CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 06-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7945 |
0.7953 |
0.0008 |
0.1% |
0.7874 |
High |
0.7956 |
0.7964 |
0.0009 |
0.1% |
0.7956 |
Low |
0.7931 |
0.7939 |
0.0009 |
0.1% |
0.7874 |
Close |
0.7936 |
0.7942 |
0.0006 |
0.1% |
0.7936 |
Range |
0.0025 |
0.0025 |
0.0000 |
0.0% |
0.0082 |
ATR |
0.0047 |
0.0045 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
317 |
188 |
-129 |
-40.7% |
2,633 |
|
Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8023 |
0.8008 |
0.7956 |
|
R3 |
0.7998 |
0.7983 |
0.7949 |
|
R2 |
0.7973 |
0.7973 |
0.7947 |
|
R1 |
0.7958 |
0.7958 |
0.7944 |
0.7953 |
PP |
0.7948 |
0.7948 |
0.7948 |
0.7946 |
S1 |
0.7933 |
0.7933 |
0.7940 |
0.7928 |
S2 |
0.7923 |
0.7923 |
0.7937 |
|
S3 |
0.7898 |
0.7908 |
0.7935 |
|
S4 |
0.7873 |
0.7883 |
0.7928 |
|
|
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 |
0.7964 |
0.7874 |
0.0090 |
1.1% |
0.0031 |
0.4% |
76% |
True |
False |
564 |
10 |
0.7964 |
0.7760 |
0.0204 |
2.6% |
0.0029 |
0.4% |
89% |
True |
False |
385 |
20 |
0.7964 |
0.7644 |
0.0321 |
4.0% |
0.0037 |
0.5% |
93% |
True |
False |
275 |
40 |
0.8007 |
0.7644 |
0.0364 |
4.6% |
0.0042 |
0.5% |
82% |
False |
False |
195 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
73% |
False |
False |
144 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0041 |
0.5% |
73% |
False |
False |
151 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
73% |
False |
False |
132 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0038 |
0.5% |
73% |
False |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8070 |
2.618 |
0.8029 |
1.618 |
0.8004 |
1.000 |
0.7989 |
0.618 |
0.7979 |
HIGH |
0.7964 |
0.618 |
0.7954 |
0.500 |
0.7952 |
0.382 |
0.7949 |
LOW |
0.7939 |
0.618 |
0.7924 |
1.000 |
0.7914 |
1.618 |
0.7899 |
2.618 |
0.7874 |
4.250 |
0.7833 |
|
|
Fisher Pivots for day following 06-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7952 |
0.7938 |
PP |
0.7948 |
0.7934 |
S1 |
0.7945 |
0.7931 |
|