CME Canadian Dollar Future September 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 |
0.7975 |
0.7961 |
-0.0014 |
-0.2% |
0.7851 |
| High |
0.7984 |
0.7964 |
-0.0020 |
-0.2% |
0.7963 |
| Low |
0.7954 |
0.7866 |
-0.0088 |
-1.1% |
0.7851 |
| Close |
0.7959 |
0.7879 |
-0.0080 |
-1.0% |
0.7941 |
| Range |
0.0030 |
0.0098 |
0.0069 |
232.2% |
0.0112 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
6.4% |
0.0000 |
| Volume |
62,733 |
74,219 |
11,486 |
18.3% |
36,624 |
|
| Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8197 |
0.8136 |
0.7933 |
|
| R3 |
0.8099 |
0.8038 |
0.7906 |
|
| R2 |
0.8001 |
0.8001 |
0.7897 |
|
| R1 |
0.7940 |
0.7940 |
0.7888 |
0.7922 |
| PP |
0.7903 |
0.7903 |
0.7903 |
0.7894 |
| S1 |
0.7842 |
0.7842 |
0.7870 |
0.7824 |
| S2 |
0.7805 |
0.7805 |
0.7861 |
|
| S3 |
0.7707 |
0.7744 |
0.7852 |
|
| S4 |
0.7609 |
0.7646 |
0.7825 |
|
|
| 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 |
0.7866 |
0.0118 |
1.5% |
0.0051 |
0.6% |
11% |
False |
True |
43,005 |
| 10 |
0.7984 |
0.7780 |
0.0204 |
2.6% |
0.0052 |
0.7% |
49% |
False |
False |
23,915 |
| 20 |
0.7984 |
0.7646 |
0.0338 |
4.3% |
0.0053 |
0.7% |
69% |
False |
False |
12,448 |
| 40 |
0.8008 |
0.7646 |
0.0362 |
4.6% |
0.0054 |
0.7% |
65% |
False |
False |
6,340 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0047 |
0.6% |
57% |
False |
False |
4,245 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0045 |
0.6% |
57% |
False |
False |
3,214 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0043 |
0.5% |
57% |
False |
False |
2,579 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0038 |
0.5% |
57% |
False |
False |
2,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8381 |
|
2.618 |
0.8221 |
|
1.618 |
0.8123 |
|
1.000 |
0.8062 |
|
0.618 |
0.8025 |
|
HIGH |
0.7964 |
|
0.618 |
0.7927 |
|
0.500 |
0.7915 |
|
0.382 |
0.7903 |
|
LOW |
0.7866 |
|
0.618 |
0.7805 |
|
1.000 |
0.7768 |
|
1.618 |
0.7707 |
|
2.618 |
0.7609 |
|
4.250 |
0.7450 |
|
|
| Fisher Pivots for day following 09-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7915 |
0.7925 |
| PP |
0.7903 |
0.7910 |
| S1 |
0.7891 |
0.7894 |
|