CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 22-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7676 |
0.7741 |
0.0066 |
0.9% |
0.7819 |
| High |
0.7750 |
0.7746 |
-0.0004 |
-0.1% |
0.7819 |
| Low |
0.7670 |
0.7696 |
0.0026 |
0.3% |
0.7646 |
| Close |
0.7739 |
0.7734 |
-0.0005 |
-0.1% |
0.7678 |
| Range |
0.0080 |
0.0050 |
-0.0030 |
-37.5% |
0.0173 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
101,247 |
76,462 |
-24,785 |
-24.5% |
605,040 |
|
| Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7875 |
0.7854 |
0.7761 |
|
| R3 |
0.7825 |
0.7804 |
0.7747 |
|
| R2 |
0.7775 |
0.7775 |
0.7743 |
|
| R1 |
0.7754 |
0.7754 |
0.7738 |
0.7740 |
| PP |
0.7725 |
0.7725 |
0.7725 |
0.7718 |
| S1 |
0.7704 |
0.7704 |
0.7729 |
0.7690 |
| S2 |
0.7675 |
0.7675 |
0.7724 |
|
| S3 |
0.7625 |
0.7654 |
0.7720 |
|
| S4 |
0.7575 |
0.7604 |
0.7706 |
|
|
| 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% |
0.0072 |
0.9% |
67% |
False |
False |
107,838 |
| 10 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0070 |
0.9% |
26% |
False |
False |
104,479 |
| 20 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0060 |
0.8% |
26% |
False |
False |
57,492 |
| 40 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0058 |
0.7% |
26% |
False |
False |
28,998 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0052 |
0.7% |
21% |
False |
False |
19,363 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0049 |
0.6% |
21% |
False |
False |
14,557 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0046 |
0.6% |
21% |
False |
False |
11,654 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0042 |
0.5% |
21% |
False |
False |
9,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7958 |
|
2.618 |
0.7876 |
|
1.618 |
0.7826 |
|
1.000 |
0.7796 |
|
0.618 |
0.7776 |
|
HIGH |
0.7746 |
|
0.618 |
0.7726 |
|
0.500 |
0.7721 |
|
0.382 |
0.7715 |
|
LOW |
0.7696 |
|
0.618 |
0.7665 |
|
1.000 |
0.7646 |
|
1.618 |
0.7615 |
|
2.618 |
0.7565 |
|
4.250 |
0.7483 |
|
|
| Fisher Pivots for day following 22-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7729 |
0.7722 |
| PP |
0.7725 |
0.7710 |
| S1 |
0.7721 |
0.7698 |
|