CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 14-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7838 |
0.7800 |
-0.0038 |
-0.5% |
0.7788 |
High |
0.7839 |
0.7802 |
-0.0037 |
-0.5% |
0.7922 |
Low |
0.7799 |
0.7771 |
-0.0029 |
-0.4% |
0.7788 |
Close |
0.7813 |
0.7775 |
-0.0038 |
-0.5% |
0.7853 |
Range |
0.0040 |
0.0032 |
-0.0009 |
-21.3% |
0.0134 |
ATR |
0.0042 |
0.0042 |
0.0000 |
0.0% |
0.0000 |
Volume |
384 |
68 |
-316 |
-82.3% |
3,884 |
|
Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7877 |
0.7858 |
0.7792 |
|
R3 |
0.7846 |
0.7826 |
0.7784 |
|
R2 |
0.7814 |
0.7814 |
0.7781 |
|
R1 |
0.7795 |
0.7795 |
0.7778 |
0.7789 |
PP |
0.7783 |
0.7783 |
0.7783 |
0.7780 |
S1 |
0.7763 |
0.7763 |
0.7772 |
0.7757 |
S2 |
0.7751 |
0.7751 |
0.7769 |
|
S3 |
0.7720 |
0.7732 |
0.7766 |
|
S4 |
0.7688 |
0.7700 |
0.7758 |
|
|
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 |
0.7771 |
0.0152 |
1.9% |
0.0034 |
0.4% |
3% |
False |
True |
671 |
10 |
0.7922 |
0.7771 |
0.0152 |
1.9% |
0.0042 |
0.5% |
3% |
False |
True |
598 |
20 |
0.7991 |
0.7771 |
0.0220 |
2.8% |
0.0041 |
0.5% |
2% |
False |
True |
346 |
40 |
0.8114 |
0.7771 |
0.0343 |
4.4% |
0.0033 |
0.4% |
1% |
False |
True |
195 |
60 |
0.8114 |
0.7771 |
0.0343 |
4.4% |
0.0034 |
0.4% |
1% |
False |
True |
143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7936 |
2.618 |
0.7884 |
1.618 |
0.7853 |
1.000 |
0.7834 |
0.618 |
0.7821 |
HIGH |
0.7802 |
0.618 |
0.7790 |
0.500 |
0.7786 |
0.382 |
0.7783 |
LOW |
0.7771 |
0.618 |
0.7751 |
1.000 |
0.7739 |
1.618 |
0.7720 |
2.618 |
0.7688 |
4.250 |
0.7637 |
|
|
Fisher Pivots for day following 14-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7786 |
0.7826 |
PP |
0.7783 |
0.7809 |
S1 |
0.7779 |
0.7792 |
|