CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 07-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2022 |
07-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7953 |
0.7923 |
-0.0030 |
-0.4% |
0.7874 |
High |
0.7964 |
0.7971 |
0.0007 |
0.1% |
0.7956 |
Low |
0.7939 |
0.7920 |
-0.0020 |
-0.2% |
0.7874 |
Close |
0.7942 |
0.7971 |
0.0029 |
0.4% |
0.7936 |
Range |
0.0025 |
0.0051 |
0.0026 |
104.0% |
0.0082 |
ATR |
0.0045 |
0.0046 |
0.0000 |
0.9% |
0.0000 |
Volume |
188 |
312 |
124 |
66.0% |
2,633 |
|
Daily Pivots for day following 07-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8107 |
0.8090 |
0.7999 |
|
R3 |
0.8056 |
0.8039 |
0.7985 |
|
R2 |
0.8005 |
0.8005 |
0.7980 |
|
R1 |
0.7988 |
0.7988 |
0.7975 |
0.7996 |
PP |
0.7954 |
0.7954 |
0.7954 |
0.7958 |
S1 |
0.7937 |
0.7937 |
0.7966 |
0.7945 |
S2 |
0.7903 |
0.7903 |
0.7961 |
|
S3 |
0.7852 |
0.7886 |
0.7956 |
|
S4 |
0.7801 |
0.7835 |
0.7942 |
|
|
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 |
0.7971 |
0.7897 |
0.0074 |
0.9% |
0.0035 |
0.4% |
100% |
True |
False |
577 |
10 |
0.7971 |
0.7760 |
0.0211 |
2.6% |
0.0033 |
0.4% |
100% |
True |
False |
416 |
20 |
0.7971 |
0.7644 |
0.0327 |
4.1% |
0.0037 |
0.5% |
100% |
True |
False |
272 |
40 |
0.8007 |
0.7644 |
0.0364 |
4.6% |
0.0042 |
0.5% |
90% |
False |
False |
202 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.1% |
0.0040 |
0.5% |
80% |
False |
False |
146 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.1% |
0.0041 |
0.5% |
80% |
False |
False |
152 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.1% |
0.0040 |
0.5% |
80% |
False |
False |
135 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.1% |
0.0038 |
0.5% |
80% |
False |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8187 |
2.618 |
0.8104 |
1.618 |
0.8053 |
1.000 |
0.8022 |
0.618 |
0.8002 |
HIGH |
0.7971 |
0.618 |
0.7951 |
0.500 |
0.7945 |
0.382 |
0.7939 |
LOW |
0.7920 |
0.618 |
0.7888 |
1.000 |
0.7869 |
1.618 |
0.7837 |
2.618 |
0.7786 |
4.250 |
0.7703 |
|
|
Fisher Pivots for day following 07-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7962 |
0.7962 |
PP |
0.7954 |
0.7954 |
S1 |
0.7945 |
0.7945 |
|