CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 12-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2022 |
12-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7898 |
0.7953 |
0.0055 |
0.7% |
0.7896 |
| High |
0.7952 |
0.7994 |
0.0043 |
0.5% |
0.7911 |
| Low |
0.7898 |
0.7953 |
0.0055 |
0.7% |
0.7801 |
| Close |
0.7943 |
0.7994 |
0.0052 |
0.6% |
0.7910 |
| Range |
0.0054 |
0.0042 |
-0.0012 |
-22.4% |
0.0110 |
| ATR |
0.0047 |
0.0048 |
0.0000 |
0.6% |
0.0000 |
| Volume |
98 |
106 |
8 |
8.2% |
1,453 |
|
| Daily Pivots for day following 12-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8105 |
0.8091 |
0.8017 |
|
| R3 |
0.8063 |
0.8049 |
0.8005 |
|
| R2 |
0.8022 |
0.8022 |
0.8002 |
|
| R1 |
0.8008 |
0.8008 |
0.7998 |
0.8015 |
| PP |
0.7980 |
0.7980 |
0.7980 |
0.7984 |
| S1 |
0.7966 |
0.7966 |
0.7990 |
0.7973 |
| S2 |
0.7939 |
0.7939 |
0.7986 |
|
| S3 |
0.7897 |
0.7925 |
0.7983 |
|
| S4 |
0.7856 |
0.7883 |
0.7971 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8204 |
0.8167 |
0.7970 |
|
| R3 |
0.8094 |
0.8057 |
0.7940 |
|
| R2 |
0.7984 |
0.7984 |
0.7930 |
|
| R1 |
0.7947 |
0.7947 |
0.7920 |
0.7965 |
| PP |
0.7874 |
0.7874 |
0.7874 |
0.7883 |
| S1 |
0.7837 |
0.7837 |
0.7899 |
0.7855 |
| S2 |
0.7764 |
0.7764 |
0.7889 |
|
| S3 |
0.7654 |
0.7727 |
0.7879 |
|
| S4 |
0.7544 |
0.7617 |
0.7849 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7994 |
0.7801 |
0.0193 |
2.4% |
0.0049 |
0.6% |
100% |
True |
False |
297 |
| 10 |
0.7994 |
0.7801 |
0.0193 |
2.4% |
0.0051 |
0.6% |
100% |
True |
False |
194 |
| 20 |
0.7994 |
0.7719 |
0.0276 |
3.4% |
0.0044 |
0.5% |
100% |
True |
False |
150 |
| 40 |
0.7994 |
0.7719 |
0.0276 |
3.4% |
0.0042 |
0.5% |
100% |
True |
False |
248 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0036 |
0.5% |
70% |
False |
False |
180 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0037 |
0.5% |
70% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8170 |
|
2.618 |
0.8103 |
|
1.618 |
0.8061 |
|
1.000 |
0.8036 |
|
0.618 |
0.8020 |
|
HIGH |
0.7994 |
|
0.618 |
0.7978 |
|
0.500 |
0.7973 |
|
0.382 |
0.7968 |
|
LOW |
0.7953 |
|
0.618 |
0.7927 |
|
1.000 |
0.7911 |
|
1.618 |
0.7885 |
|
2.618 |
0.7844 |
|
4.250 |
0.7776 |
|
|
| Fisher Pivots for day following 12-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7987 |
0.7973 |
| PP |
0.7980 |
0.7953 |
| S1 |
0.7973 |
0.7932 |
|