CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 03-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2022 |
03-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7897 |
0.7945 |
0.0048 |
0.6% |
0.7874 |
High |
0.7949 |
0.7956 |
0.0007 |
0.1% |
0.7956 |
Low |
0.7897 |
0.7931 |
0.0034 |
0.4% |
0.7874 |
Close |
0.7943 |
0.7936 |
-0.0007 |
-0.1% |
0.7936 |
Range |
0.0052 |
0.0025 |
-0.0027 |
-51.9% |
0.0082 |
ATR |
0.0048 |
0.0047 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
1,291 |
317 |
-974 |
-75.4% |
2,633 |
|
Daily Pivots for day following 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8016 |
0.8001 |
0.7950 |
|
R3 |
0.7991 |
0.7976 |
0.7943 |
|
R2 |
0.7966 |
0.7966 |
0.7941 |
|
R1 |
0.7951 |
0.7951 |
0.7938 |
0.7946 |
PP |
0.7941 |
0.7941 |
0.7941 |
0.7938 |
S1 |
0.7926 |
0.7926 |
0.7934 |
0.7921 |
S2 |
0.7916 |
0.7916 |
0.7931 |
|
S3 |
0.7891 |
0.7901 |
0.7929 |
|
S4 |
0.7866 |
0.7876 |
0.7922 |
|
|
Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8166 |
0.8133 |
0.7981 |
|
R3 |
0.8085 |
0.8051 |
0.7958 |
|
R2 |
0.8003 |
0.8003 |
0.7951 |
|
R1 |
0.7970 |
0.7970 |
0.7943 |
0.7987 |
PP |
0.7922 |
0.7922 |
0.7922 |
0.7930 |
S1 |
0.7888 |
0.7888 |
0.7929 |
0.7905 |
S2 |
0.7840 |
0.7840 |
0.7921 |
|
S3 |
0.7759 |
0.7807 |
0.7914 |
|
S4 |
0.7677 |
0.7725 |
0.7891 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7956 |
0.7820 |
0.0136 |
1.7% |
0.0033 |
0.4% |
86% |
True |
False |
559 |
10 |
0.7956 |
0.7760 |
0.0196 |
2.5% |
0.0032 |
0.4% |
90% |
True |
False |
370 |
20 |
0.7956 |
0.7644 |
0.0312 |
3.9% |
0.0039 |
0.5% |
94% |
True |
False |
272 |
40 |
0.8007 |
0.7644 |
0.0364 |
4.6% |
0.0042 |
0.5% |
80% |
False |
False |
191 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
71% |
False |
False |
144 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0041 |
0.5% |
71% |
False |
False |
151 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
71% |
False |
False |
131 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0038 |
0.5% |
71% |
False |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8062 |
2.618 |
0.8021 |
1.618 |
0.7996 |
1.000 |
0.7981 |
0.618 |
0.7971 |
HIGH |
0.7956 |
0.618 |
0.7946 |
0.500 |
0.7943 |
0.382 |
0.7940 |
LOW |
0.7931 |
0.618 |
0.7915 |
1.000 |
0.7906 |
1.618 |
0.7890 |
2.618 |
0.7865 |
4.250 |
0.7824 |
|
|
Fisher Pivots for day following 03-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7943 |
0.7933 |
PP |
0.7941 |
0.7930 |
S1 |
0.7938 |
0.7926 |
|