CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 23-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7740 |
0.7789 |
0.0049 |
0.6% |
0.7838 |
High |
0.7783 |
0.7810 |
0.0027 |
0.3% |
0.7839 |
Low |
0.7738 |
0.7777 |
0.0039 |
0.5% |
0.7730 |
Close |
0.7782 |
0.7805 |
0.0023 |
0.3% |
0.7761 |
Range |
0.0045 |
0.0033 |
-0.0012 |
-26.7% |
0.0109 |
ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
103 |
113 |
10 |
9.7% |
976 |
|
Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7896 |
0.7883 |
0.7823 |
|
R3 |
0.7863 |
0.7850 |
0.7814 |
|
R2 |
0.7830 |
0.7830 |
0.7811 |
|
R1 |
0.7817 |
0.7817 |
0.7808 |
0.7824 |
PP |
0.7797 |
0.7797 |
0.7797 |
0.7800 |
S1 |
0.7784 |
0.7784 |
0.7801 |
0.7791 |
S2 |
0.7764 |
0.7764 |
0.7798 |
|
S3 |
0.7731 |
0.7751 |
0.7795 |
|
S4 |
0.7698 |
0.7718 |
0.7786 |
|
|
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 |
0.7823 |
0.7719 |
0.0105 |
1.3% |
0.0037 |
0.5% |
82% |
False |
False |
103 |
10 |
0.7882 |
0.7719 |
0.0164 |
2.1% |
0.0040 |
0.5% |
53% |
False |
False |
172 |
20 |
0.7922 |
0.7719 |
0.0204 |
2.6% |
0.0044 |
0.6% |
42% |
False |
False |
362 |
40 |
0.8096 |
0.7719 |
0.0377 |
4.8% |
0.0036 |
0.5% |
23% |
False |
False |
212 |
60 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0033 |
0.4% |
22% |
False |
False |
157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7950 |
2.618 |
0.7896 |
1.618 |
0.7863 |
1.000 |
0.7843 |
0.618 |
0.7830 |
HIGH |
0.7810 |
0.618 |
0.7797 |
0.500 |
0.7793 |
0.382 |
0.7789 |
LOW |
0.7777 |
0.618 |
0.7756 |
1.000 |
0.7744 |
1.618 |
0.7723 |
2.618 |
0.7690 |
4.250 |
0.7636 |
|
|
Fisher Pivots for day following 23-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7801 |
0.7792 |
PP |
0.7797 |
0.7780 |
S1 |
0.7793 |
0.7767 |
|