CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 19-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2022 |
19-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7968 |
0.7984 |
0.0016 |
0.2% |
0.7900 |
| High |
0.8001 |
0.8025 |
0.0024 |
0.3% |
0.8021 |
| Low |
0.7958 |
0.7982 |
0.0025 |
0.3% |
0.7870 |
| Close |
0.7990 |
0.8001 |
0.0011 |
0.1% |
0.7955 |
| Range |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0152 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
729 |
418 |
-311 |
-42.7% |
528 |
|
| Daily Pivots for day following 19-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8130 |
0.8108 |
0.8024 |
|
| R3 |
0.8087 |
0.8065 |
0.8012 |
|
| R2 |
0.8045 |
0.8045 |
0.8008 |
|
| R1 |
0.8023 |
0.8023 |
0.8004 |
0.8034 |
| PP |
0.8002 |
0.8002 |
0.8002 |
0.8008 |
| S1 |
0.7980 |
0.7980 |
0.7997 |
0.7991 |
| S2 |
0.7960 |
0.7960 |
0.7993 |
|
| S3 |
0.7917 |
0.7938 |
0.7989 |
|
| S4 |
0.7875 |
0.7895 |
0.7977 |
|
|
| 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 |
0.8025 |
0.7952 |
0.0073 |
0.9% |
0.0041 |
0.5% |
67% |
True |
False |
308 |
| 10 |
0.8025 |
0.7801 |
0.0224 |
2.8% |
0.0044 |
0.5% |
89% |
True |
False |
293 |
| 20 |
0.8025 |
0.7725 |
0.0300 |
3.7% |
0.0041 |
0.5% |
92% |
True |
False |
190 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.8% |
0.0043 |
0.5% |
92% |
True |
False |
274 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0038 |
0.5% |
71% |
False |
False |
203 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0035 |
0.4% |
71% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8205 |
|
2.618 |
0.8136 |
|
1.618 |
0.8093 |
|
1.000 |
0.8067 |
|
0.618 |
0.8051 |
|
HIGH |
0.8025 |
|
0.618 |
0.8008 |
|
0.500 |
0.8003 |
|
0.382 |
0.7998 |
|
LOW |
0.7982 |
|
0.618 |
0.7956 |
|
1.000 |
0.7940 |
|
1.618 |
0.7913 |
|
2.618 |
0.7871 |
|
4.250 |
0.7801 |
|
|
| Fisher Pivots for day following 19-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8003 |
0.7996 |
| PP |
0.8002 |
0.7992 |
| S1 |
0.8001 |
0.7988 |
|