CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 23-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2022 |
23-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7835 |
0.7832 |
-0.0003 |
0.0% |
0.7848 |
| High |
0.7858 |
0.7884 |
0.0026 |
0.3% |
0.7893 |
| Low |
0.7823 |
0.7832 |
0.0009 |
0.1% |
0.7824 |
| Close |
0.7840 |
0.7850 |
0.0011 |
0.1% |
0.7845 |
| Range |
0.0035 |
0.0052 |
0.0017 |
47.1% |
0.0069 |
| ATR |
0.0045 |
0.0046 |
0.0000 |
1.0% |
0.0000 |
| Volume |
1,076 |
2,356 |
1,280 |
119.0% |
3,945 |
|
| Daily Pivots for day following 23-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8010 |
0.7981 |
0.7878 |
|
| R3 |
0.7958 |
0.7930 |
0.7864 |
|
| R2 |
0.7907 |
0.7907 |
0.7859 |
|
| R1 |
0.7878 |
0.7878 |
0.7855 |
0.7893 |
| PP |
0.7855 |
0.7855 |
0.7855 |
0.7862 |
| S1 |
0.7827 |
0.7827 |
0.7845 |
0.7841 |
| S2 |
0.7804 |
0.7804 |
0.7841 |
|
| S3 |
0.7752 |
0.7775 |
0.7836 |
|
| S4 |
0.7701 |
0.7724 |
0.7822 |
|
|
| 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% |
0.0040 |
0.5% |
39% |
False |
False |
1,088 |
| 10 |
0.7913 |
0.7823 |
0.0090 |
1.1% |
0.0041 |
0.5% |
30% |
False |
False |
916 |
| 20 |
0.7955 |
0.7812 |
0.0143 |
1.8% |
0.0045 |
0.6% |
27% |
False |
False |
636 |
| 40 |
0.8025 |
0.7792 |
0.0233 |
3.0% |
0.0046 |
0.6% |
25% |
False |
False |
430 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0044 |
0.6% |
43% |
False |
False |
408 |
| 80 |
0.8084 |
0.7719 |
0.0365 |
4.6% |
0.0041 |
0.5% |
36% |
False |
False |
322 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0037 |
0.5% |
33% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8102 |
|
2.618 |
0.8018 |
|
1.618 |
0.7967 |
|
1.000 |
0.7935 |
|
0.618 |
0.7915 |
|
HIGH |
0.7884 |
|
0.618 |
0.7864 |
|
0.500 |
0.7858 |
|
0.382 |
0.7852 |
|
LOW |
0.7832 |
|
0.618 |
0.7800 |
|
1.000 |
0.7781 |
|
1.618 |
0.7749 |
|
2.618 |
0.7697 |
|
4.250 |
0.7613 |
|
|
| Fisher Pivots for day following 23-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7858 |
0.7855 |
| PP |
0.7855 |
0.7854 |
| S1 |
0.7853 |
0.7852 |
|