CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 29-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2022 |
29-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7768 |
0.7768 |
0.0000 |
0.0% |
0.7676 |
| High |
0.7802 |
0.7787 |
-0.0015 |
-0.2% |
0.7759 |
| Low |
0.7756 |
0.7752 |
-0.0004 |
-0.1% |
0.7670 |
| Close |
0.7771 |
0.7756 |
-0.0015 |
-0.2% |
0.7740 |
| Range |
0.0046 |
0.0035 |
-0.0011 |
-23.9% |
0.0089 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
78,369 |
67,026 |
-11,343 |
-14.5% |
327,706 |
|
| Daily Pivots for day following 29-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7870 |
0.7848 |
0.7775 |
|
| R3 |
0.7835 |
0.7813 |
0.7766 |
|
| R2 |
0.7800 |
0.7800 |
0.7762 |
|
| R1 |
0.7778 |
0.7778 |
0.7759 |
0.7771 |
| PP |
0.7765 |
0.7765 |
0.7765 |
0.7761 |
| S1 |
0.7743 |
0.7743 |
0.7753 |
0.7736 |
| S2 |
0.7730 |
0.7730 |
0.7750 |
|
| S3 |
0.7695 |
0.7708 |
0.7746 |
|
| S4 |
0.7660 |
0.7673 |
0.7737 |
|
|
| 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 |
0.7802 |
0.7684 |
0.0118 |
1.5% |
0.0045 |
0.6% |
61% |
False |
False |
72,935 |
| 10 |
0.7802 |
0.7646 |
0.0156 |
2.0% |
0.0058 |
0.8% |
71% |
False |
False |
90,387 |
| 20 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0059 |
0.8% |
33% |
False |
False |
75,257 |
| 40 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0057 |
0.7% |
33% |
False |
False |
38,090 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0053 |
0.7% |
27% |
False |
False |
25,438 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0049 |
0.6% |
27% |
False |
False |
19,108 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0047 |
0.6% |
27% |
False |
False |
15,299 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0044 |
0.6% |
27% |
False |
False |
12,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7935 |
|
2.618 |
0.7878 |
|
1.618 |
0.7843 |
|
1.000 |
0.7822 |
|
0.618 |
0.7808 |
|
HIGH |
0.7787 |
|
0.618 |
0.7773 |
|
0.500 |
0.7769 |
|
0.382 |
0.7765 |
|
LOW |
0.7752 |
|
0.618 |
0.7730 |
|
1.000 |
0.7717 |
|
1.618 |
0.7695 |
|
2.618 |
0.7660 |
|
4.250 |
0.7603 |
|
|
| Fisher Pivots for day following 29-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7769 |
0.7772 |
| PP |
0.7765 |
0.7767 |
| S1 |
0.7760 |
0.7761 |
|