CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 24-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7832 |
0.7855 |
0.0023 |
0.3% |
0.7848 |
| High |
0.7884 |
0.7856 |
-0.0028 |
-0.3% |
0.7893 |
| Low |
0.7832 |
0.7765 |
-0.0068 |
-0.9% |
0.7824 |
| Close |
0.7850 |
0.7802 |
-0.0049 |
-0.6% |
0.7845 |
| Range |
0.0052 |
0.0092 |
0.0040 |
77.7% |
0.0069 |
| ATR |
0.0046 |
0.0049 |
0.0003 |
7.1% |
0.0000 |
| Volume |
2,356 |
2,160 |
-196 |
-8.3% |
3,945 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8082 |
0.8033 |
0.7852 |
|
| R3 |
0.7990 |
0.7942 |
0.7827 |
|
| R2 |
0.7899 |
0.7899 |
0.7818 |
|
| R1 |
0.7850 |
0.7850 |
0.7810 |
0.7829 |
| PP |
0.7807 |
0.7807 |
0.7807 |
0.7797 |
| S1 |
0.7759 |
0.7759 |
0.7793 |
0.7737 |
| S2 |
0.7716 |
0.7716 |
0.7785 |
|
| S3 |
0.7624 |
0.7667 |
0.7776 |
|
| S4 |
0.7533 |
0.7576 |
0.7751 |
|
|
| 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 |
0.7888 |
0.7765 |
0.0123 |
1.6% |
0.0051 |
0.7% |
30% |
False |
True |
1,371 |
| 10 |
0.7913 |
0.7765 |
0.0148 |
1.9% |
0.0047 |
0.6% |
25% |
False |
True |
1,074 |
| 20 |
0.7913 |
0.7765 |
0.0148 |
1.9% |
0.0046 |
0.6% |
25% |
False |
True |
703 |
| 40 |
0.8025 |
0.7765 |
0.0260 |
3.3% |
0.0047 |
0.6% |
14% |
False |
True |
483 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
27% |
False |
False |
441 |
| 80 |
0.8084 |
0.7719 |
0.0365 |
4.7% |
0.0042 |
0.5% |
23% |
False |
False |
349 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0038 |
0.5% |
21% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8245 |
|
2.618 |
0.8096 |
|
1.618 |
0.8004 |
|
1.000 |
0.7948 |
|
0.618 |
0.7913 |
|
HIGH |
0.7856 |
|
0.618 |
0.7821 |
|
0.500 |
0.7810 |
|
0.382 |
0.7799 |
|
LOW |
0.7765 |
|
0.618 |
0.7708 |
|
1.000 |
0.7673 |
|
1.618 |
0.7616 |
|
2.618 |
0.7525 |
|
4.250 |
0.7376 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7810 |
0.7824 |
| PP |
0.7807 |
0.7817 |
| S1 |
0.7804 |
0.7809 |
|