CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 01-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2022 |
01-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7741 |
0.7740 |
-0.0001 |
0.0% |
0.7752 |
High |
0.7779 |
0.7773 |
-0.0006 |
-0.1% |
0.7802 |
Low |
0.7740 |
0.7714 |
-0.0027 |
-0.3% |
0.7714 |
Close |
0.7772 |
0.7763 |
-0.0010 |
-0.1% |
0.7763 |
Range |
0.0039 |
0.0059 |
0.0021 |
53.2% |
0.0088 |
ATR |
0.0049 |
0.0049 |
0.0001 |
1.5% |
0.0000 |
Volume |
355 |
86 |
-269 |
-75.8% |
609 |
|
Daily Pivots for day following 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7927 |
0.7904 |
0.7795 |
|
R3 |
0.7868 |
0.7845 |
0.7779 |
|
R2 |
0.7809 |
0.7809 |
0.7773 |
|
R1 |
0.7786 |
0.7786 |
0.7768 |
0.7797 |
PP |
0.7750 |
0.7750 |
0.7750 |
0.7755 |
S1 |
0.7727 |
0.7727 |
0.7757 |
0.7738 |
S2 |
0.7691 |
0.7691 |
0.7752 |
|
S3 |
0.7632 |
0.7668 |
0.7746 |
|
S4 |
0.7573 |
0.7609 |
0.7730 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8023 |
0.7981 |
0.7811 |
|
R3 |
0.7935 |
0.7893 |
0.7787 |
|
R2 |
0.7847 |
0.7847 |
0.7779 |
|
R1 |
0.7805 |
0.7805 |
0.7771 |
0.7826 |
PP |
0.7759 |
0.7759 |
0.7759 |
0.7770 |
S1 |
0.7717 |
0.7717 |
0.7754 |
0.7738 |
S2 |
0.7671 |
0.7671 |
0.7746 |
|
S3 |
0.7583 |
0.7629 |
0.7738 |
|
S4 |
0.7495 |
0.7541 |
0.7714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7802 |
0.7714 |
0.0088 |
1.1% |
0.0037 |
0.5% |
56% |
False |
True |
121 |
10 |
0.7802 |
0.7650 |
0.0152 |
2.0% |
0.0046 |
0.6% |
74% |
False |
False |
221 |
20 |
0.7975 |
0.7650 |
0.0325 |
4.2% |
0.0047 |
0.6% |
35% |
False |
False |
270 |
40 |
0.7975 |
0.7644 |
0.0332 |
4.3% |
0.0044 |
0.6% |
36% |
False |
False |
264 |
60 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0044 |
0.6% |
33% |
False |
False |
213 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
29% |
False |
False |
176 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
29% |
False |
False |
171 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
29% |
False |
False |
151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8023 |
2.618 |
0.7927 |
1.618 |
0.7868 |
1.000 |
0.7832 |
0.618 |
0.7809 |
HIGH |
0.7773 |
0.618 |
0.7750 |
0.500 |
0.7743 |
0.382 |
0.7736 |
LOW |
0.7714 |
0.618 |
0.7677 |
1.000 |
0.7655 |
1.618 |
0.7618 |
2.618 |
0.7559 |
4.250 |
0.7463 |
|
|
Fisher Pivots for day following 01-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7756 |
0.7757 |
PP |
0.7750 |
0.7752 |
S1 |
0.7743 |
0.7746 |
|