CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 24-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2022 |
24-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7723 |
0.7700 |
-0.0023 |
-0.3% |
0.7689 |
High |
0.7726 |
0.7760 |
0.0034 |
0.4% |
0.7760 |
Low |
0.7691 |
0.7697 |
0.0006 |
0.1% |
0.7685 |
Close |
0.7694 |
0.7742 |
0.0048 |
0.6% |
0.7742 |
Range |
0.0036 |
0.0063 |
0.0028 |
77.5% |
0.0075 |
ATR |
0.0053 |
0.0054 |
0.0001 |
1.6% |
0.0000 |
Volume |
667 |
126 |
-541 |
-81.1% |
1,335 |
|
Daily Pivots for day following 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7922 |
0.7895 |
0.7777 |
|
R3 |
0.7859 |
0.7832 |
0.7759 |
|
R2 |
0.7796 |
0.7796 |
0.7754 |
|
R1 |
0.7769 |
0.7769 |
0.7748 |
0.7782 |
PP |
0.7733 |
0.7733 |
0.7733 |
0.7739 |
S1 |
0.7706 |
0.7706 |
0.7736 |
0.7719 |
S2 |
0.7670 |
0.7670 |
0.7730 |
|
S3 |
0.7607 |
0.7643 |
0.7725 |
|
S4 |
0.7544 |
0.7580 |
0.7707 |
|
|
Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7952 |
0.7922 |
0.7783 |
|
R3 |
0.7878 |
0.7847 |
0.7762 |
|
R2 |
0.7803 |
0.7803 |
0.7756 |
|
R1 |
0.7773 |
0.7773 |
0.7749 |
0.7788 |
PP |
0.7729 |
0.7729 |
0.7729 |
0.7737 |
S1 |
0.7698 |
0.7698 |
0.7735 |
0.7714 |
S2 |
0.7654 |
0.7654 |
0.7728 |
|
S3 |
0.7580 |
0.7624 |
0.7722 |
|
S4 |
0.7505 |
0.7549 |
0.7701 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7760 |
0.7650 |
0.0110 |
1.4% |
0.0056 |
0.7% |
84% |
True |
False |
320 |
10 |
0.7872 |
0.7650 |
0.0222 |
2.9% |
0.0054 |
0.7% |
42% |
False |
False |
327 |
20 |
0.7975 |
0.7650 |
0.0325 |
4.2% |
0.0047 |
0.6% |
28% |
False |
False |
368 |
40 |
0.7975 |
0.7644 |
0.0332 |
4.3% |
0.0046 |
0.6% |
30% |
False |
False |
269 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
24% |
False |
False |
206 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
24% |
False |
False |
186 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
24% |
False |
False |
168 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
24% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8027 |
2.618 |
0.7924 |
1.618 |
0.7861 |
1.000 |
0.7823 |
0.618 |
0.7798 |
HIGH |
0.7760 |
0.618 |
0.7735 |
0.500 |
0.7728 |
0.382 |
0.7721 |
LOW |
0.7697 |
0.618 |
0.7658 |
1.000 |
0.7634 |
1.618 |
0.7595 |
2.618 |
0.7532 |
4.250 |
0.7429 |
|
|
Fisher Pivots for day following 24-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7737 |
0.7736 |
PP |
0.7733 |
0.7731 |
S1 |
0.7728 |
0.7725 |
|