CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 21-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7725 |
0.7676 |
-0.0049 |
-0.6% |
0.7819 |
High |
0.7730 |
0.7750 |
0.0020 |
0.3% |
0.7819 |
Low |
0.7646 |
0.7670 |
0.0024 |
0.3% |
0.7646 |
Close |
0.7678 |
0.7739 |
0.0061 |
0.8% |
0.7678 |
Range |
0.0084 |
0.0080 |
-0.0004 |
-4.8% |
0.0173 |
ATR |
0.0063 |
0.0064 |
0.0001 |
1.9% |
0.0000 |
Volume |
109,108 |
101,247 |
-7,861 |
-7.2% |
605,040 |
|
Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7959 |
0.7929 |
0.7783 |
|
R3 |
0.7879 |
0.7849 |
0.7761 |
|
R2 |
0.7799 |
0.7799 |
0.7753 |
|
R1 |
0.7769 |
0.7769 |
0.7746 |
0.7784 |
PP |
0.7719 |
0.7719 |
0.7719 |
0.7727 |
S1 |
0.7689 |
0.7689 |
0.7731 |
0.7704 |
S2 |
0.7639 |
0.7639 |
0.7724 |
|
S3 |
0.7559 |
0.7609 |
0.7717 |
|
S4 |
0.7479 |
0.7529 |
0.7695 |
|
|
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 |
0.7776 |
0.7646 |
0.0130 |
1.7% |
0.0075 |
1.0% |
71% |
False |
False |
114,551 |
10 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0071 |
0.9% |
27% |
False |
False |
101,015 |
20 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0059 |
0.8% |
27% |
False |
False |
53,695 |
40 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0057 |
0.7% |
28% |
False |
False |
27,094 |
60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0052 |
0.7% |
23% |
False |
False |
18,090 |
80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0050 |
0.6% |
23% |
False |
False |
13,603 |
100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0046 |
0.6% |
23% |
False |
False |
10,890 |
120 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0042 |
0.5% |
23% |
False |
False |
9,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8090 |
2.618 |
0.7959 |
1.618 |
0.7879 |
1.000 |
0.7830 |
0.618 |
0.7799 |
HIGH |
0.7750 |
0.618 |
0.7719 |
0.500 |
0.7710 |
0.382 |
0.7700 |
LOW |
0.7670 |
0.618 |
0.7620 |
1.000 |
0.7590 |
1.618 |
0.7540 |
2.618 |
0.7460 |
4.250 |
0.7330 |
|
|
Fisher Pivots for day following 21-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7729 |
0.7729 |
PP |
0.7719 |
0.7720 |
S1 |
0.7710 |
0.7711 |
|