CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 30-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2022 |
30-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7768 |
0.7756 |
-0.0012 |
-0.2% |
0.7676 |
| High |
0.7787 |
0.7776 |
-0.0011 |
-0.1% |
0.7759 |
| Low |
0.7752 |
0.7732 |
-0.0020 |
-0.3% |
0.7670 |
| Close |
0.7756 |
0.7770 |
0.0014 |
0.2% |
0.7740 |
| Range |
0.0035 |
0.0044 |
0.0009 |
24.3% |
0.0089 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
67,026 |
95,420 |
28,394 |
42.4% |
327,706 |
|
| Daily Pivots for day following 30-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7890 |
0.7873 |
0.7794 |
|
| R3 |
0.7846 |
0.7830 |
0.7782 |
|
| R2 |
0.7803 |
0.7803 |
0.7778 |
|
| R1 |
0.7786 |
0.7786 |
0.7774 |
0.7795 |
| PP |
0.7759 |
0.7759 |
0.7759 |
0.7763 |
| S1 |
0.7743 |
0.7743 |
0.7766 |
0.7751 |
| S2 |
0.7716 |
0.7716 |
0.7762 |
|
| S3 |
0.7672 |
0.7699 |
0.7758 |
|
| S4 |
0.7629 |
0.7656 |
0.7746 |
|
|
| 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 |
0.7694 |
0.0108 |
1.4% |
0.0044 |
0.6% |
71% |
False |
False |
76,548 |
| 10 |
0.7802 |
0.7646 |
0.0156 |
2.0% |
0.0055 |
0.7% |
80% |
False |
False |
85,955 |
| 20 |
0.7984 |
0.7646 |
0.0338 |
4.3% |
0.0059 |
0.8% |
37% |
False |
False |
79,567 |
| 40 |
0.7984 |
0.7646 |
0.0338 |
4.4% |
0.0057 |
0.7% |
37% |
False |
False |
40,470 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0053 |
0.7% |
30% |
False |
False |
27,029 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0049 |
0.6% |
30% |
False |
False |
20,296 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0046 |
0.6% |
30% |
False |
False |
16,253 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0044 |
0.6% |
30% |
False |
False |
13,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7960 |
|
2.618 |
0.7889 |
|
1.618 |
0.7846 |
|
1.000 |
0.7819 |
|
0.618 |
0.7802 |
|
HIGH |
0.7776 |
|
0.618 |
0.7759 |
|
0.500 |
0.7754 |
|
0.382 |
0.7749 |
|
LOW |
0.7732 |
|
0.618 |
0.7705 |
|
1.000 |
0.7689 |
|
1.618 |
0.7662 |
|
2.618 |
0.7618 |
|
4.250 |
0.7547 |
|
|
| Fisher Pivots for day following 30-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7765 |
0.7769 |
| PP |
0.7759 |
0.7768 |
| S1 |
0.7754 |
0.7767 |
|