CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 28-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2021 |
28-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7785 |
0.7808 |
0.0023 |
0.3% |
0.7735 |
| High |
0.7815 |
0.7809 |
-0.0007 |
-0.1% |
0.7810 |
| Low |
0.7779 |
0.7792 |
0.0013 |
0.2% |
0.7719 |
| Close |
0.7810 |
0.7798 |
-0.0012 |
-0.1% |
0.7805 |
| Range |
0.0037 |
0.0017 |
-0.0020 |
-53.4% |
0.0091 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
120 |
44 |
-76 |
-63.3% |
373 |
|
| Daily Pivots for day following 28-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7850 |
0.7841 |
0.7807 |
|
| R3 |
0.7833 |
0.7824 |
0.7803 |
|
| R2 |
0.7816 |
0.7816 |
0.7801 |
|
| R1 |
0.7807 |
0.7807 |
0.7800 |
0.7803 |
| PP |
0.7799 |
0.7799 |
0.7799 |
0.7797 |
| S1 |
0.7790 |
0.7790 |
0.7796 |
0.7786 |
| S2 |
0.7782 |
0.7782 |
0.7795 |
|
| S3 |
0.7765 |
0.7773 |
0.7793 |
|
| S4 |
0.7748 |
0.7756 |
0.7789 |
|
|
| Weekly Pivots for week ending 24-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8051 |
0.8019 |
0.7855 |
|
| R3 |
0.7960 |
0.7928 |
0.7830 |
|
| R2 |
0.7869 |
0.7869 |
0.7821 |
|
| R1 |
0.7837 |
0.7837 |
0.7813 |
0.7853 |
| PP |
0.7778 |
0.7778 |
0.7778 |
0.7786 |
| S1 |
0.7746 |
0.7746 |
0.7796 |
0.7762 |
| S2 |
0.7687 |
0.7687 |
0.7788 |
|
| S3 |
0.7596 |
0.7655 |
0.7779 |
|
| S4 |
0.7505 |
0.7564 |
0.7754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7815 |
0.7725 |
0.0091 |
1.2% |
0.0030 |
0.4% |
81% |
False |
False |
85 |
| 10 |
0.7831 |
0.7719 |
0.0112 |
1.4% |
0.0038 |
0.5% |
71% |
False |
False |
112 |
| 20 |
0.7922 |
0.7719 |
0.0204 |
2.6% |
0.0040 |
0.5% |
39% |
False |
False |
359 |
| 40 |
0.8084 |
0.7719 |
0.0365 |
4.7% |
0.0036 |
0.5% |
22% |
False |
False |
215 |
| 60 |
0.8114 |
0.7719 |
0.0395 |
5.1% |
0.0031 |
0.4% |
20% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7881 |
|
2.618 |
0.7853 |
|
1.618 |
0.7836 |
|
1.000 |
0.7826 |
|
0.618 |
0.7819 |
|
HIGH |
0.7809 |
|
0.618 |
0.7802 |
|
0.500 |
0.7800 |
|
0.382 |
0.7798 |
|
LOW |
0.7792 |
|
0.618 |
0.7781 |
|
1.000 |
0.7775 |
|
1.618 |
0.7764 |
|
2.618 |
0.7747 |
|
4.250 |
0.7719 |
|
|
| Fisher Pivots for day following 28-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7800 |
0.7797 |
| PP |
0.7799 |
0.7797 |
| S1 |
0.7799 |
0.7796 |
|