CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 21-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2022 |
21-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7725 |
0.7689 |
-0.0036 |
-0.5% |
0.7768 |
High |
0.7731 |
0.7748 |
0.0017 |
0.2% |
0.7792 |
Low |
0.7650 |
0.7685 |
0.0035 |
0.5% |
0.7650 |
Close |
0.7681 |
0.7741 |
0.0060 |
0.8% |
0.7681 |
Range |
0.0081 |
0.0063 |
-0.0018 |
-22.2% |
0.0142 |
ATR |
0.0054 |
0.0055 |
0.0001 |
1.7% |
0.0000 |
Volume |
266 |
388 |
122 |
45.9% |
1,758 |
|
Daily Pivots for day following 21-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7914 |
0.7890 |
0.7775 |
|
R3 |
0.7851 |
0.7827 |
0.7758 |
|
R2 |
0.7788 |
0.7788 |
0.7752 |
|
R1 |
0.7764 |
0.7764 |
0.7746 |
0.7776 |
PP |
0.7725 |
0.7725 |
0.7725 |
0.7730 |
S1 |
0.7701 |
0.7701 |
0.7735 |
0.7713 |
S2 |
0.7662 |
0.7662 |
0.7729 |
|
S3 |
0.7599 |
0.7638 |
0.7723 |
|
S4 |
0.7536 |
0.7575 |
0.7706 |
|
|
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 |
0.7768 |
0.7650 |
0.0118 |
1.5% |
0.0060 |
0.8% |
77% |
False |
False |
209 |
10 |
0.7975 |
0.7650 |
0.0325 |
4.2% |
0.0057 |
0.7% |
28% |
False |
False |
334 |
20 |
0.7975 |
0.7650 |
0.0325 |
4.2% |
0.0043 |
0.6% |
28% |
False |
False |
359 |
40 |
0.7975 |
0.7644 |
0.0332 |
4.3% |
0.0045 |
0.6% |
29% |
False |
False |
260 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
24% |
False |
False |
192 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0044 |
0.6% |
24% |
False |
False |
178 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.5% |
24% |
False |
False |
162 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
24% |
False |
False |
140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8016 |
2.618 |
0.7913 |
1.618 |
0.7850 |
1.000 |
0.7811 |
0.618 |
0.7787 |
HIGH |
0.7748 |
0.618 |
0.7724 |
0.500 |
0.7717 |
0.382 |
0.7709 |
LOW |
0.7685 |
0.618 |
0.7646 |
1.000 |
0.7622 |
1.618 |
0.7583 |
2.618 |
0.7520 |
4.250 |
0.7417 |
|
|
Fisher Pivots for day following 21-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7733 |
0.7730 |
PP |
0.7725 |
0.7720 |
S1 |
0.7717 |
0.7709 |
|