CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 10-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2022 |
10-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
0.7872 |
0.7883 |
0.0011 |
0.1% |
0.7820 |
High |
0.7886 |
0.7905 |
0.0019 |
0.2% |
0.7889 |
Low |
0.7866 |
0.7861 |
-0.0006 |
-0.1% |
0.7810 |
Close |
0.7883 |
0.7864 |
-0.0019 |
-0.2% |
0.7830 |
Range |
0.0020 |
0.0045 |
0.0025 |
122.5% |
0.0079 |
ATR |
0.0043 |
0.0043 |
0.0000 |
0.2% |
0.0000 |
Volume |
151 |
271 |
120 |
79.5% |
379 |
|
Daily Pivots for day following 10-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8010 |
0.7981 |
0.7888 |
|
R3 |
0.7965 |
0.7937 |
0.7876 |
|
R2 |
0.7921 |
0.7921 |
0.7872 |
|
R1 |
0.7892 |
0.7892 |
0.7868 |
0.7884 |
PP |
0.7876 |
0.7876 |
0.7876 |
0.7872 |
S1 |
0.7848 |
0.7848 |
0.7859 |
0.7840 |
S2 |
0.7832 |
0.7832 |
0.7855 |
|
S3 |
0.7787 |
0.7803 |
0.7851 |
|
S4 |
0.7743 |
0.7759 |
0.7839 |
|
|
Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8080 |
0.8034 |
0.7873 |
|
R3 |
0.8001 |
0.7955 |
0.7851 |
|
R2 |
0.7922 |
0.7922 |
0.7844 |
|
R1 |
0.7876 |
0.7876 |
0.7837 |
0.7899 |
PP |
0.7843 |
0.7843 |
0.7843 |
0.7854 |
S1 |
0.7797 |
0.7797 |
0.7822 |
0.7820 |
S2 |
0.7764 |
0.7764 |
0.7815 |
|
S3 |
0.7685 |
0.7718 |
0.7808 |
|
S4 |
0.7606 |
0.7639 |
0.7786 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7905 |
0.7810 |
0.0095 |
1.2% |
0.0039 |
0.5% |
56% |
True |
False |
109 |
10 |
0.7905 |
0.7796 |
0.0109 |
1.4% |
0.0036 |
0.5% |
62% |
True |
False |
100 |
20 |
0.8003 |
0.7796 |
0.0207 |
2.6% |
0.0034 |
0.4% |
33% |
False |
False |
68 |
40 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0032 |
0.4% |
54% |
False |
False |
47 |
60 |
0.8003 |
0.7699 |
0.0304 |
3.9% |
0.0030 |
0.4% |
54% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8094 |
2.618 |
0.8022 |
1.618 |
0.7977 |
1.000 |
0.7950 |
0.618 |
0.7933 |
HIGH |
0.7905 |
0.618 |
0.7888 |
0.500 |
0.7883 |
0.382 |
0.7877 |
LOW |
0.7861 |
0.618 |
0.7833 |
1.000 |
0.7816 |
1.618 |
0.7788 |
2.618 |
0.7744 |
4.250 |
0.7671 |
|
|
Fisher Pivots for day following 10-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7883 |
0.7878 |
PP |
0.7876 |
0.7873 |
S1 |
0.7870 |
0.7868 |
|