CME Canadian Dollar Future September 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 |
0.7946 |
0.7975 |
0.0030 |
0.4% |
0.7851 |
| High |
0.7980 |
0.7984 |
0.0004 |
0.0% |
0.7963 |
| Low |
0.7920 |
0.7954 |
0.0034 |
0.4% |
0.7851 |
| Close |
0.7977 |
0.7959 |
-0.0019 |
-0.2% |
0.7941 |
| Range |
0.0060 |
0.0030 |
-0.0031 |
-50.8% |
0.0112 |
| ATR |
0.0053 |
0.0052 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
41,824 |
62,733 |
20,909 |
50.0% |
36,624 |
|
| Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.8036 |
0.7975 |
|
| R3 |
0.8024 |
0.8006 |
0.7967 |
|
| R2 |
0.7995 |
0.7995 |
0.7964 |
|
| R1 |
0.7977 |
0.7977 |
0.7961 |
0.7971 |
| PP |
0.7965 |
0.7965 |
0.7965 |
0.7963 |
| S1 |
0.7947 |
0.7947 |
0.7956 |
0.7942 |
| S2 |
0.7936 |
0.7936 |
0.7953 |
|
| S3 |
0.7906 |
0.7918 |
0.7950 |
|
| S4 |
0.7877 |
0.7888 |
0.7942 |
|
|
| 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 |
0.7984 |
0.7878 |
0.0106 |
1.3% |
0.0047 |
0.6% |
76% |
True |
False |
29,839 |
| 10 |
0.7984 |
0.7760 |
0.0224 |
2.8% |
0.0047 |
0.6% |
89% |
True |
False |
16,586 |
| 20 |
0.7984 |
0.7646 |
0.0338 |
4.2% |
0.0051 |
0.6% |
93% |
True |
False |
8,750 |
| 40 |
0.8008 |
0.7646 |
0.0362 |
4.5% |
0.0052 |
0.7% |
86% |
False |
False |
4,485 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.1% |
0.0046 |
0.6% |
76% |
False |
False |
3,009 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.1% |
0.0045 |
0.6% |
76% |
False |
False |
2,287 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.1% |
0.0042 |
0.5% |
76% |
False |
False |
1,837 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.1% |
0.0038 |
0.5% |
76% |
False |
False |
1,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8109 |
|
2.618 |
0.8061 |
|
1.618 |
0.8031 |
|
1.000 |
0.8013 |
|
0.618 |
0.8002 |
|
HIGH |
0.7984 |
|
0.618 |
0.7972 |
|
0.500 |
0.7969 |
|
0.382 |
0.7965 |
|
LOW |
0.7954 |
|
0.618 |
0.7936 |
|
1.000 |
0.7925 |
|
1.618 |
0.7906 |
|
2.618 |
0.7877 |
|
4.250 |
0.7829 |
|
|
| Fisher Pivots for day following 08-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7969 |
0.7956 |
| PP |
0.7965 |
0.7954 |
| S1 |
0.7962 |
0.7952 |
|