CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7873 |
0.7910 |
0.0037 |
0.5% |
0.7868 |
| High |
0.7873 |
0.7935 |
0.0062 |
0.8% |
0.7901 |
| Low |
0.7873 |
0.7910 |
0.0037 |
0.5% |
0.7807 |
| Close |
0.7873 |
0.7935 |
0.0062 |
0.8% |
0.7901 |
| Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0094 |
| ATR |
0.0037 |
0.0038 |
0.0002 |
4.9% |
0.0000 |
| Volume |
0 |
6 |
6 |
|
49 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8000 |
0.7992 |
0.7948 |
|
| R3 |
0.7975 |
0.7967 |
0.7941 |
|
| R2 |
0.7951 |
0.7951 |
0.7939 |
|
| R1 |
0.7943 |
0.7943 |
0.7937 |
0.7947 |
| PP |
0.7926 |
0.7926 |
0.7926 |
0.7928 |
| S1 |
0.7918 |
0.7918 |
0.7932 |
0.7922 |
| S2 |
0.7902 |
0.7902 |
0.7930 |
|
| S3 |
0.7877 |
0.7894 |
0.7928 |
|
| S4 |
0.7853 |
0.7869 |
0.7921 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8120 |
0.7952 |
|
| R3 |
0.8057 |
0.8026 |
0.7926 |
|
| R2 |
0.7963 |
0.7963 |
0.7918 |
|
| R1 |
0.7932 |
0.7932 |
0.7909 |
0.7948 |
| PP |
0.7869 |
0.7869 |
0.7869 |
0.7877 |
| S1 |
0.7838 |
0.7838 |
0.7892 |
0.7854 |
| S2 |
0.7775 |
0.7775 |
0.7883 |
|
| S3 |
0.7681 |
0.7744 |
0.7875 |
|
| S4 |
0.7587 |
0.7650 |
0.7849 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8039 |
|
2.618 |
0.7999 |
|
1.618 |
0.7974 |
|
1.000 |
0.7959 |
|
0.618 |
0.7950 |
|
HIGH |
0.7935 |
|
0.618 |
0.7925 |
|
0.500 |
0.7922 |
|
0.382 |
0.7919 |
|
LOW |
0.7910 |
|
0.618 |
0.7895 |
|
1.000 |
0.7886 |
|
1.618 |
0.7870 |
|
2.618 |
0.7846 |
|
4.250 |
0.7806 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7930 |
0.7923 |
| PP |
0.7926 |
0.7911 |
| S1 |
0.7922 |
0.7900 |
|