CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 14-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2022 |
14-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7768 |
0.7751 |
-0.0017 |
-0.2% |
0.7953 |
High |
0.7792 |
0.7751 |
-0.0041 |
-0.5% |
0.7975 |
Low |
0.7755 |
0.7710 |
-0.0045 |
-0.6% |
0.7800 |
Close |
0.7759 |
0.7715 |
-0.0044 |
-0.6% |
0.7831 |
Range |
0.0037 |
0.0041 |
0.0004 |
10.8% |
0.0176 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.3% |
0.0000 |
Volume |
1,100 |
158 |
-942 |
-85.6% |
1,384 |
|
Daily Pivots for day following 14-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7848 |
0.7823 |
0.7738 |
|
R3 |
0.7807 |
0.7782 |
0.7726 |
|
R2 |
0.7766 |
0.7766 |
0.7723 |
|
R1 |
0.7741 |
0.7741 |
0.7719 |
0.7733 |
PP |
0.7725 |
0.7725 |
0.7725 |
0.7722 |
S1 |
0.7700 |
0.7700 |
0.7711 |
0.7692 |
S2 |
0.7684 |
0.7684 |
0.7707 |
|
S3 |
0.7643 |
0.7659 |
0.7704 |
|
S4 |
0.7602 |
0.7618 |
0.7692 |
|
|
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 |
0.7710 |
0.0265 |
3.4% |
0.0053 |
0.7% |
2% |
False |
True |
428 |
10 |
0.7975 |
0.7710 |
0.0265 |
3.4% |
0.0044 |
0.6% |
2% |
False |
True |
503 |
20 |
0.7975 |
0.7710 |
0.0265 |
3.4% |
0.0039 |
0.5% |
2% |
False |
True |
354 |
40 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0044 |
0.6% |
20% |
False |
False |
246 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
17% |
False |
False |
179 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
17% |
False |
False |
176 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
17% |
False |
False |
155 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0039 |
0.5% |
17% |
False |
False |
133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7925 |
2.618 |
0.7858 |
1.618 |
0.7817 |
1.000 |
0.7792 |
0.618 |
0.7776 |
HIGH |
0.7751 |
0.618 |
0.7735 |
0.500 |
0.7731 |
0.382 |
0.7726 |
LOW |
0.7710 |
0.618 |
0.7685 |
1.000 |
0.7669 |
1.618 |
0.7644 |
2.618 |
0.7603 |
4.250 |
0.7536 |
|
|
Fisher Pivots for day following 14-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7731 |
0.7791 |
PP |
0.7725 |
0.7766 |
S1 |
0.7720 |
0.7740 |
|