CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 14-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7819 |
0.7758 |
-0.0061 |
-0.8% |
0.7942 |
| High |
0.7821 |
0.7772 |
-0.0050 |
-0.6% |
0.7988 |
| Low |
0.7753 |
0.7727 |
-0.0026 |
-0.3% |
0.7804 |
| Close |
0.7765 |
0.7736 |
-0.0030 |
-0.4% |
0.7838 |
| Range |
0.0069 |
0.0045 |
-0.0024 |
-35.0% |
0.0184 |
| ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
12,054 |
800 |
-11,254 |
-93.4% |
455,394 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7878 |
0.7851 |
0.7760 |
|
| R3 |
0.7834 |
0.7807 |
0.7748 |
|
| R2 |
0.7789 |
0.7789 |
0.7744 |
|
| R1 |
0.7762 |
0.7762 |
0.7740 |
0.7754 |
| PP |
0.7745 |
0.7745 |
0.7745 |
0.7740 |
| S1 |
0.7718 |
0.7718 |
0.7731 |
0.7709 |
| S2 |
0.7700 |
0.7700 |
0.7727 |
|
| S3 |
0.7656 |
0.7673 |
0.7723 |
|
| S4 |
0.7611 |
0.7629 |
0.7711 |
|
|
| 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 |
0.7727 |
0.0261 |
3.4% |
0.0065 |
0.8% |
3% |
False |
True |
57,094 |
| 10 |
0.7988 |
0.7727 |
0.0261 |
3.4% |
0.0058 |
0.7% |
3% |
False |
True |
71,369 |
| 20 |
0.7988 |
0.7727 |
0.0261 |
3.4% |
0.0055 |
0.7% |
3% |
False |
True |
73,041 |
| 40 |
0.8024 |
0.7646 |
0.0379 |
4.9% |
0.0062 |
0.8% |
24% |
False |
False |
79,787 |
| 60 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0058 |
0.7% |
22% |
False |
False |
76,025 |
| 80 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0059 |
0.8% |
22% |
False |
False |
64,938 |
| 100 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0057 |
0.7% |
22% |
False |
False |
52,043 |
| 120 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0054 |
0.7% |
22% |
False |
False |
43,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7961 |
|
2.618 |
0.7888 |
|
1.618 |
0.7844 |
|
1.000 |
0.7816 |
|
0.618 |
0.7799 |
|
HIGH |
0.7772 |
|
0.618 |
0.7755 |
|
0.500 |
0.7749 |
|
0.382 |
0.7744 |
|
LOW |
0.7727 |
|
0.618 |
0.7699 |
|
1.000 |
0.7683 |
|
1.618 |
0.7655 |
|
2.618 |
0.7610 |
|
4.250 |
0.7538 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7749 |
0.7806 |
| PP |
0.7745 |
0.7783 |
| S1 |
0.7740 |
0.7759 |
|