
| 20 |
0.7955 |
0.7812 |
0.0143 |
1.8% |
0.0045 |
0.6% |
19% |
False |
False |
532 |
| 40 |
0.8025 |
0.7779 |
0.0246 |
3.1% |
0.0045 |
0.6% |
25% |
False |
False |
374 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
40% |
False |
False |
370 |
| 80 |
0.8096 |
0.7719 |
0.0377 |
4.8% |
0.0041 |
0.5% |
32% |
False |
False |
293 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0038 |
0.5% |
31% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8007 |
|
2.618 |
0.7950 |
|
1.618 |
0.7915 |
|
1.000 |
0.7893 |
|
0.618 |
0.7880 |
|
HIGH |
0.7858 |
|
0.618 |
0.7845 |
|
0.500 |
0.7841 |
|
0.382 |
0.7836 |
|
LOW |
0.7823 |
|
0.618 |
0.7801 |
|
1.000 |
0.7788 |
|
1.618 |
0.7766 |
|
2.618 |
0.7731 |
|
4.250 |
0.7674 |
|
|
| Fisher Pivots for day following 22-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7841 |
0.7855 |
| PP |
0.7840 |
0.7850 |
| S1 |
0.7840 |
0.7845 |
|