CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 10-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7953 |
0.7868 |
-0.0086 |
-1.1% |
0.7953 |
High |
0.7954 |
0.7872 |
-0.0082 |
-1.0% |
0.7975 |
Low |
0.7864 |
0.7800 |
-0.0064 |
-0.8% |
0.7800 |
Close |
0.7875 |
0.7831 |
-0.0044 |
-0.6% |
0.7831 |
Range |
0.0090 |
0.0072 |
-0.0018 |
-20.0% |
0.0176 |
ATR |
0.0047 |
0.0049 |
0.0002 |
4.2% |
0.0000 |
Volume |
615 |
179 |
-436 |
-70.9% |
1,384 |
|
Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8050 |
0.8013 |
0.7871 |
|
R3 |
0.7978 |
0.7941 |
0.7851 |
|
R2 |
0.7906 |
0.7906 |
0.7844 |
|
R1 |
0.7869 |
0.7869 |
0.7838 |
0.7851 |
PP |
0.7834 |
0.7834 |
0.7834 |
0.7825 |
S1 |
0.7797 |
0.7797 |
0.7824 |
0.7779 |
S2 |
0.7762 |
0.7762 |
0.7818 |
|
S3 |
0.7690 |
0.7725 |
0.7811 |
|
S4 |
0.7618 |
0.7653 |
0.7791 |
|
|
Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8395 |
0.8289 |
0.7928 |
|
R3 |
0.8220 |
0.8113 |
0.7879 |
|
R2 |
0.8044 |
0.8044 |
0.7863 |
|
R1 |
0.7938 |
0.7938 |
0.7847 |
0.7903 |
PP |
0.7869 |
0.7869 |
0.7869 |
0.7851 |
S1 |
0.7762 |
0.7762 |
0.7815 |
0.7728 |
S2 |
0.7693 |
0.7693 |
0.7799 |
|
S3 |
0.7518 |
0.7587 |
0.7783 |
|
S4 |
0.7342 |
0.7411 |
0.7734 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7975 |
0.7800 |
0.0176 |
2.2% |
0.0052 |
0.7% |
18% |
False |
True |
276 |
10 |
0.7975 |
0.7800 |
0.0176 |
2.2% |
0.0043 |
0.5% |
18% |
False |
True |
418 |
20 |
0.7975 |
0.7683 |
0.0293 |
3.7% |
0.0041 |
0.5% |
51% |
False |
False |
298 |
40 |
0.8007 |
0.7644 |
0.0364 |
4.6% |
0.0044 |
0.6% |
52% |
False |
False |
217 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0041 |
0.5% |
46% |
False |
False |
159 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
46% |
False |
False |
161 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
46% |
False |
False |
143 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0039 |
0.5% |
46% |
False |
False |
124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8178 |
2.618 |
0.8060 |
1.618 |
0.7988 |
1.000 |
0.7944 |
0.618 |
0.7916 |
HIGH |
0.7872 |
0.618 |
0.7844 |
0.500 |
0.7836 |
0.382 |
0.7827 |
LOW |
0.7800 |
0.618 |
0.7755 |
1.000 |
0.7728 |
1.618 |
0.7683 |
2.618 |
0.7611 |
4.250 |
0.7494 |
|
|
Fisher Pivots for day following 10-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7836 |
0.7887 |
PP |
0.7834 |
0.7869 |
S1 |
0.7833 |
0.7850 |
|