CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 08-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2022 |
08-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7923 |
0.7955 |
0.0032 |
0.4% |
0.7874 |
High |
0.7971 |
0.7975 |
0.0005 |
0.1% |
0.7956 |
Low |
0.7920 |
0.7952 |
0.0032 |
0.4% |
0.7874 |
Close |
0.7971 |
0.7952 |
-0.0019 |
-0.2% |
0.7936 |
Range |
0.0051 |
0.0024 |
-0.0028 |
-53.9% |
0.0082 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
312 |
90 |
-222 |
-71.2% |
2,633 |
|
Daily Pivots for day following 08-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8030 |
0.8015 |
0.7965 |
|
R3 |
0.8007 |
0.7991 |
0.7958 |
|
R2 |
0.7983 |
0.7983 |
0.7956 |
|
R1 |
0.7968 |
0.7968 |
0.7954 |
0.7964 |
PP |
0.7960 |
0.7960 |
0.7960 |
0.7958 |
S1 |
0.7944 |
0.7944 |
0.7950 |
0.7940 |
S2 |
0.7936 |
0.7936 |
0.7948 |
|
S3 |
0.7913 |
0.7921 |
0.7946 |
|
S4 |
0.7889 |
0.7897 |
0.7939 |
|
|
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 |
0.7975 |
0.7897 |
0.0078 |
1.0% |
0.0035 |
0.4% |
71% |
True |
False |
439 |
10 |
0.7975 |
0.7760 |
0.0215 |
2.7% |
0.0034 |
0.4% |
89% |
True |
False |
376 |
20 |
0.7975 |
0.7644 |
0.0332 |
4.2% |
0.0037 |
0.5% |
93% |
True |
False |
274 |
40 |
0.8007 |
0.7644 |
0.0364 |
4.6% |
0.0042 |
0.5% |
85% |
False |
False |
203 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.1% |
0.0040 |
0.5% |
75% |
False |
False |
147 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.1% |
0.0041 |
0.5% |
75% |
False |
False |
152 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.1% |
0.0040 |
0.5% |
75% |
False |
False |
136 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.1% |
0.0038 |
0.5% |
75% |
False |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8075 |
2.618 |
0.8037 |
1.618 |
0.8013 |
1.000 |
0.7999 |
0.618 |
0.7990 |
HIGH |
0.7975 |
0.618 |
0.7966 |
0.500 |
0.7963 |
0.382 |
0.7960 |
LOW |
0.7952 |
0.618 |
0.7937 |
1.000 |
0.7928 |
1.618 |
0.7913 |
2.618 |
0.7890 |
4.250 |
0.7852 |
|
|
Fisher Pivots for day following 08-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7963 |
0.7950 |
PP |
0.7960 |
0.7949 |
S1 |
0.7956 |
0.7947 |
|