CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 07-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7939 |
0.7946 |
0.0007 |
0.1% |
0.7851 |
| High |
0.7973 |
0.7980 |
0.0008 |
0.1% |
0.7963 |
| Low |
0.7934 |
0.7920 |
-0.0014 |
-0.2% |
0.7851 |
| Close |
0.7947 |
0.7977 |
0.0030 |
0.4% |
0.7941 |
| Range |
0.0039 |
0.0060 |
0.0021 |
53.8% |
0.0112 |
| ATR |
0.0053 |
0.0053 |
0.0001 |
1.0% |
0.0000 |
| Volume |
21,435 |
41,824 |
20,389 |
95.1% |
36,624 |
|
| Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8139 |
0.8118 |
0.8010 |
|
| R3 |
0.8079 |
0.8058 |
0.7994 |
|
| R2 |
0.8019 |
0.8019 |
0.7988 |
|
| R1 |
0.7998 |
0.7998 |
0.7983 |
0.8009 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7964 |
| S1 |
0.7938 |
0.7938 |
0.7972 |
0.7949 |
| S2 |
0.7899 |
0.7899 |
0.7966 |
|
| S3 |
0.7839 |
0.7878 |
0.7961 |
|
| S4 |
0.7779 |
0.7818 |
0.7944 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8254 |
0.8210 |
0.8003 |
|
| R3 |
0.8142 |
0.8098 |
0.7972 |
|
| R2 |
0.8030 |
0.8030 |
0.7962 |
|
| R1 |
0.7986 |
0.7986 |
0.7951 |
0.8008 |
| PP |
0.7918 |
0.7918 |
0.7918 |
0.7929 |
| S1 |
0.7874 |
0.7874 |
0.7931 |
0.7896 |
| S2 |
0.7806 |
0.7806 |
0.7920 |
|
| S3 |
0.7694 |
0.7762 |
0.7910 |
|
| S4 |
0.7582 |
0.7650 |
0.7879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7980 |
0.7878 |
0.0103 |
1.3% |
0.0050 |
0.6% |
97% |
True |
False |
19,136 |
| 10 |
0.7980 |
0.7760 |
0.0220 |
2.8% |
0.0050 |
0.6% |
99% |
True |
False |
10,506 |
| 20 |
0.7980 |
0.7646 |
0.0335 |
4.2% |
0.0052 |
0.7% |
99% |
True |
False |
5,625 |
| 40 |
0.8008 |
0.7646 |
0.0362 |
4.5% |
0.0052 |
0.7% |
92% |
False |
False |
2,918 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.1% |
0.0047 |
0.6% |
81% |
False |
False |
1,965 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.1% |
0.0045 |
0.6% |
81% |
False |
False |
1,503 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.1% |
0.0042 |
0.5% |
81% |
False |
False |
1,209 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.1% |
0.0038 |
0.5% |
81% |
False |
False |
1,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8235 |
|
2.618 |
0.8137 |
|
1.618 |
0.8077 |
|
1.000 |
0.8040 |
|
0.618 |
0.8017 |
|
HIGH |
0.7980 |
|
0.618 |
0.7957 |
|
0.500 |
0.7950 |
|
0.382 |
0.7943 |
|
LOW |
0.7920 |
|
0.618 |
0.7883 |
|
1.000 |
0.7860 |
|
1.618 |
0.7823 |
|
2.618 |
0.7763 |
|
4.250 |
0.7665 |
|
|
| Fisher Pivots for day following 07-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7968 |
0.7968 |
| PP |
0.7959 |
0.7959 |
| S1 |
0.7950 |
0.7950 |
|