CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 13-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2022 |
13-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7953 |
0.7995 |
0.0042 |
0.5% |
0.7896 |
| High |
0.7994 |
0.8021 |
0.0027 |
0.3% |
0.7911 |
| Low |
0.7953 |
0.7981 |
0.0028 |
0.4% |
0.7801 |
| Close |
0.7994 |
0.8002 |
0.0008 |
0.1% |
0.7910 |
| Range |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0110 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
106 |
123 |
17 |
16.0% |
1,453 |
|
| Daily Pivots for day following 13-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8123 |
0.8103 |
0.8024 |
|
| R3 |
0.8082 |
0.8062 |
0.8013 |
|
| R2 |
0.8042 |
0.8042 |
0.8009 |
|
| R1 |
0.8022 |
0.8022 |
0.8005 |
0.8032 |
| PP |
0.8001 |
0.8001 |
0.8001 |
0.8006 |
| S1 |
0.7981 |
0.7981 |
0.7998 |
0.7991 |
| S2 |
0.7961 |
0.7961 |
0.7994 |
|
| S3 |
0.7920 |
0.7941 |
0.7990 |
|
| S4 |
0.7880 |
0.7900 |
0.7979 |
|
|
| 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 |
0.8021 |
0.7851 |
0.0171 |
2.1% |
0.0045 |
0.6% |
89% |
True |
False |
268 |
| 10 |
0.8021 |
0.7801 |
0.0220 |
2.7% |
0.0051 |
0.6% |
91% |
True |
False |
198 |
| 20 |
0.8021 |
0.7719 |
0.0303 |
3.8% |
0.0043 |
0.5% |
94% |
True |
False |
141 |
| 40 |
0.8021 |
0.7719 |
0.0303 |
3.8% |
0.0042 |
0.5% |
94% |
True |
False |
247 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0037 |
0.5% |
72% |
False |
False |
182 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0036 |
0.5% |
72% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8193 |
|
2.618 |
0.8127 |
|
1.618 |
0.8087 |
|
1.000 |
0.8062 |
|
0.618 |
0.8046 |
|
HIGH |
0.8021 |
|
0.618 |
0.8006 |
|
0.500 |
0.8001 |
|
0.382 |
0.7996 |
|
LOW |
0.7981 |
|
0.618 |
0.7955 |
|
1.000 |
0.7940 |
|
1.618 |
0.7915 |
|
2.618 |
0.7874 |
|
4.250 |
0.7808 |
|
|
| Fisher Pivots for day following 13-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8001 |
0.7988 |
| PP |
0.8001 |
0.7974 |
| S1 |
0.8001 |
0.7960 |
|