CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 16-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2022 |
16-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7720 |
0.7760 |
0.0040 |
0.5% |
0.7939 |
| High |
0.7776 |
0.7776 |
0.0001 |
0.0% |
0.7984 |
| Low |
0.7696 |
0.7711 |
0.0015 |
0.2% |
0.7800 |
| Close |
0.7726 |
0.7735 |
0.0009 |
0.1% |
0.7835 |
| Range |
0.0080 |
0.0065 |
-0.0015 |
-18.2% |
0.0184 |
| ATR |
0.0061 |
0.0061 |
0.0000 |
0.5% |
0.0000 |
| Volume |
139,741 |
112,635 |
-27,106 |
-19.4% |
325,303 |
|
| Daily Pivots for day following 16-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7936 |
0.7900 |
0.7771 |
|
| R3 |
0.7871 |
0.7835 |
0.7753 |
|
| R2 |
0.7806 |
0.7806 |
0.7747 |
|
| R1 |
0.7770 |
0.7770 |
0.7741 |
0.7756 |
| PP |
0.7741 |
0.7741 |
0.7741 |
0.7733 |
| S1 |
0.7705 |
0.7705 |
0.7729 |
0.7691 |
| S2 |
0.7676 |
0.7676 |
0.7723 |
|
| S3 |
0.7611 |
0.7640 |
0.7717 |
|
| S4 |
0.7546 |
0.7575 |
0.7699 |
|
|
| 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 |
0.7881 |
0.7696 |
0.0185 |
2.4% |
0.0072 |
0.9% |
21% |
False |
False |
124,204 |
| 10 |
0.7984 |
0.7696 |
0.0288 |
3.7% |
0.0061 |
0.8% |
14% |
False |
False |
83,605 |
| 20 |
0.7984 |
0.7696 |
0.0288 |
3.7% |
0.0056 |
0.7% |
14% |
False |
False |
43,293 |
| 40 |
0.8008 |
0.7646 |
0.0362 |
4.7% |
0.0057 |
0.7% |
25% |
False |
False |
21,846 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0051 |
0.7% |
22% |
False |
False |
14,587 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0048 |
0.6% |
22% |
False |
False |
10,976 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0045 |
0.6% |
22% |
False |
False |
8,787 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0041 |
0.5% |
22% |
False |
False |
7,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8052 |
|
2.618 |
0.7946 |
|
1.618 |
0.7881 |
|
1.000 |
0.7841 |
|
0.618 |
0.7816 |
|
HIGH |
0.7776 |
|
0.618 |
0.7751 |
|
0.500 |
0.7744 |
|
0.382 |
0.7736 |
|
LOW |
0.7711 |
|
0.618 |
0.7671 |
|
1.000 |
0.7646 |
|
1.618 |
0.7606 |
|
2.618 |
0.7541 |
|
4.250 |
0.7435 |
|
|
| Fisher Pivots for day following 16-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7744 |
0.7736 |
| PP |
0.7741 |
0.7736 |
| S1 |
0.7738 |
0.7735 |
|