CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 10-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7964 |
0.7876 |
-0.0089 |
-1.1% |
0.7942 |
| High |
0.7969 |
0.7885 |
-0.0084 |
-1.0% |
0.7988 |
| Low |
0.7870 |
0.7804 |
-0.0066 |
-0.8% |
0.7804 |
| Close |
0.7883 |
0.7838 |
-0.0046 |
-0.6% |
0.7838 |
| Range |
0.0099 |
0.0081 |
-0.0018 |
-17.8% |
0.0184 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
2.8% |
0.0000 |
| Volume |
127,828 |
44,574 |
-83,254 |
-65.1% |
455,394 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8085 |
0.8042 |
0.7882 |
|
| R3 |
0.8004 |
0.7961 |
0.7860 |
|
| R2 |
0.7923 |
0.7923 |
0.7852 |
|
| R1 |
0.7880 |
0.7880 |
0.7845 |
0.7861 |
| PP |
0.7842 |
0.7842 |
0.7842 |
0.7833 |
| S1 |
0.7799 |
0.7799 |
0.7830 |
0.7780 |
| S2 |
0.7761 |
0.7761 |
0.7823 |
|
| S3 |
0.7680 |
0.7718 |
0.7815 |
|
| S4 |
0.7599 |
0.7637 |
0.7793 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8429 |
0.8317 |
0.7939 |
|
| R3 |
0.8245 |
0.8133 |
0.7888 |
|
| R2 |
0.8061 |
0.8061 |
0.7871 |
|
| R1 |
0.7949 |
0.7949 |
0.7854 |
0.7913 |
| PP |
0.7877 |
0.7877 |
0.7877 |
0.7858 |
| S1 |
0.7765 |
0.7765 |
0.7821 |
0.7729 |
| S2 |
0.7693 |
0.7693 |
0.7804 |
|
| S3 |
0.7509 |
0.7581 |
0.7787 |
|
| S4 |
0.7325 |
0.7397 |
0.7736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7988 |
0.7804 |
0.0184 |
2.3% |
0.0062 |
0.8% |
18% |
False |
True |
91,078 |
| 10 |
0.7988 |
0.7804 |
0.0184 |
2.3% |
0.0057 |
0.7% |
18% |
False |
True |
88,335 |
| 20 |
0.7988 |
0.7662 |
0.0326 |
4.2% |
0.0058 |
0.7% |
54% |
False |
False |
79,927 |
| 40 |
0.8024 |
0.7646 |
0.0379 |
4.8% |
0.0062 |
0.8% |
51% |
False |
False |
82,253 |
| 60 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
46% |
False |
False |
78,233 |
| 80 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0059 |
0.7% |
46% |
False |
False |
64,791 |
| 100 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
46% |
False |
False |
51,921 |
| 120 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0054 |
0.7% |
46% |
False |
False |
43,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8229 |
|
2.618 |
0.8097 |
|
1.618 |
0.8016 |
|
1.000 |
0.7966 |
|
0.618 |
0.7935 |
|
HIGH |
0.7885 |
|
0.618 |
0.7854 |
|
0.500 |
0.7845 |
|
0.382 |
0.7835 |
|
LOW |
0.7804 |
|
0.618 |
0.7754 |
|
1.000 |
0.7723 |
|
1.618 |
0.7673 |
|
2.618 |
0.7592 |
|
4.250 |
0.7460 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7845 |
0.7896 |
| PP |
0.7842 |
0.7877 |
| S1 |
0.7840 |
0.7857 |
|