CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 15-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7753 |
0.7720 |
-0.0033 |
-0.4% |
0.7939 |
| High |
0.7772 |
0.7776 |
0.0004 |
0.0% |
0.7984 |
| Low |
0.7707 |
0.7696 |
-0.0011 |
-0.1% |
0.7800 |
| Close |
0.7715 |
0.7726 |
0.0011 |
0.1% |
0.7835 |
| Range |
0.0066 |
0.0080 |
0.0014 |
21.4% |
0.0184 |
| ATR |
0.0059 |
0.0061 |
0.0001 |
2.4% |
0.0000 |
| Volume |
110,026 |
139,741 |
29,715 |
27.0% |
325,303 |
|
| Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7971 |
0.7928 |
0.7770 |
|
| R3 |
0.7892 |
0.7849 |
0.7748 |
|
| R2 |
0.7812 |
0.7812 |
0.7741 |
|
| R1 |
0.7769 |
0.7769 |
0.7733 |
0.7791 |
| PP |
0.7733 |
0.7733 |
0.7733 |
0.7743 |
| S1 |
0.7690 |
0.7690 |
0.7719 |
0.7711 |
| S2 |
0.7653 |
0.7653 |
0.7711 |
|
| S3 |
0.7574 |
0.7610 |
0.7704 |
|
| S4 |
0.7494 |
0.7531 |
0.7682 |
|
|
| 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 |
0.7964 |
0.7696 |
0.0268 |
3.5% |
0.0078 |
1.0% |
11% |
False |
True |
116,521 |
| 10 |
0.7984 |
0.7696 |
0.0288 |
3.7% |
0.0063 |
0.8% |
10% |
False |
True |
73,180 |
| 20 |
0.7984 |
0.7696 |
0.0288 |
3.7% |
0.0056 |
0.7% |
10% |
False |
True |
37,701 |
| 40 |
0.8008 |
0.7646 |
0.0362 |
4.7% |
0.0057 |
0.7% |
22% |
False |
False |
19,041 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0050 |
0.6% |
20% |
False |
False |
12,710 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0048 |
0.6% |
20% |
False |
False |
9,568 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0045 |
0.6% |
20% |
False |
False |
7,661 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0040 |
0.5% |
20% |
False |
False |
6,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8113 |
|
2.618 |
0.7984 |
|
1.618 |
0.7904 |
|
1.000 |
0.7855 |
|
0.618 |
0.7825 |
|
HIGH |
0.7776 |
|
0.618 |
0.7745 |
|
0.500 |
0.7736 |
|
0.382 |
0.7726 |
|
LOW |
0.7696 |
|
0.618 |
0.7647 |
|
1.000 |
0.7617 |
|
1.618 |
0.7567 |
|
2.618 |
0.7488 |
|
4.250 |
0.7358 |
|
|
| Fisher Pivots for day following 15-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7736 |
0.7758 |
| PP |
0.7733 |
0.7747 |
| S1 |
0.7729 |
0.7737 |
|