CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7899 |
0.7855 |
-0.0044 |
-0.6% |
0.7788 |
| High |
0.7899 |
0.7882 |
-0.0017 |
-0.2% |
0.7922 |
| Low |
0.7859 |
0.7849 |
-0.0010 |
-0.1% |
0.7788 |
| Close |
0.7859 |
0.7853 |
-0.0006 |
-0.1% |
0.7853 |
| Range |
0.0040 |
0.0033 |
-0.0007 |
-16.5% |
0.0134 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
837 |
375 |
-462 |
-55.2% |
3,884 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7960 |
0.7940 |
0.7871 |
|
| R3 |
0.7927 |
0.7907 |
0.7862 |
|
| R2 |
0.7894 |
0.7894 |
0.7859 |
|
| R1 |
0.7874 |
0.7874 |
0.7856 |
0.7868 |
| PP |
0.7861 |
0.7861 |
0.7861 |
0.7858 |
| S1 |
0.7841 |
0.7841 |
0.7850 |
0.7835 |
| S2 |
0.7828 |
0.7828 |
0.7847 |
|
| S3 |
0.7795 |
0.7808 |
0.7844 |
|
| S4 |
0.7762 |
0.7775 |
0.7835 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8256 |
0.8189 |
0.7927 |
|
| R3 |
0.8122 |
0.8055 |
0.7890 |
|
| R2 |
0.7988 |
0.7988 |
0.7878 |
|
| R1 |
0.7921 |
0.7921 |
0.7865 |
0.7955 |
| PP |
0.7854 |
0.7854 |
0.7854 |
0.7871 |
| S1 |
0.7787 |
0.7787 |
0.7841 |
0.7821 |
| S2 |
0.7720 |
0.7720 |
0.7828 |
|
| S3 |
0.7586 |
0.7653 |
0.7816 |
|
| S4 |
0.7452 |
0.7519 |
0.7779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7922 |
0.7788 |
0.0134 |
1.7% |
0.0042 |
0.5% |
49% |
False |
False |
776 |
| 10 |
0.7922 |
0.7775 |
0.0147 |
1.9% |
0.0041 |
0.5% |
53% |
False |
False |
585 |
| 20 |
0.7991 |
0.7775 |
0.0216 |
2.7% |
0.0040 |
0.5% |
36% |
False |
False |
337 |
| 40 |
0.8114 |
0.7775 |
0.0339 |
4.3% |
0.0032 |
0.4% |
23% |
False |
False |
198 |
| 60 |
0.8114 |
0.7755 |
0.0359 |
4.6% |
0.0035 |
0.4% |
27% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8022 |
|
2.618 |
0.7968 |
|
1.618 |
0.7935 |
|
1.000 |
0.7915 |
|
0.618 |
0.7902 |
|
HIGH |
0.7882 |
|
0.618 |
0.7869 |
|
0.500 |
0.7866 |
|
0.382 |
0.7862 |
|
LOW |
0.7849 |
|
0.618 |
0.7829 |
|
1.000 |
0.7816 |
|
1.618 |
0.7796 |
|
2.618 |
0.7763 |
|
4.250 |
0.7709 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7866 |
0.7886 |
| PP |
0.7861 |
0.7875 |
| S1 |
0.7857 |
0.7864 |
|