CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 02-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2022 |
02-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7806 |
0.7778 |
-0.0028 |
-0.4% |
0.7864 |
| High |
0.7861 |
0.7786 |
-0.0076 |
-1.0% |
0.7881 |
| Low |
0.7772 |
0.7742 |
-0.0030 |
-0.4% |
0.7762 |
| Close |
0.7791 |
0.7746 |
-0.0045 |
-0.6% |
0.7791 |
| Range |
0.0090 |
0.0044 |
-0.0046 |
-50.8% |
0.0120 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
97,903 |
74,651 |
-23,252 |
-23.8% |
458,758 |
|
| Daily Pivots for day following 02-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7890 |
0.7862 |
0.7770 |
|
| R3 |
0.7846 |
0.7818 |
0.7758 |
|
| R2 |
0.7802 |
0.7802 |
0.7754 |
|
| R1 |
0.7774 |
0.7774 |
0.7750 |
0.7766 |
| PP |
0.7758 |
0.7758 |
0.7758 |
0.7754 |
| S1 |
0.7730 |
0.7730 |
0.7742 |
0.7722 |
| S2 |
0.7714 |
0.7714 |
0.7738 |
|
| S3 |
0.7670 |
0.7686 |
0.7734 |
|
| S4 |
0.7626 |
0.7642 |
0.7722 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8170 |
0.8100 |
0.7856 |
|
| R3 |
0.8050 |
0.7980 |
0.7823 |
|
| R2 |
0.7931 |
0.7931 |
0.7812 |
|
| R1 |
0.7861 |
0.7861 |
0.7801 |
0.7836 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7799 |
| S1 |
0.7741 |
0.7741 |
0.7780 |
0.7716 |
| S2 |
0.7692 |
0.7692 |
0.7769 |
|
| S3 |
0.7572 |
0.7622 |
0.7758 |
|
| S4 |
0.7453 |
0.7502 |
0.7725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7881 |
0.7742 |
0.0140 |
1.8% |
0.0065 |
0.8% |
3% |
False |
True |
85,941 |
| 10 |
0.8024 |
0.7742 |
0.0283 |
3.6% |
0.0070 |
0.9% |
2% |
False |
True |
85,067 |
| 20 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0060 |
0.8% |
1% |
False |
True |
73,629 |
| 40 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0057 |
0.7% |
1% |
False |
True |
70,638 |
| 60 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0056 |
0.7% |
1% |
False |
True |
47,671 |
| 80 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0054 |
0.7% |
1% |
False |
True |
35,832 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0051 |
0.7% |
8% |
False |
False |
28,715 |
| 120 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0049 |
0.6% |
8% |
False |
False |
23,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7973 |
|
2.618 |
0.7901 |
|
1.618 |
0.7857 |
|
1.000 |
0.7830 |
|
0.618 |
0.7813 |
|
HIGH |
0.7786 |
|
0.618 |
0.7769 |
|
0.500 |
0.7764 |
|
0.382 |
0.7758 |
|
LOW |
0.7742 |
|
0.618 |
0.7714 |
|
1.000 |
0.7698 |
|
1.618 |
0.7670 |
|
2.618 |
0.7626 |
|
4.250 |
0.7555 |
|
|
| Fisher Pivots for day following 02-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7764 |
0.7801 |
| PP |
0.7758 |
0.7783 |
| S1 |
0.7752 |
0.7764 |
|