CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 10-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2022 |
10-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7961 |
0.7872 |
-0.0090 |
-1.1% |
0.7939 |
| High |
0.7964 |
0.7881 |
-0.0083 |
-1.0% |
0.7984 |
| Low |
0.7866 |
0.7800 |
-0.0066 |
-0.8% |
0.7800 |
| Close |
0.7879 |
0.7835 |
-0.0045 |
-0.6% |
0.7835 |
| Range |
0.0098 |
0.0081 |
-0.0017 |
-17.3% |
0.0184 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
3.4% |
0.0000 |
| Volume |
74,219 |
125,092 |
50,873 |
68.5% |
325,303 |
|
| Daily Pivots for day following 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8082 |
0.8039 |
0.7879 |
|
| R3 |
0.8001 |
0.7958 |
0.7857 |
|
| R2 |
0.7920 |
0.7920 |
0.7849 |
|
| R1 |
0.7877 |
0.7877 |
0.7842 |
0.7858 |
| PP |
0.7839 |
0.7839 |
0.7839 |
0.7829 |
| S1 |
0.7796 |
0.7796 |
0.7827 |
0.7777 |
| S2 |
0.7758 |
0.7758 |
0.7820 |
|
| S3 |
0.7677 |
0.7715 |
0.7812 |
|
| S4 |
0.7596 |
0.7634 |
0.7790 |
|
|
| Weekly Pivots for week ending 10-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8423 |
0.8312 |
0.7935 |
|
| R3 |
0.8240 |
0.8129 |
0.7885 |
|
| R2 |
0.8056 |
0.8056 |
0.7868 |
|
| R1 |
0.7945 |
0.7945 |
0.7851 |
0.7909 |
| PP |
0.7873 |
0.7873 |
0.7873 |
0.7855 |
| S1 |
0.7762 |
0.7762 |
0.7818 |
0.7726 |
| S2 |
0.7689 |
0.7689 |
0.7801 |
|
| S3 |
0.7506 |
0.7578 |
0.7784 |
|
| S4 |
0.7322 |
0.7395 |
0.7734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7984 |
0.7800 |
0.0184 |
2.3% |
0.0062 |
0.8% |
19% |
False |
True |
65,060 |
| 10 |
0.7984 |
0.7800 |
0.0184 |
2.3% |
0.0056 |
0.7% |
19% |
False |
True |
36,335 |
| 20 |
0.7984 |
0.7679 |
0.0305 |
3.9% |
0.0054 |
0.7% |
51% |
False |
False |
18,653 |
| 40 |
0.8008 |
0.7646 |
0.0362 |
4.6% |
0.0054 |
0.7% |
52% |
False |
False |
9,461 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0048 |
0.6% |
46% |
False |
False |
6,328 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0046 |
0.6% |
46% |
False |
False |
4,777 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0043 |
0.6% |
46% |
False |
False |
3,829 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0039 |
0.5% |
46% |
False |
False |
3,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8225 |
|
2.618 |
0.8093 |
|
1.618 |
0.8012 |
|
1.000 |
0.7962 |
|
0.618 |
0.7931 |
|
HIGH |
0.7881 |
|
0.618 |
0.7850 |
|
0.500 |
0.7841 |
|
0.382 |
0.7831 |
|
LOW |
0.7800 |
|
0.618 |
0.7750 |
|
1.000 |
0.7719 |
|
1.618 |
0.7669 |
|
2.618 |
0.7588 |
|
4.250 |
0.7456 |
|
|
| Fisher Pivots for day following 10-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7841 |
0.7892 |
| PP |
0.7839 |
0.7873 |
| S1 |
0.7837 |
0.7854 |
|