CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 22-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2022 |
22-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7689 |
0.7722 |
0.0033 |
0.4% |
0.7768 |
High |
0.7748 |
0.7739 |
-0.0010 |
-0.1% |
0.7792 |
Low |
0.7685 |
0.7703 |
0.0018 |
0.2% |
0.7650 |
Close |
0.7741 |
0.7735 |
-0.0006 |
-0.1% |
0.7681 |
Range |
0.0063 |
0.0036 |
-0.0028 |
-43.7% |
0.0142 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
388 |
154 |
-234 |
-60.3% |
1,758 |
|
Daily Pivots for day following 22-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7832 |
0.7819 |
0.7755 |
|
R3 |
0.7797 |
0.7784 |
0.7745 |
|
R2 |
0.7761 |
0.7761 |
0.7742 |
|
R1 |
0.7748 |
0.7748 |
0.7738 |
0.7755 |
PP |
0.7726 |
0.7726 |
0.7726 |
0.7729 |
S1 |
0.7713 |
0.7713 |
0.7732 |
0.7719 |
S2 |
0.7690 |
0.7690 |
0.7728 |
|
S3 |
0.7655 |
0.7677 |
0.7725 |
|
S4 |
0.7619 |
0.7642 |
0.7715 |
|
|
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% |
0.0059 |
0.8% |
72% |
False |
False |
208 |
10 |
0.7975 |
0.7650 |
0.0325 |
4.2% |
0.0056 |
0.7% |
26% |
False |
False |
318 |
20 |
0.7975 |
0.7650 |
0.0325 |
4.2% |
0.0044 |
0.6% |
26% |
False |
False |
367 |
40 |
0.7975 |
0.7644 |
0.0332 |
4.3% |
0.0045 |
0.6% |
28% |
False |
False |
260 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
22% |
False |
False |
194 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
22% |
False |
False |
179 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
22% |
False |
False |
163 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
22% |
False |
False |
141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7889 |
2.618 |
0.7831 |
1.618 |
0.7796 |
1.000 |
0.7774 |
0.618 |
0.7760 |
HIGH |
0.7739 |
0.618 |
0.7725 |
0.500 |
0.7721 |
0.382 |
0.7717 |
LOW |
0.7703 |
0.618 |
0.7681 |
1.000 |
0.7668 |
1.618 |
0.7646 |
2.618 |
0.7610 |
4.250 |
0.7552 |
|
|
Fisher Pivots for day following 22-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7730 |
0.7723 |
PP |
0.7726 |
0.7711 |
S1 |
0.7721 |
0.7699 |
|