CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 15-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2022 |
15-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7751 |
0.7731 |
-0.0021 |
-0.3% |
0.7953 |
High |
0.7751 |
0.7763 |
0.0012 |
0.2% |
0.7975 |
Low |
0.7710 |
0.7700 |
-0.0010 |
-0.1% |
0.7800 |
Close |
0.7715 |
0.7728 |
0.0013 |
0.2% |
0.7831 |
Range |
0.0041 |
0.0063 |
0.0022 |
53.7% |
0.0176 |
ATR |
0.0051 |
0.0052 |
0.0001 |
1.7% |
0.0000 |
Volume |
158 |
130 |
-28 |
-17.7% |
1,384 |
|
Daily Pivots for day following 15-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7919 |
0.7887 |
0.7763 |
|
R3 |
0.7856 |
0.7824 |
0.7745 |
|
R2 |
0.7793 |
0.7793 |
0.7740 |
|
R1 |
0.7761 |
0.7761 |
0.7734 |
0.7746 |
PP |
0.7730 |
0.7730 |
0.7730 |
0.7723 |
S1 |
0.7698 |
0.7698 |
0.7722 |
0.7683 |
S2 |
0.7667 |
0.7667 |
0.7716 |
|
S3 |
0.7604 |
0.7635 |
0.7711 |
|
S4 |
0.7541 |
0.7572 |
0.7693 |
|
|
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 |
0.7954 |
0.7700 |
0.0254 |
3.3% |
0.0061 |
0.8% |
11% |
False |
True |
436 |
10 |
0.7975 |
0.7700 |
0.0275 |
3.6% |
0.0048 |
0.6% |
10% |
False |
True |
438 |
20 |
0.7975 |
0.7700 |
0.0275 |
3.6% |
0.0041 |
0.5% |
10% |
False |
True |
353 |
40 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0045 |
0.6% |
23% |
False |
False |
248 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
21% |
False |
False |
180 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
21% |
False |
False |
177 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
21% |
False |
False |
156 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0040 |
0.5% |
21% |
False |
False |
134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8031 |
2.618 |
0.7928 |
1.618 |
0.7865 |
1.000 |
0.7826 |
0.618 |
0.7802 |
HIGH |
0.7763 |
0.618 |
0.7739 |
0.500 |
0.7732 |
0.382 |
0.7724 |
LOW |
0.7700 |
0.618 |
0.7661 |
1.000 |
0.7637 |
1.618 |
0.7598 |
2.618 |
0.7535 |
4.250 |
0.7432 |
|
|
Fisher Pivots for day following 15-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7732 |
0.7746 |
PP |
0.7730 |
0.7740 |
S1 |
0.7729 |
0.7734 |
|