CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 18-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2022 |
18-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7987 |
0.7968 |
-0.0019 |
-0.2% |
0.7900 |
| High |
0.7988 |
0.8001 |
0.0014 |
0.2% |
0.8021 |
| Low |
0.7952 |
0.7958 |
0.0006 |
0.1% |
0.7870 |
| Close |
0.7955 |
0.7990 |
0.0035 |
0.4% |
0.7955 |
| Range |
0.0036 |
0.0044 |
0.0008 |
20.8% |
0.0152 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
167 |
729 |
562 |
336.5% |
528 |
|
| Daily Pivots for day following 18-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8113 |
0.8095 |
0.8013 |
|
| R3 |
0.8070 |
0.8051 |
0.8001 |
|
| R2 |
0.8026 |
0.8026 |
0.7997 |
|
| R1 |
0.8008 |
0.8008 |
0.7993 |
0.8017 |
| PP |
0.7983 |
0.7983 |
0.7983 |
0.7987 |
| S1 |
0.7964 |
0.7964 |
0.7986 |
0.7974 |
| S2 |
0.7939 |
0.7939 |
0.7982 |
|
| S3 |
0.7896 |
0.7921 |
0.7978 |
|
| S4 |
0.7852 |
0.7877 |
0.7966 |
|
|
| Weekly Pivots for week ending 14-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8403 |
0.8330 |
0.8038 |
|
| R3 |
0.8251 |
0.8179 |
0.7996 |
|
| R2 |
0.8100 |
0.8100 |
0.7982 |
|
| R1 |
0.8027 |
0.8027 |
0.7968 |
0.8064 |
| PP |
0.7948 |
0.7948 |
0.7948 |
0.7967 |
| S1 |
0.7876 |
0.7876 |
0.7941 |
0.7912 |
| S2 |
0.7797 |
0.7797 |
0.7927 |
|
| S3 |
0.7645 |
0.7724 |
0.7913 |
|
| S4 |
0.7494 |
0.7573 |
0.7871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8021 |
0.7898 |
0.0123 |
1.5% |
0.0043 |
0.5% |
74% |
False |
False |
244 |
| 10 |
0.8021 |
0.7801 |
0.0220 |
2.8% |
0.0044 |
0.6% |
86% |
False |
False |
264 |
| 20 |
0.8021 |
0.7719 |
0.0303 |
3.8% |
0.0040 |
0.5% |
90% |
False |
False |
175 |
| 40 |
0.8021 |
0.7719 |
0.0303 |
3.8% |
0.0043 |
0.5% |
90% |
False |
False |
266 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0037 |
0.5% |
69% |
False |
False |
196 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0035 |
0.4% |
69% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8186 |
|
2.618 |
0.8115 |
|
1.618 |
0.8071 |
|
1.000 |
0.8045 |
|
0.618 |
0.8028 |
|
HIGH |
0.8001 |
|
0.618 |
0.7984 |
|
0.500 |
0.7979 |
|
0.382 |
0.7974 |
|
LOW |
0.7958 |
|
0.618 |
0.7931 |
|
1.000 |
0.7914 |
|
1.618 |
0.7887 |
|
2.618 |
0.7844 |
|
4.250 |
0.7773 |
|
|
| Fisher Pivots for day following 18-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7986 |
0.7988 |
| PP |
0.7983 |
0.7987 |
| S1 |
0.7979 |
0.7986 |
|