CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 02-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2022 |
02-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7865 |
0.7889 |
0.0025 |
0.3% |
0.7939 |
| High |
0.7898 |
0.7901 |
0.0003 |
0.0% |
0.7955 |
| Low |
0.7857 |
0.7870 |
0.0013 |
0.2% |
0.7812 |
| Close |
0.7871 |
0.7892 |
0.0021 |
0.3% |
0.7818 |
| Range |
0.0041 |
0.0031 |
-0.0010 |
-24.4% |
0.0143 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
160 |
177 |
17 |
10.6% |
2,248 |
|
| Daily Pivots for day following 02-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7981 |
0.7967 |
0.7909 |
|
| R3 |
0.7950 |
0.7936 |
0.7901 |
|
| R2 |
0.7919 |
0.7919 |
0.7898 |
|
| R1 |
0.7905 |
0.7905 |
0.7895 |
0.7912 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7891 |
| S1 |
0.7874 |
0.7874 |
0.7889 |
0.7881 |
| S2 |
0.7857 |
0.7857 |
0.7886 |
|
| S3 |
0.7826 |
0.7843 |
0.7883 |
|
| S4 |
0.7795 |
0.7812 |
0.7875 |
|
|
| 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 |
0.7901 |
0.7812 |
0.0089 |
1.1% |
0.0045 |
0.6% |
90% |
True |
False |
271 |
| 10 |
0.8022 |
0.7812 |
0.0210 |
2.7% |
0.0053 |
0.7% |
38% |
False |
False |
322 |
| 20 |
0.8025 |
0.7801 |
0.0224 |
2.8% |
0.0048 |
0.6% |
41% |
False |
False |
307 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
57% |
False |
False |
291 |
| 60 |
0.8055 |
0.7719 |
0.0337 |
4.3% |
0.0043 |
0.5% |
52% |
False |
False |
250 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0038 |
0.5% |
44% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8033 |
|
2.618 |
0.7982 |
|
1.618 |
0.7951 |
|
1.000 |
0.7932 |
|
0.618 |
0.7920 |
|
HIGH |
0.7901 |
|
0.618 |
0.7889 |
|
0.500 |
0.7886 |
|
0.382 |
0.7882 |
|
LOW |
0.7870 |
|
0.618 |
0.7851 |
|
1.000 |
0.7839 |
|
1.618 |
0.7820 |
|
2.618 |
0.7789 |
|
4.250 |
0.7738 |
|
|
| Fisher Pivots for day following 02-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7890 |
0.7882 |
| PP |
0.7888 |
0.7872 |
| S1 |
0.7886 |
0.7863 |
|