CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 24-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7724 |
0.7696 |
-0.0028 |
-0.4% |
0.7676 |
| High |
0.7731 |
0.7759 |
0.0028 |
0.4% |
0.7759 |
| Low |
0.7684 |
0.7694 |
0.0010 |
0.1% |
0.7670 |
| Close |
0.7692 |
0.7740 |
0.0048 |
0.6% |
0.7740 |
| Range |
0.0048 |
0.0065 |
0.0018 |
36.8% |
0.0089 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.5% |
0.0000 |
| Volume |
77,357 |
72,640 |
-4,717 |
-6.1% |
327,706 |
|
| Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7926 |
0.7898 |
0.7776 |
|
| R3 |
0.7861 |
0.7833 |
0.7758 |
|
| R2 |
0.7796 |
0.7796 |
0.7752 |
|
| R1 |
0.7768 |
0.7768 |
0.7746 |
0.7782 |
| PP |
0.7731 |
0.7731 |
0.7731 |
0.7738 |
| S1 |
0.7703 |
0.7703 |
0.7734 |
0.7717 |
| S2 |
0.7666 |
0.7666 |
0.7728 |
|
| S3 |
0.7601 |
0.7638 |
0.7722 |
|
| S4 |
0.7536 |
0.7573 |
0.7704 |
|
|
| Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7990 |
0.7954 |
0.7789 |
|
| R3 |
0.7901 |
0.7865 |
0.7764 |
|
| R2 |
0.7812 |
0.7812 |
0.7756 |
|
| R1 |
0.7776 |
0.7776 |
0.7748 |
0.7794 |
| PP |
0.7723 |
0.7723 |
0.7723 |
0.7732 |
| S1 |
0.7687 |
0.7687 |
0.7732 |
0.7705 |
| S2 |
0.7634 |
0.7634 |
0.7724 |
|
| S3 |
0.7545 |
0.7598 |
0.7716 |
|
| S4 |
0.7456 |
0.7509 |
0.7691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7759 |
0.7646 |
0.0113 |
1.5% |
0.0065 |
0.8% |
84% |
True |
False |
87,362 |
| 10 |
0.7881 |
0.7646 |
0.0235 |
3.0% |
0.0069 |
0.9% |
40% |
False |
False |
105,783 |
| 20 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0061 |
0.8% |
28% |
False |
False |
64,849 |
| 40 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0058 |
0.8% |
28% |
False |
False |
32,738 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0053 |
0.7% |
23% |
False |
False |
21,862 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0049 |
0.6% |
23% |
False |
False |
16,428 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0046 |
0.6% |
23% |
False |
False |
13,152 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0043 |
0.6% |
23% |
False |
False |
10,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8035 |
|
2.618 |
0.7929 |
|
1.618 |
0.7864 |
|
1.000 |
0.7824 |
|
0.618 |
0.7799 |
|
HIGH |
0.7759 |
|
0.618 |
0.7734 |
|
0.500 |
0.7726 |
|
0.382 |
0.7718 |
|
LOW |
0.7694 |
|
0.618 |
0.7653 |
|
1.000 |
0.7629 |
|
1.618 |
0.7588 |
|
2.618 |
0.7523 |
|
4.250 |
0.7417 |
|
|
| Fisher Pivots for day following 24-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7735 |
0.7734 |
| PP |
0.7731 |
0.7727 |
| S1 |
0.7726 |
0.7721 |
|