CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 09-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7980 |
0.7964 |
-0.0016 |
-0.2% |
0.7858 |
High |
0.7988 |
0.7969 |
-0.0020 |
-0.2% |
0.7967 |
Low |
0.7958 |
0.7870 |
-0.0088 |
-1.1% |
0.7855 |
Close |
0.7963 |
0.7883 |
-0.0080 |
-1.0% |
0.7945 |
Range |
0.0030 |
0.0099 |
0.0069 |
228.3% |
0.0112 |
ATR |
0.0055 |
0.0058 |
0.0003 |
5.6% |
0.0000 |
Volume |
100,217 |
127,828 |
27,611 |
27.6% |
359,511 |
|
Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8203 |
0.8141 |
0.7937 |
|
R3 |
0.8104 |
0.8043 |
0.7910 |
|
R2 |
0.8006 |
0.8006 |
0.7901 |
|
R1 |
0.7944 |
0.7944 |
0.7892 |
0.7926 |
PP |
0.7907 |
0.7907 |
0.7907 |
0.7898 |
S1 |
0.7846 |
0.7846 |
0.7874 |
0.7827 |
S2 |
0.7809 |
0.7809 |
0.7865 |
|
S3 |
0.7710 |
0.7747 |
0.7856 |
|
S4 |
0.7612 |
0.7649 |
0.7829 |
|
|
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 |
0.7870 |
0.0118 |
1.5% |
0.0052 |
0.7% |
11% |
False |
True |
96,441 |
10 |
0.7988 |
0.7782 |
0.0207 |
2.6% |
0.0053 |
0.7% |
49% |
False |
False |
90,220 |
20 |
0.7988 |
0.7646 |
0.0343 |
4.3% |
0.0057 |
0.7% |
69% |
False |
False |
82,254 |
40 |
0.8024 |
0.7646 |
0.0379 |
4.8% |
0.0062 |
0.8% |
63% |
False |
False |
83,181 |
60 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
57% |
False |
False |
78,763 |
80 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0058 |
0.7% |
57% |
False |
False |
64,256 |
100 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0056 |
0.7% |
57% |
False |
False |
51,482 |
120 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0054 |
0.7% |
57% |
False |
False |
42,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8387 |
2.618 |
0.8226 |
1.618 |
0.8128 |
1.000 |
0.8067 |
0.618 |
0.8029 |
HIGH |
0.7969 |
0.618 |
0.7931 |
0.500 |
0.7919 |
0.382 |
0.7908 |
LOW |
0.7870 |
0.618 |
0.7809 |
1.000 |
0.7772 |
1.618 |
0.7711 |
2.618 |
0.7612 |
4.250 |
0.7451 |
|
|
Fisher Pivots for day following 09-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7919 |
0.7929 |
PP |
0.7907 |
0.7914 |
S1 |
0.7895 |
0.7898 |
|