CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 25-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7855 |
0.7806 |
-0.0049 |
-0.6% |
0.7835 |
| High |
0.7856 |
0.7876 |
0.0020 |
0.2% |
0.7884 |
| Low |
0.7765 |
0.7800 |
0.0035 |
0.5% |
0.7765 |
| Close |
0.7802 |
0.7866 |
0.0064 |
0.8% |
0.7866 |
| Range |
0.0092 |
0.0076 |
-0.0016 |
-16.9% |
0.0119 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.9% |
0.0000 |
| Volume |
2,160 |
2,994 |
834 |
38.6% |
8,586 |
|
| Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8075 |
0.8046 |
0.7907 |
|
| R3 |
0.7999 |
0.7970 |
0.7886 |
|
| R2 |
0.7923 |
0.7923 |
0.7879 |
|
| R1 |
0.7894 |
0.7894 |
0.7872 |
0.7909 |
| PP |
0.7847 |
0.7847 |
0.7847 |
0.7854 |
| S1 |
0.7818 |
0.7818 |
0.7859 |
0.7833 |
| S2 |
0.7771 |
0.7771 |
0.7852 |
|
| S3 |
0.7695 |
0.7742 |
0.7845 |
|
| S4 |
0.7619 |
0.7666 |
0.7824 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8195 |
0.8149 |
0.7931 |
|
| R3 |
0.8076 |
0.8030 |
0.7898 |
|
| R2 |
0.7957 |
0.7957 |
0.7887 |
|
| R1 |
0.7911 |
0.7911 |
0.7876 |
0.7934 |
| PP |
0.7838 |
0.7838 |
0.7838 |
0.7849 |
| S1 |
0.7792 |
0.7792 |
0.7855 |
0.7815 |
| S2 |
0.7719 |
0.7719 |
0.7844 |
|
| S3 |
0.7600 |
0.7673 |
0.7833 |
|
| S4 |
0.7481 |
0.7554 |
0.7800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7888 |
0.7765 |
0.0123 |
1.6% |
0.0061 |
0.8% |
82% |
False |
False |
1,892 |
| 10 |
0.7893 |
0.7765 |
0.0128 |
1.6% |
0.0049 |
0.6% |
79% |
False |
False |
1,279 |
| 20 |
0.7913 |
0.7765 |
0.0148 |
1.9% |
0.0047 |
0.6% |
68% |
False |
False |
836 |
| 40 |
0.8025 |
0.7765 |
0.0260 |
3.3% |
0.0049 |
0.6% |
39% |
False |
False |
557 |
| 60 |
0.8025 |
0.7719 |
0.0306 |
3.9% |
0.0046 |
0.6% |
48% |
False |
False |
489 |
| 80 |
0.8070 |
0.7719 |
0.0352 |
4.5% |
0.0043 |
0.5% |
42% |
False |
False |
386 |
| 100 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0038 |
0.5% |
37% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8199 |
|
2.618 |
0.8074 |
|
1.618 |
0.7998 |
|
1.000 |
0.7952 |
|
0.618 |
0.7922 |
|
HIGH |
0.7876 |
|
0.618 |
0.7846 |
|
0.500 |
0.7838 |
|
0.382 |
0.7829 |
|
LOW |
0.7800 |
|
0.618 |
0.7753 |
|
1.000 |
0.7724 |
|
1.618 |
0.7677 |
|
2.618 |
0.7601 |
|
4.250 |
0.7477 |
|
|
| Fisher Pivots for day following 25-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7856 |
0.7852 |
| PP |
0.7847 |
0.7838 |
| S1 |
0.7838 |
0.7824 |
|