CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 09-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2022 |
09-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7955 |
0.7953 |
-0.0002 |
0.0% |
0.7874 |
High |
0.7975 |
0.7954 |
-0.0022 |
-0.3% |
0.7956 |
Low |
0.7952 |
0.7864 |
-0.0088 |
-1.1% |
0.7874 |
Close |
0.7952 |
0.7875 |
-0.0078 |
-1.0% |
0.7936 |
Range |
0.0024 |
0.0090 |
0.0067 |
283.0% |
0.0082 |
ATR |
0.0044 |
0.0047 |
0.0003 |
7.4% |
0.0000 |
Volume |
90 |
615 |
525 |
583.3% |
2,633 |
|
Daily Pivots for day following 09-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8167 |
0.8111 |
0.7924 |
|
R3 |
0.8077 |
0.8021 |
0.7899 |
|
R2 |
0.7987 |
0.7987 |
0.7891 |
|
R1 |
0.7931 |
0.7931 |
0.7883 |
0.7914 |
PP |
0.7897 |
0.7897 |
0.7897 |
0.7889 |
S1 |
0.7841 |
0.7841 |
0.7866 |
0.7824 |
S2 |
0.7807 |
0.7807 |
0.7858 |
|
S3 |
0.7717 |
0.7751 |
0.7850 |
|
S4 |
0.7627 |
0.7661 |
0.7825 |
|
|
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 |
0.7864 |
0.0112 |
1.4% |
0.0043 |
0.5% |
10% |
False |
True |
304 |
10 |
0.7975 |
0.7791 |
0.0184 |
2.3% |
0.0039 |
0.5% |
45% |
False |
False |
410 |
20 |
0.7975 |
0.7644 |
0.0332 |
4.2% |
0.0040 |
0.5% |
70% |
False |
False |
303 |
40 |
0.8007 |
0.7644 |
0.0364 |
4.6% |
0.0044 |
0.6% |
64% |
False |
False |
214 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
56% |
False |
False |
156 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
56% |
False |
False |
160 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0041 |
0.5% |
56% |
False |
False |
142 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0039 |
0.5% |
56% |
False |
False |
122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8336 |
2.618 |
0.8189 |
1.618 |
0.8099 |
1.000 |
0.8044 |
0.618 |
0.8009 |
HIGH |
0.7954 |
0.618 |
0.7919 |
0.500 |
0.7909 |
0.382 |
0.7898 |
LOW |
0.7864 |
0.618 |
0.7808 |
1.000 |
0.7774 |
1.618 |
0.7718 |
2.618 |
0.7628 |
4.250 |
0.7481 |
|
|
Fisher Pivots for day following 09-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7909 |
0.7919 |
PP |
0.7897 |
0.7904 |
S1 |
0.7886 |
0.7889 |
|