CME Canadian Dollar Future September 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 |
0.7753 |
-0.0066 |
-0.8% |
0.7939 |
| High |
0.7819 |
0.7772 |
-0.0047 |
-0.6% |
0.7984 |
| Low |
0.7751 |
0.7707 |
-0.0045 |
-0.6% |
0.7800 |
| Close |
0.7762 |
0.7715 |
-0.0047 |
-0.6% |
0.7835 |
| Range |
0.0068 |
0.0066 |
-0.0003 |
-3.7% |
0.0184 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.8% |
0.0000 |
| Volume |
133,530 |
110,026 |
-23,504 |
-17.6% |
325,303 |
|
| Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7928 |
0.7887 |
0.7751 |
|
| R3 |
0.7862 |
0.7821 |
0.7733 |
|
| R2 |
0.7797 |
0.7797 |
0.7727 |
|
| R1 |
0.7756 |
0.7756 |
0.7721 |
0.7744 |
| PP |
0.7731 |
0.7731 |
0.7731 |
0.7725 |
| S1 |
0.7690 |
0.7690 |
0.7709 |
0.7678 |
| S2 |
0.7666 |
0.7666 |
0.7703 |
|
| S3 |
0.7600 |
0.7625 |
0.7697 |
|
| S4 |
0.7535 |
0.7559 |
0.7679 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8423 |
0.8312 |
0.7935 |
|
| R3 |
0.8240 |
0.8129 |
0.7885 |
|
| R2 |
0.8056 |
0.8056 |
0.7868 |
|
| R1 |
0.7945 |
0.7945 |
0.7851 |
0.7909 |
| PP |
0.7873 |
0.7873 |
0.7873 |
0.7855 |
| S1 |
0.7762 |
0.7762 |
0.7818 |
0.7726 |
| S2 |
0.7689 |
0.7689 |
0.7801 |
|
| S3 |
0.7506 |
0.7578 |
0.7784 |
|
| S4 |
0.7322 |
0.7395 |
0.7734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7984 |
0.7707 |
0.0277 |
3.6% |
0.0068 |
0.9% |
3% |
False |
True |
101,120 |
| 10 |
0.7984 |
0.7707 |
0.0277 |
3.6% |
0.0059 |
0.8% |
3% |
False |
True |
60,128 |
| 20 |
0.7984 |
0.7707 |
0.0277 |
3.6% |
0.0053 |
0.7% |
3% |
False |
True |
30,800 |
| 40 |
0.8008 |
0.7646 |
0.0362 |
4.7% |
0.0055 |
0.7% |
19% |
False |
False |
15,549 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0049 |
0.6% |
17% |
False |
False |
10,382 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0048 |
0.6% |
17% |
False |
False |
7,822 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0044 |
0.6% |
17% |
False |
False |
6,265 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0040 |
0.5% |
17% |
False |
False |
5,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8050 |
|
2.618 |
0.7943 |
|
1.618 |
0.7878 |
|
1.000 |
0.7838 |
|
0.618 |
0.7812 |
|
HIGH |
0.7772 |
|
0.618 |
0.7747 |
|
0.500 |
0.7739 |
|
0.382 |
0.7732 |
|
LOW |
0.7707 |
|
0.618 |
0.7666 |
|
1.000 |
0.7641 |
|
1.618 |
0.7601 |
|
2.618 |
0.7535 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 14-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7739 |
0.7794 |
| PP |
0.7731 |
0.7768 |
| S1 |
0.7723 |
0.7741 |
|