CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 17-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2021 |
17-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7775 |
0.7823 |
0.0049 |
0.6% |
0.7838 |
High |
0.7831 |
0.7823 |
-0.0008 |
-0.1% |
0.7839 |
Low |
0.7775 |
0.7748 |
-0.0027 |
-0.3% |
0.7730 |
Close |
0.7811 |
0.7761 |
-0.0050 |
-0.6% |
0.7761 |
Range |
0.0056 |
0.0075 |
0.0019 |
33.9% |
0.0109 |
ATR |
0.0045 |
0.0047 |
0.0002 |
4.9% |
0.0000 |
Volume |
65 |
144 |
79 |
121.5% |
976 |
|
Daily Pivots for day following 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8002 |
0.7957 |
0.7802 |
|
R3 |
0.7927 |
0.7882 |
0.7782 |
|
R2 |
0.7852 |
0.7852 |
0.7775 |
|
R1 |
0.7807 |
0.7807 |
0.7768 |
0.7792 |
PP |
0.7777 |
0.7777 |
0.7777 |
0.7770 |
S1 |
0.7732 |
0.7732 |
0.7754 |
0.7717 |
S2 |
0.7702 |
0.7702 |
0.7747 |
|
S3 |
0.7627 |
0.7657 |
0.7740 |
|
S4 |
0.7552 |
0.7582 |
0.7720 |
|
|
Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8104 |
0.8041 |
0.7821 |
|
R3 |
0.7995 |
0.7932 |
0.7791 |
|
R2 |
0.7886 |
0.7886 |
0.7781 |
|
R1 |
0.7823 |
0.7823 |
0.7771 |
0.7800 |
PP |
0.7777 |
0.7777 |
0.7777 |
0.7765 |
S1 |
0.7714 |
0.7714 |
0.7751 |
0.7691 |
S2 |
0.7668 |
0.7668 |
0.7741 |
|
S3 |
0.7559 |
0.7605 |
0.7731 |
|
S4 |
0.7450 |
0.7496 |
0.7701 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7839 |
0.7730 |
0.0109 |
1.4% |
0.0052 |
0.7% |
28% |
False |
False |
195 |
10 |
0.7922 |
0.7730 |
0.0192 |
2.5% |
0.0047 |
0.6% |
16% |
False |
False |
486 |
20 |
0.7938 |
0.7730 |
0.0208 |
2.7% |
0.0046 |
0.6% |
15% |
False |
False |
356 |
40 |
0.8114 |
0.7730 |
0.0384 |
4.9% |
0.0036 |
0.5% |
8% |
False |
False |
207 |
60 |
0.8114 |
0.7730 |
0.0384 |
4.9% |
0.0034 |
0.4% |
8% |
False |
False |
152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8142 |
2.618 |
0.8019 |
1.618 |
0.7944 |
1.000 |
0.7898 |
0.618 |
0.7869 |
HIGH |
0.7823 |
0.618 |
0.7794 |
0.500 |
0.7786 |
0.382 |
0.7777 |
LOW |
0.7748 |
0.618 |
0.7702 |
1.000 |
0.7673 |
1.618 |
0.7627 |
2.618 |
0.7552 |
4.250 |
0.7429 |
|
|
Fisher Pivots for day following 17-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7786 |
0.7780 |
PP |
0.7777 |
0.7774 |
S1 |
0.7769 |
0.7767 |
|