CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 06-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2022 |
06-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7951 |
0.7939 |
-0.0012 |
-0.1% |
0.7851 |
| High |
0.7963 |
0.7973 |
0.0010 |
0.1% |
0.7963 |
| Low |
0.7935 |
0.7934 |
-0.0001 |
0.0% |
0.7851 |
| Close |
0.7941 |
0.7947 |
0.0006 |
0.1% |
0.7941 |
| Range |
0.0028 |
0.0039 |
0.0011 |
39.3% |
0.0112 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
14,818 |
21,435 |
6,617 |
44.7% |
36,624 |
|
| Daily Pivots for day following 06-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.8047 |
0.7968 |
|
| R3 |
0.8029 |
0.8008 |
0.7958 |
|
| R2 |
0.7990 |
0.7990 |
0.7954 |
|
| R1 |
0.7969 |
0.7969 |
0.7951 |
0.7979 |
| PP |
0.7951 |
0.7951 |
0.7951 |
0.7956 |
| S1 |
0.7930 |
0.7930 |
0.7943 |
0.7940 |
| S2 |
0.7912 |
0.7912 |
0.7940 |
|
| S3 |
0.7873 |
0.7891 |
0.7936 |
|
| S4 |
0.7834 |
0.7852 |
0.7926 |
|
|
| Weekly Pivots for week ending 03-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8254 |
0.8210 |
0.8003 |
|
| R3 |
0.8142 |
0.8098 |
0.7972 |
|
| R2 |
0.8030 |
0.8030 |
0.7962 |
|
| R1 |
0.7986 |
0.7986 |
0.7951 |
0.8008 |
| PP |
0.7918 |
0.7918 |
0.7918 |
0.7929 |
| S1 |
0.7874 |
0.7874 |
0.7931 |
0.7896 |
| S2 |
0.7806 |
0.7806 |
0.7920 |
|
| S3 |
0.7694 |
0.7762 |
0.7910 |
|
| S4 |
0.7582 |
0.7650 |
0.7879 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7973 |
0.7851 |
0.0122 |
1.5% |
0.0050 |
0.6% |
79% |
True |
False |
11,611 |
| 10 |
0.7973 |
0.7760 |
0.0213 |
2.7% |
0.0047 |
0.6% |
88% |
True |
False |
6,375 |
| 20 |
0.7973 |
0.7646 |
0.0327 |
4.1% |
0.0052 |
0.7% |
92% |
True |
False |
3,575 |
| 40 |
0.8008 |
0.7646 |
0.0362 |
4.6% |
0.0052 |
0.6% |
83% |
False |
False |
1,872 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0046 |
0.6% |
74% |
False |
False |
1,270 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0045 |
0.6% |
74% |
False |
False |
981 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0042 |
0.5% |
74% |
False |
False |
791 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0037 |
0.5% |
74% |
False |
False |
661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8138 |
|
2.618 |
0.8075 |
|
1.618 |
0.8036 |
|
1.000 |
0.8012 |
|
0.618 |
0.7997 |
|
HIGH |
0.7973 |
|
0.618 |
0.7958 |
|
0.500 |
0.7953 |
|
0.382 |
0.7948 |
|
LOW |
0.7934 |
|
0.618 |
0.7909 |
|
1.000 |
0.7895 |
|
1.618 |
0.7870 |
|
2.618 |
0.7831 |
|
4.250 |
0.7768 |
|
|
| Fisher Pivots for day following 06-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7953 |
0.7940 |
| PP |
0.7951 |
0.7932 |
| S1 |
0.7949 |
0.7925 |
|