CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 20-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2021 |
20-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7823 |
0.7735 |
-0.0089 |
-1.1% |
0.7838 |
High |
0.7823 |
0.7735 |
-0.0089 |
-1.1% |
0.7839 |
Low |
0.7748 |
0.7719 |
-0.0030 |
-0.4% |
0.7730 |
Close |
0.7761 |
0.7719 |
-0.0043 |
-0.5% |
0.7761 |
Range |
0.0075 |
0.0016 |
-0.0059 |
-78.7% |
0.0109 |
ATR |
0.0047 |
0.0046 |
0.0000 |
-0.7% |
0.0000 |
Volume |
144 |
110 |
-34 |
-23.6% |
976 |
|
Daily Pivots for day following 20-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7772 |
0.7761 |
0.7727 |
|
R3 |
0.7756 |
0.7745 |
0.7723 |
|
R2 |
0.7740 |
0.7740 |
0.7721 |
|
R1 |
0.7729 |
0.7729 |
0.7720 |
0.7727 |
PP |
0.7724 |
0.7724 |
0.7724 |
0.7723 |
S1 |
0.7713 |
0.7713 |
0.7717 |
0.7711 |
S2 |
0.7708 |
0.7708 |
0.7716 |
|
S3 |
0.7692 |
0.7697 |
0.7714 |
|
S4 |
0.7676 |
0.7681 |
0.7710 |
|
|
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 |
0.7831 |
0.7719 |
0.0112 |
1.5% |
0.0047 |
0.6% |
0% |
False |
True |
140 |
10 |
0.7922 |
0.7719 |
0.0204 |
2.6% |
0.0045 |
0.6% |
0% |
False |
True |
462 |
20 |
0.7922 |
0.7719 |
0.0204 |
2.6% |
0.0044 |
0.6% |
0% |
False |
True |
357 |
40 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0036 |
0.5% |
0% |
False |
True |
209 |
60 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0033 |
0.4% |
0% |
False |
True |
153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7803 |
2.618 |
0.7776 |
1.618 |
0.7760 |
1.000 |
0.7751 |
0.618 |
0.7744 |
HIGH |
0.7735 |
0.618 |
0.7728 |
0.500 |
0.7727 |
0.382 |
0.7725 |
LOW |
0.7719 |
0.618 |
0.7709 |
1.000 |
0.7703 |
1.618 |
0.7693 |
2.618 |
0.7677 |
4.250 |
0.7651 |
|
|
Fisher Pivots for day following 20-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7727 |
0.7775 |
PP |
0.7724 |
0.7756 |
S1 |
0.7721 |
0.7737 |
|