CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 23-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7741 |
0.7724 |
-0.0018 |
-0.2% |
0.7819 |
| High |
0.7746 |
0.7731 |
-0.0015 |
-0.2% |
0.7819 |
| Low |
0.7696 |
0.7684 |
-0.0012 |
-0.2% |
0.7646 |
| Close |
0.7734 |
0.7692 |
-0.0042 |
-0.5% |
0.7678 |
| Range |
0.0050 |
0.0048 |
-0.0003 |
-5.0% |
0.0173 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
76,462 |
77,357 |
895 |
1.2% |
605,040 |
|
| Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7845 |
0.7816 |
0.7718 |
|
| R3 |
0.7797 |
0.7768 |
0.7705 |
|
| R2 |
0.7750 |
0.7750 |
0.7701 |
|
| R1 |
0.7721 |
0.7721 |
0.7696 |
0.7712 |
| PP |
0.7702 |
0.7702 |
0.7702 |
0.7698 |
| S1 |
0.7673 |
0.7673 |
0.7688 |
0.7664 |
| S2 |
0.7655 |
0.7655 |
0.7683 |
|
| S3 |
0.7607 |
0.7626 |
0.7679 |
|
| S4 |
0.7560 |
0.7578 |
0.7666 |
|
|
| 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% |
0.0065 |
0.8% |
35% |
False |
False |
95,361 |
| 10 |
0.7964 |
0.7646 |
0.0318 |
4.1% |
0.0072 |
0.9% |
14% |
False |
False |
105,941 |
| 20 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0059 |
0.8% |
14% |
False |
False |
61,263 |
| 40 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0058 |
0.7% |
14% |
False |
False |
30,930 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0052 |
0.7% |
11% |
False |
False |
20,651 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0049 |
0.6% |
11% |
False |
False |
15,522 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0046 |
0.6% |
11% |
False |
False |
12,427 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0043 |
0.6% |
11% |
False |
False |
10,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7933 |
|
2.618 |
0.7855 |
|
1.618 |
0.7808 |
|
1.000 |
0.7779 |
|
0.618 |
0.7760 |
|
HIGH |
0.7731 |
|
0.618 |
0.7713 |
|
0.500 |
0.7707 |
|
0.382 |
0.7702 |
|
LOW |
0.7684 |
|
0.618 |
0.7654 |
|
1.000 |
0.7636 |
|
1.618 |
0.7607 |
|
2.618 |
0.7559 |
|
4.250 |
0.7482 |
|
|
| Fisher Pivots for day following 23-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7707 |
0.7710 |
| PP |
0.7702 |
0.7704 |
| S1 |
0.7697 |
0.7698 |
|