CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 23-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2022 |
23-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7722 |
0.7723 |
0.0001 |
0.0% |
0.7768 |
High |
0.7739 |
0.7726 |
-0.0013 |
-0.2% |
0.7792 |
Low |
0.7703 |
0.7691 |
-0.0013 |
-0.2% |
0.7650 |
Close |
0.7735 |
0.7694 |
-0.0041 |
-0.5% |
0.7681 |
Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0142 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
154 |
667 |
513 |
333.1% |
1,758 |
|
Daily Pivots for day following 23-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7810 |
0.7788 |
0.7714 |
|
R3 |
0.7775 |
0.7752 |
0.7704 |
|
R2 |
0.7739 |
0.7739 |
0.7701 |
|
R1 |
0.7717 |
0.7717 |
0.7697 |
0.7710 |
PP |
0.7704 |
0.7704 |
0.7704 |
0.7700 |
S1 |
0.7681 |
0.7681 |
0.7691 |
0.7675 |
S2 |
0.7668 |
0.7668 |
0.7687 |
|
S3 |
0.7633 |
0.7646 |
0.7684 |
|
S4 |
0.7597 |
0.7610 |
0.7674 |
|
|
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% |
0.0053 |
0.7% |
37% |
False |
False |
315 |
10 |
0.7954 |
0.7650 |
0.0304 |
3.9% |
0.0057 |
0.7% |
14% |
False |
False |
376 |
20 |
0.7975 |
0.7650 |
0.0325 |
4.2% |
0.0046 |
0.6% |
14% |
False |
False |
376 |
40 |
0.7975 |
0.7644 |
0.0332 |
4.3% |
0.0045 |
0.6% |
15% |
False |
False |
273 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
12% |
False |
False |
205 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
12% |
False |
False |
186 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
12% |
False |
False |
168 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
12% |
False |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7877 |
2.618 |
0.7819 |
1.618 |
0.7783 |
1.000 |
0.7762 |
0.618 |
0.7748 |
HIGH |
0.7726 |
0.618 |
0.7712 |
0.500 |
0.7708 |
0.382 |
0.7704 |
LOW |
0.7691 |
0.618 |
0.7669 |
1.000 |
0.7655 |
1.618 |
0.7633 |
2.618 |
0.7598 |
4.250 |
0.7540 |
|
|
Fisher Pivots for day following 23-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7708 |
0.7717 |
PP |
0.7704 |
0.7709 |
S1 |
0.7699 |
0.7702 |
|