CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 17-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2022 |
17-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7768 |
0.7725 |
-0.0043 |
-0.6% |
0.7768 |
High |
0.7768 |
0.7731 |
-0.0037 |
-0.5% |
0.7792 |
Low |
0.7717 |
0.7650 |
-0.0067 |
-0.9% |
0.7650 |
Close |
0.7737 |
0.7681 |
-0.0057 |
-0.7% |
0.7681 |
Range |
0.0051 |
0.0081 |
0.0030 |
58.8% |
0.0142 |
ATR |
0.0052 |
0.0054 |
0.0003 |
4.8% |
0.0000 |
Volume |
104 |
266 |
162 |
155.8% |
1,758 |
|
Daily Pivots for day following 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7930 |
0.7886 |
0.7725 |
|
R3 |
0.7849 |
0.7805 |
0.7703 |
|
R2 |
0.7768 |
0.7768 |
0.7695 |
|
R1 |
0.7724 |
0.7724 |
0.7688 |
0.7706 |
PP |
0.7687 |
0.7687 |
0.7687 |
0.7678 |
S1 |
0.7643 |
0.7643 |
0.7673 |
0.7625 |
S2 |
0.7606 |
0.7606 |
0.7666 |
|
S3 |
0.7525 |
0.7562 |
0.7658 |
|
S4 |
0.7444 |
0.7481 |
0.7636 |
|
|
Weekly Pivots for week ending 17-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8134 |
0.8049 |
0.7759 |
|
R3 |
0.7992 |
0.7907 |
0.7720 |
|
R2 |
0.7850 |
0.7850 |
0.7707 |
|
R1 |
0.7765 |
0.7765 |
0.7694 |
0.7736 |
PP |
0.7708 |
0.7708 |
0.7708 |
0.7693 |
S1 |
0.7623 |
0.7623 |
0.7667 |
0.7594 |
S2 |
0.7566 |
0.7566 |
0.7654 |
|
S3 |
0.7424 |
0.7481 |
0.7641 |
|
S4 |
0.7282 |
0.7339 |
0.7602 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7792 |
0.7650 |
0.0142 |
1.8% |
0.0055 |
0.7% |
21% |
False |
True |
351 |
10 |
0.7975 |
0.7650 |
0.0325 |
4.2% |
0.0053 |
0.7% |
9% |
False |
True |
314 |
20 |
0.7975 |
0.7650 |
0.0325 |
4.2% |
0.0043 |
0.6% |
9% |
False |
True |
342 |
40 |
0.7975 |
0.7644 |
0.0332 |
4.3% |
0.0046 |
0.6% |
11% |
False |
False |
254 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
9% |
False |
False |
186 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0044 |
0.6% |
9% |
False |
False |
178 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
9% |
False |
False |
158 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0040 |
0.5% |
9% |
False |
False |
137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8075 |
2.618 |
0.7943 |
1.618 |
0.7862 |
1.000 |
0.7812 |
0.618 |
0.7781 |
HIGH |
0.7731 |
0.618 |
0.7700 |
0.500 |
0.7691 |
0.382 |
0.7681 |
LOW |
0.7650 |
0.618 |
0.7600 |
1.000 |
0.7569 |
1.618 |
0.7519 |
2.618 |
0.7438 |
4.250 |
0.7306 |
|
|
Fisher Pivots for day following 17-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7691 |
0.7709 |
PP |
0.7687 |
0.7700 |
S1 |
0.7684 |
0.7690 |
|