CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 06-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2022 |
06-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7862 |
0.7826 |
-0.0036 |
-0.5% |
0.7785 |
| High |
0.7863 |
0.7861 |
-0.0002 |
0.0% |
0.7917 |
| Low |
0.7836 |
0.7801 |
-0.0035 |
-0.4% |
0.7779 |
| Close |
0.7836 |
0.7850 |
0.0015 |
0.2% |
0.7901 |
| Range |
0.0028 |
0.0060 |
0.0033 |
118.2% |
0.0139 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.6% |
0.0000 |
| Volume |
10 |
267 |
257 |
2,570.0% |
428 |
|
| Daily Pivots for day following 06-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8017 |
0.7994 |
0.7883 |
|
| R3 |
0.7957 |
0.7934 |
0.7867 |
|
| R2 |
0.7897 |
0.7897 |
0.7861 |
|
| R1 |
0.7874 |
0.7874 |
0.7856 |
0.7886 |
| PP |
0.7837 |
0.7837 |
0.7837 |
0.7843 |
| S1 |
0.7814 |
0.7814 |
0.7845 |
0.7826 |
| S2 |
0.7777 |
0.7777 |
0.7839 |
|
| S3 |
0.7717 |
0.7754 |
0.7834 |
|
| S4 |
0.7657 |
0.7694 |
0.7817 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8281 |
0.8229 |
0.7977 |
|
| R3 |
0.8142 |
0.8091 |
0.7939 |
|
| R2 |
0.8004 |
0.8004 |
0.7926 |
|
| R1 |
0.7952 |
0.7952 |
0.7913 |
0.7978 |
| PP |
0.7865 |
0.7865 |
0.7865 |
0.7878 |
| S1 |
0.7814 |
0.7814 |
0.7888 |
0.7840 |
| S2 |
0.7727 |
0.7727 |
0.7875 |
|
| S3 |
0.7588 |
0.7675 |
0.7862 |
|
| S4 |
0.7450 |
0.7537 |
0.7824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7917 |
0.7801 |
0.0116 |
1.5% |
0.0058 |
0.7% |
42% |
False |
True |
128 |
| 10 |
0.7917 |
0.7777 |
0.0141 |
1.8% |
0.0042 |
0.5% |
52% |
False |
False |
101 |
| 20 |
0.7917 |
0.7719 |
0.0199 |
2.5% |
0.0041 |
0.5% |
66% |
False |
False |
173 |
| 40 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0041 |
0.5% |
39% |
False |
False |
227 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0035 |
0.4% |
33% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8116 |
|
2.618 |
0.8018 |
|
1.618 |
0.7958 |
|
1.000 |
0.7921 |
|
0.618 |
0.7898 |
|
HIGH |
0.7861 |
|
0.618 |
0.7838 |
|
0.500 |
0.7831 |
|
0.382 |
0.7824 |
|
LOW |
0.7801 |
|
0.618 |
0.7764 |
|
1.000 |
0.7741 |
|
1.618 |
0.7704 |
|
2.618 |
0.7644 |
|
4.250 |
0.7546 |
|
|
| Fisher Pivots for day following 06-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7844 |
0.7848 |
| PP |
0.7837 |
0.7846 |
| S1 |
0.7831 |
0.7843 |
|