CME Canadian Dollar Future March 2022
| Trading Metrics calculated at close of trading on 31-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2022 |
31-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7850 |
0.7830 |
-0.0020 |
-0.2% |
0.7947 |
| High |
0.7865 |
0.7885 |
0.0020 |
0.2% |
0.7966 |
| Low |
0.7813 |
0.7826 |
0.0013 |
0.2% |
0.7813 |
| Close |
0.7820 |
0.7875 |
0.0055 |
0.7% |
0.7820 |
| Range |
0.0052 |
0.0059 |
0.0007 |
13.5% |
0.0153 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.7% |
0.0000 |
| Volume |
85,242 |
85,879 |
637 |
0.7% |
481,315 |
|
| Daily Pivots for day following 31-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8039 |
0.8016 |
0.7907 |
|
| R3 |
0.7980 |
0.7957 |
0.7891 |
|
| R2 |
0.7921 |
0.7921 |
0.7885 |
|
| R1 |
0.7898 |
0.7898 |
0.7880 |
0.7909 |
| PP |
0.7862 |
0.7862 |
0.7862 |
0.7867 |
| S1 |
0.7839 |
0.7839 |
0.7869 |
0.7850 |
| S2 |
0.7803 |
0.7803 |
0.7864 |
|
| S3 |
0.7744 |
0.7780 |
0.7858 |
|
| S4 |
0.7685 |
0.7721 |
0.7842 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8324 |
0.8224 |
0.7904 |
|
| R3 |
0.8171 |
0.8072 |
0.7862 |
|
| R2 |
0.8019 |
0.8019 |
0.7848 |
|
| R1 |
0.7919 |
0.7919 |
0.7834 |
0.7893 |
| PP |
0.7866 |
0.7866 |
0.7866 |
0.7853 |
| S1 |
0.7767 |
0.7767 |
0.7806 |
0.7740 |
| S2 |
0.7714 |
0.7714 |
0.7792 |
|
| S3 |
0.7561 |
0.7614 |
0.7778 |
|
| S4 |
0.7409 |
0.7462 |
0.7736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7966 |
0.7813 |
0.0153 |
1.9% |
0.0060 |
0.8% |
40% |
False |
False |
93,138 |
| 10 |
0.8032 |
0.7813 |
0.0219 |
2.8% |
0.0059 |
0.8% |
28% |
False |
False |
89,423 |
| 20 |
0.8032 |
0.7803 |
0.0230 |
2.9% |
0.0060 |
0.8% |
31% |
False |
False |
77,342 |
| 40 |
0.8032 |
0.7713 |
0.0319 |
4.1% |
0.0056 |
0.7% |
51% |
False |
False |
66,585 |
| 60 |
0.8077 |
0.7713 |
0.0364 |
4.6% |
0.0053 |
0.7% |
44% |
False |
False |
44,699 |
| 80 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0049 |
0.6% |
38% |
False |
False |
33,557 |
| 100 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0052 |
0.7% |
38% |
False |
False |
26,867 |
| 120 |
0.8137 |
0.7713 |
0.0424 |
5.4% |
0.0051 |
0.6% |
38% |
False |
False |
22,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8135 |
|
2.618 |
0.8039 |
|
1.618 |
0.7980 |
|
1.000 |
0.7944 |
|
0.618 |
0.7921 |
|
HIGH |
0.7885 |
|
0.618 |
0.7862 |
|
0.500 |
0.7855 |
|
0.382 |
0.7848 |
|
LOW |
0.7826 |
|
0.618 |
0.7789 |
|
1.000 |
0.7767 |
|
1.618 |
0.7730 |
|
2.618 |
0.7671 |
|
4.250 |
0.7575 |
|
|
| Fisher Pivots for day following 31-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7868 |
0.7869 |
| PP |
0.7862 |
0.7864 |
| S1 |
0.7855 |
0.7859 |
|