CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 22-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2021 |
22-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7733 |
0.7740 |
0.0007 |
0.1% |
0.7838 |
High |
0.7742 |
0.7783 |
0.0042 |
0.5% |
0.7839 |
Low |
0.7725 |
0.7738 |
0.0014 |
0.2% |
0.7730 |
Close |
0.7732 |
0.7782 |
0.0050 |
0.6% |
0.7761 |
Range |
0.0017 |
0.0045 |
0.0028 |
164.7% |
0.0109 |
ATR |
0.0045 |
0.0045 |
0.0000 |
1.0% |
0.0000 |
Volume |
47 |
103 |
56 |
119.1% |
976 |
|
Daily Pivots for day following 22-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7903 |
0.7887 |
0.7807 |
|
R3 |
0.7858 |
0.7842 |
0.7794 |
|
R2 |
0.7813 |
0.7813 |
0.7790 |
|
R1 |
0.7797 |
0.7797 |
0.7786 |
0.7805 |
PP |
0.7768 |
0.7768 |
0.7768 |
0.7772 |
S1 |
0.7752 |
0.7752 |
0.7778 |
0.7760 |
S2 |
0.7723 |
0.7723 |
0.7774 |
|
S3 |
0.7678 |
0.7707 |
0.7770 |
|
S4 |
0.7633 |
0.7662 |
0.7757 |
|
|
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 |
1.4% |
0.0042 |
0.5% |
57% |
False |
False |
93 |
10 |
0.7899 |
0.7719 |
0.0180 |
2.3% |
0.0041 |
0.5% |
35% |
False |
False |
244 |
20 |
0.7922 |
0.7719 |
0.0204 |
2.6% |
0.0043 |
0.6% |
31% |
False |
False |
359 |
40 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0036 |
0.5% |
16% |
False |
False |
211 |
60 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0033 |
0.4% |
16% |
False |
False |
156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7974 |
2.618 |
0.7901 |
1.618 |
0.7856 |
1.000 |
0.7828 |
0.618 |
0.7811 |
HIGH |
0.7783 |
0.618 |
0.7766 |
0.500 |
0.7761 |
0.382 |
0.7755 |
LOW |
0.7738 |
0.618 |
0.7710 |
1.000 |
0.7693 |
1.618 |
0.7665 |
2.618 |
0.7620 |
4.250 |
0.7547 |
|
|
Fisher Pivots for day following 22-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7775 |
0.7772 |
PP |
0.7768 |
0.7761 |
S1 |
0.7761 |
0.7751 |
|