CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 01-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2022 |
01-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7824 |
0.7865 |
0.0041 |
0.5% |
0.7939 |
| High |
0.7874 |
0.7898 |
0.0024 |
0.3% |
0.7955 |
| Low |
0.7824 |
0.7857 |
0.0033 |
0.4% |
0.7812 |
| Close |
0.7873 |
0.7871 |
-0.0002 |
0.0% |
0.7818 |
| Range |
0.0050 |
0.0041 |
-0.0009 |
-18.0% |
0.0143 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
186 |
160 |
-26 |
-14.0% |
2,248 |
|
| Daily Pivots for day following 01-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7998 |
0.7976 |
0.7894 |
|
| R3 |
0.7957 |
0.7935 |
0.7882 |
|
| R2 |
0.7916 |
0.7916 |
0.7879 |
|
| R1 |
0.7894 |
0.7894 |
0.7875 |
0.7905 |
| PP |
0.7875 |
0.7875 |
0.7875 |
0.7881 |
| S1 |
0.7853 |
0.7853 |
0.7867 |
0.7864 |
| S2 |
0.7834 |
0.7834 |
0.7863 |
|
| S3 |
0.7793 |
0.7812 |
0.7860 |
|
| S4 |
0.7752 |
0.7771 |
0.7848 |
|
|
| Weekly Pivots for week ending 28-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8291 |
0.8197 |
0.7896 |
|
| R3 |
0.8148 |
0.8054 |
0.7857 |
|
| R2 |
0.8005 |
0.8005 |
0.7844 |
|
| R1 |
0.7911 |
0.7911 |
0.7831 |
0.7886 |
| PP |
0.7862 |
0.7862 |
0.7862 |
0.7849 |
| S1 |
0.7768 |
0.7768 |
0.7804 |
0.7743 |
| S2 |
0.7719 |
0.7719 |
0.7791 |
|
| S3 |
0.7576 |
0.7625 |
0.7778 |
|
| S4 |
0.7433 |
0.7482 |
0.7739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7955 |
0.7812 |
0.0143 |
1.8% |
0.0056 |
0.7% |
41% |
False |
False |
401 |
| 10 |
0.8025 |
0.7812 |
0.0213 |
2.7% |
0.0054 |
0.7% |
28% |
False |
False |
346 |
| 20 |
0.8025 |
0.7801 |
0.0224 |
2.8% |
0.0049 |
0.6% |
31% |
False |
False |
305 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
50% |
False |
False |
295 |
| 60 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0042 |
0.5% |
45% |
False |
False |
248 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0038 |
0.5% |
39% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8072 |
|
2.618 |
0.8005 |
|
1.618 |
0.7964 |
|
1.000 |
0.7939 |
|
0.618 |
0.7923 |
|
HIGH |
0.7898 |
|
0.618 |
0.7882 |
|
0.500 |
0.7878 |
|
0.382 |
0.7873 |
|
LOW |
0.7857 |
|
0.618 |
0.7832 |
|
1.000 |
0.7816 |
|
1.618 |
0.7791 |
|
2.618 |
0.7750 |
|
4.250 |
0.7683 |
|
|
| Fisher Pivots for day following 01-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7878 |
0.7866 |
| PP |
0.7875 |
0.7860 |
| S1 |
0.7873 |
0.7855 |
|