CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 08-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2022 |
08-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7847 |
0.7890 |
0.0043 |
0.5% |
0.7824 |
| High |
0.7897 |
0.7890 |
-0.0008 |
-0.1% |
0.7901 |
| Low |
0.7842 |
0.7862 |
0.0020 |
0.3% |
0.7818 |
| Close |
0.7895 |
0.7863 |
-0.0032 |
-0.4% |
0.7839 |
| Range |
0.0056 |
0.0028 |
-0.0028 |
-49.5% |
0.0083 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
724 |
211 |
-513 |
-70.9% |
979 |
|
| Daily Pivots for day following 08-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7955 |
0.7937 |
0.7878 |
|
| R3 |
0.7927 |
0.7909 |
0.7871 |
|
| R2 |
0.7899 |
0.7899 |
0.7868 |
|
| R1 |
0.7881 |
0.7881 |
0.7866 |
0.7876 |
| PP |
0.7871 |
0.7871 |
0.7871 |
0.7869 |
| S1 |
0.7853 |
0.7853 |
0.7860 |
0.7848 |
| S2 |
0.7843 |
0.7843 |
0.7858 |
|
| S3 |
0.7815 |
0.7825 |
0.7855 |
|
| S4 |
0.7787 |
0.7797 |
0.7848 |
|
|
| Weekly Pivots for week ending 04-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8102 |
0.8053 |
0.7885 |
|
| R3 |
0.8019 |
0.7970 |
0.7862 |
|
| R2 |
0.7936 |
0.7936 |
0.7854 |
|
| R1 |
0.7887 |
0.7887 |
0.7847 |
0.7912 |
| PP |
0.7853 |
0.7853 |
0.7853 |
0.7865 |
| S1 |
0.7804 |
0.7804 |
0.7831 |
0.7829 |
| S2 |
0.7770 |
0.7770 |
0.7824 |
|
| S3 |
0.7687 |
0.7721 |
0.7816 |
|
| S4 |
0.7604 |
0.7638 |
0.7793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7901 |
0.7818 |
0.0083 |
1.1% |
0.0043 |
0.5% |
54% |
False |
False |
313 |
| 10 |
0.7955 |
0.7812 |
0.0143 |
1.8% |
0.0050 |
0.6% |
36% |
False |
False |
357 |
| 20 |
0.8025 |
0.7812 |
0.0213 |
2.7% |
0.0049 |
0.6% |
24% |
False |
False |
312 |
| 40 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0045 |
0.6% |
47% |
False |
False |
237 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0044 |
0.6% |
47% |
False |
False |
271 |
| 80 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0039 |
0.5% |
37% |
False |
False |
218 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0039 |
0.5% |
37% |
False |
False |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8009 |
|
2.618 |
0.7963 |
|
1.618 |
0.7935 |
|
1.000 |
0.7918 |
|
0.618 |
0.7907 |
|
HIGH |
0.7890 |
|
0.618 |
0.7879 |
|
0.500 |
0.7876 |
|
0.382 |
0.7872 |
|
LOW |
0.7862 |
|
0.618 |
0.7844 |
|
1.000 |
0.7834 |
|
1.618 |
0.7816 |
|
2.618 |
0.7788 |
|
4.250 |
0.7743 |
|
|
| Fisher Pivots for day following 08-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7876 |
0.7861 |
| PP |
0.7871 |
0.7859 |
| S1 |
0.7867 |
0.7858 |
|