CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 17-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7760 |
0.7725 |
-0.0035 |
-0.5% |
0.7819 |
| High |
0.7776 |
0.7730 |
-0.0046 |
-0.6% |
0.7819 |
| Low |
0.7711 |
0.7646 |
-0.0065 |
-0.8% |
0.7646 |
| Close |
0.7735 |
0.7678 |
-0.0058 |
-0.7% |
0.7678 |
| Range |
0.0065 |
0.0084 |
0.0019 |
29.2% |
0.0173 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.3% |
0.0000 |
| Volume |
112,635 |
109,108 |
-3,527 |
-3.1% |
605,040 |
|
| Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7937 |
0.7891 |
0.7724 |
|
| R3 |
0.7853 |
0.7807 |
0.7701 |
|
| R2 |
0.7769 |
0.7769 |
0.7693 |
|
| R1 |
0.7723 |
0.7723 |
0.7685 |
0.7704 |
| PP |
0.7685 |
0.7685 |
0.7685 |
0.7675 |
| S1 |
0.7639 |
0.7639 |
0.7670 |
0.7620 |
| S2 |
0.7601 |
0.7601 |
0.7662 |
|
| S3 |
0.7517 |
0.7555 |
0.7654 |
|
| S4 |
0.7433 |
0.7471 |
0.7631 |
|
|
| Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8233 |
0.8128 |
0.7773 |
|
| R3 |
0.8060 |
0.7955 |
0.7725 |
|
| R2 |
0.7887 |
0.7887 |
0.7709 |
|
| R1 |
0.7782 |
0.7782 |
0.7693 |
0.7748 |
| PP |
0.7714 |
0.7714 |
0.7714 |
0.7697 |
| S1 |
0.7609 |
0.7609 |
0.7662 |
0.7575 |
| S2 |
0.7541 |
0.7541 |
0.7646 |
|
| S3 |
0.7368 |
0.7436 |
0.7630 |
|
| S4 |
0.7195 |
0.7263 |
0.7582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7819 |
0.7646 |
0.0173 |
2.3% |
0.0072 |
0.9% |
18% |
False |
True |
121,008 |
| 10 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0067 |
0.9% |
9% |
False |
True |
93,034 |
| 20 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0058 |
0.7% |
9% |
False |
True |
48,706 |
| 40 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0058 |
0.8% |
9% |
False |
False |
24,573 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0051 |
0.7% |
8% |
False |
False |
16,403 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0049 |
0.6% |
8% |
False |
False |
12,339 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0046 |
0.6% |
8% |
False |
False |
9,878 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0041 |
0.5% |
8% |
False |
False |
8,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8087 |
|
2.618 |
0.7950 |
|
1.618 |
0.7866 |
|
1.000 |
0.7814 |
|
0.618 |
0.7782 |
|
HIGH |
0.7730 |
|
0.618 |
0.7698 |
|
0.500 |
0.7688 |
|
0.382 |
0.7678 |
|
LOW |
0.7646 |
|
0.618 |
0.7594 |
|
1.000 |
0.7562 |
|
1.618 |
0.7510 |
|
2.618 |
0.7426 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 17-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7688 |
0.7711 |
| PP |
0.7685 |
0.7700 |
| S1 |
0.7681 |
0.7689 |
|