CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 05-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7787 |
0.7849 |
0.0062 |
0.8% |
0.7864 |
| High |
0.7855 |
0.7865 |
0.0010 |
0.1% |
0.7881 |
| Low |
0.7779 |
0.7770 |
-0.0009 |
-0.1% |
0.7762 |
| Close |
0.7842 |
0.7777 |
-0.0066 |
-0.8% |
0.7791 |
| Range |
0.0076 |
0.0095 |
0.0019 |
24.3% |
0.0120 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.8% |
0.0000 |
| Volume |
99,355 |
89,751 |
-9,604 |
-9.7% |
458,758 |
|
| Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8087 |
0.8026 |
0.7828 |
|
| R3 |
0.7993 |
0.7932 |
0.7802 |
|
| R2 |
0.7898 |
0.7898 |
0.7794 |
|
| R1 |
0.7837 |
0.7837 |
0.7785 |
0.7821 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7795 |
| S1 |
0.7743 |
0.7743 |
0.7768 |
0.7726 |
| S2 |
0.7709 |
0.7709 |
0.7759 |
|
| S3 |
0.7615 |
0.7648 |
0.7751 |
|
| S4 |
0.7520 |
0.7554 |
0.7725 |
|
|
| 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 |
0.7865 |
0.7742 |
0.0123 |
1.6% |
0.0069 |
0.9% |
28% |
True |
False |
87,696 |
| 10 |
0.7954 |
0.7742 |
0.0213 |
2.7% |
0.0068 |
0.9% |
16% |
False |
False |
90,047 |
| 20 |
0.8024 |
0.7742 |
0.0283 |
3.6% |
0.0063 |
0.8% |
12% |
False |
False |
77,013 |
| 40 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0057 |
0.7% |
11% |
False |
False |
75,023 |
| 60 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0057 |
0.7% |
11% |
False |
False |
52,083 |
| 80 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0055 |
0.7% |
11% |
False |
False |
39,140 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0052 |
0.7% |
17% |
False |
False |
31,345 |
| 120 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0050 |
0.6% |
17% |
False |
False |
26,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8266 |
|
2.618 |
0.8112 |
|
1.618 |
0.8017 |
|
1.000 |
0.7959 |
|
0.618 |
0.7923 |
|
HIGH |
0.7865 |
|
0.618 |
0.7828 |
|
0.500 |
0.7817 |
|
0.382 |
0.7806 |
|
LOW |
0.7770 |
|
0.618 |
0.7712 |
|
1.000 |
0.7676 |
|
1.618 |
0.7617 |
|
2.618 |
0.7523 |
|
4.250 |
0.7368 |
|
|
| Fisher Pivots for day following 05-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7817 |
0.7809 |
| PP |
0.7804 |
0.7798 |
| S1 |
0.7790 |
0.7787 |
|