CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 08-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7950 |
0.7980 |
0.0030 |
0.4% |
0.7858 |
High |
0.7985 |
0.7988 |
0.0004 |
0.0% |
0.7967 |
Low |
0.7925 |
0.7958 |
0.0034 |
0.4% |
0.7855 |
Close |
0.7982 |
0.7963 |
-0.0019 |
-0.2% |
0.7945 |
Range |
0.0060 |
0.0030 |
-0.0030 |
-50.0% |
0.0112 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
104,915 |
100,217 |
-4,698 |
-4.5% |
359,511 |
|
Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8060 |
0.8041 |
0.7980 |
|
R3 |
0.8030 |
0.8011 |
0.7971 |
|
R2 |
0.8000 |
0.8000 |
0.7969 |
|
R1 |
0.7981 |
0.7981 |
0.7966 |
0.7976 |
PP |
0.7970 |
0.7970 |
0.7970 |
0.7967 |
S1 |
0.7951 |
0.7951 |
0.7960 |
0.7946 |
S2 |
0.7940 |
0.7940 |
0.7958 |
|
S3 |
0.7910 |
0.7921 |
0.7955 |
|
S4 |
0.7880 |
0.7891 |
0.7947 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8258 |
0.8214 |
0.8007 |
|
R3 |
0.8146 |
0.8102 |
0.7976 |
|
R2 |
0.8034 |
0.8034 |
0.7966 |
|
R1 |
0.7990 |
0.7990 |
0.7955 |
0.8012 |
PP |
0.7922 |
0.7922 |
0.7922 |
0.7933 |
S1 |
0.7878 |
0.7878 |
0.7935 |
0.7900 |
S2 |
0.7810 |
0.7810 |
0.7924 |
|
S3 |
0.7698 |
0.7766 |
0.7914 |
|
S4 |
0.7586 |
0.7654 |
0.7883 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7988 |
0.7882 |
0.0107 |
1.3% |
0.0048 |
0.6% |
77% |
True |
False |
87,147 |
10 |
0.7988 |
0.7760 |
0.0229 |
2.9% |
0.0049 |
0.6% |
89% |
True |
False |
84,253 |
20 |
0.7988 |
0.7646 |
0.0343 |
4.3% |
0.0056 |
0.7% |
93% |
True |
False |
80,767 |
40 |
0.8024 |
0.7646 |
0.0379 |
4.8% |
0.0061 |
0.8% |
84% |
False |
False |
81,492 |
60 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0057 |
0.7% |
77% |
False |
False |
77,589 |
80 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0057 |
0.7% |
77% |
False |
False |
62,661 |
100 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0056 |
0.7% |
77% |
False |
False |
50,205 |
120 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0053 |
0.7% |
77% |
False |
False |
41,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8116 |
2.618 |
0.8067 |
1.618 |
0.8037 |
1.000 |
0.8018 |
0.618 |
0.8007 |
HIGH |
0.7988 |
0.618 |
0.7977 |
0.500 |
0.7973 |
0.382 |
0.7969 |
LOW |
0.7958 |
0.618 |
0.7939 |
1.000 |
0.7928 |
1.618 |
0.7909 |
2.618 |
0.7879 |
4.250 |
0.7831 |
|
|
Fisher Pivots for day following 08-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7973 |
0.7961 |
PP |
0.7970 |
0.7959 |
S1 |
0.7966 |
0.7956 |
|