CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 13-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2022 |
13-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7868 |
0.7768 |
-0.0100 |
-1.3% |
0.7953 |
High |
0.7872 |
0.7792 |
-0.0080 |
-1.0% |
0.7975 |
Low |
0.7800 |
0.7755 |
-0.0045 |
-0.6% |
0.7800 |
Close |
0.7831 |
0.7759 |
-0.0072 |
-0.9% |
0.7831 |
Range |
0.0072 |
0.0037 |
-0.0035 |
-48.6% |
0.0176 |
ATR |
0.0049 |
0.0051 |
0.0002 |
3.9% |
0.0000 |
Volume |
179 |
1,100 |
921 |
514.5% |
1,384 |
|
Daily Pivots for day following 13-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7880 |
0.7856 |
0.7779 |
|
R3 |
0.7843 |
0.7819 |
0.7769 |
|
R2 |
0.7806 |
0.7806 |
0.7766 |
|
R1 |
0.7782 |
0.7782 |
0.7762 |
0.7776 |
PP |
0.7769 |
0.7769 |
0.7769 |
0.7765 |
S1 |
0.7745 |
0.7745 |
0.7756 |
0.7739 |
S2 |
0.7732 |
0.7732 |
0.7752 |
|
S3 |
0.7695 |
0.7708 |
0.7749 |
|
S4 |
0.7658 |
0.7671 |
0.7739 |
|
|
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 |
0.7755 |
0.0220 |
2.8% |
0.0055 |
0.7% |
2% |
False |
True |
459 |
10 |
0.7975 |
0.7755 |
0.0220 |
2.8% |
0.0043 |
0.6% |
2% |
False |
True |
511 |
20 |
0.7975 |
0.7713 |
0.0263 |
3.4% |
0.0040 |
0.5% |
18% |
False |
False |
348 |
40 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0043 |
0.6% |
32% |
False |
False |
243 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
28% |
False |
False |
177 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
28% |
False |
False |
174 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
28% |
False |
False |
154 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0039 |
0.5% |
28% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7949 |
2.618 |
0.7889 |
1.618 |
0.7852 |
1.000 |
0.7829 |
0.618 |
0.7815 |
HIGH |
0.7792 |
0.618 |
0.7778 |
0.500 |
0.7774 |
0.382 |
0.7769 |
LOW |
0.7755 |
0.618 |
0.7732 |
1.000 |
0.7718 |
1.618 |
0.7695 |
2.618 |
0.7658 |
4.250 |
0.7598 |
|
|
Fisher Pivots for day following 13-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7774 |
0.7854 |
PP |
0.7769 |
0.7823 |
S1 |
0.7764 |
0.7791 |
|