CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 09-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2022 |
09-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7790 |
0.7747 |
-0.0043 |
-0.6% |
0.7778 |
High |
0.7803 |
0.7747 |
-0.0056 |
-0.7% |
0.7865 |
Low |
0.7743 |
0.7682 |
-0.0061 |
-0.8% |
0.7742 |
Close |
0.7747 |
0.7698 |
-0.0049 |
-0.6% |
0.7747 |
Range |
0.0061 |
0.0066 |
0.0005 |
8.3% |
0.0123 |
ATR |
0.0064 |
0.0064 |
0.0000 |
0.2% |
0.0000 |
Volume |
85,433 |
97,102 |
11,669 |
13.7% |
426,014 |
|
Daily Pivots for day following 09-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7905 |
0.7867 |
0.7734 |
|
R3 |
0.7840 |
0.7802 |
0.7716 |
|
R2 |
0.7774 |
0.7774 |
0.7710 |
|
R1 |
0.7736 |
0.7736 |
0.7704 |
0.7723 |
PP |
0.7709 |
0.7709 |
0.7709 |
0.7702 |
S1 |
0.7671 |
0.7671 |
0.7692 |
0.7657 |
S2 |
0.7643 |
0.7643 |
0.7686 |
|
S3 |
0.7578 |
0.7605 |
0.7680 |
|
S4 |
0.7512 |
0.7540 |
0.7662 |
|
|
Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8153 |
0.8073 |
0.7815 |
|
R3 |
0.8030 |
0.7950 |
0.7781 |
|
R2 |
0.7907 |
0.7907 |
0.7770 |
|
R1 |
0.7827 |
0.7827 |
0.7758 |
0.7806 |
PP |
0.7784 |
0.7784 |
0.7784 |
0.7774 |
S1 |
0.7704 |
0.7704 |
0.7736 |
0.7683 |
S2 |
0.7661 |
0.7661 |
0.7724 |
|
S3 |
0.7538 |
0.7581 |
0.7713 |
|
S4 |
0.7415 |
0.7458 |
0.7679 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7865 |
0.7682 |
0.0183 |
2.4% |
0.0068 |
0.9% |
9% |
False |
True |
89,693 |
10 |
0.7881 |
0.7682 |
0.0200 |
2.6% |
0.0066 |
0.9% |
8% |
False |
True |
87,817 |
20 |
0.8024 |
0.7682 |
0.0343 |
4.4% |
0.0066 |
0.9% |
5% |
False |
True |
80,187 |
40 |
0.8061 |
0.7682 |
0.0379 |
4.9% |
0.0057 |
0.7% |
4% |
False |
True |
75,302 |
60 |
0.8061 |
0.7682 |
0.0379 |
4.9% |
0.0058 |
0.8% |
4% |
False |
True |
55,100 |
80 |
0.8061 |
0.7682 |
0.0379 |
4.9% |
0.0055 |
0.7% |
4% |
False |
True |
41,420 |
100 |
0.8061 |
0.7682 |
0.0379 |
4.9% |
0.0053 |
0.7% |
4% |
False |
True |
33,166 |
120 |
0.8061 |
0.7682 |
0.0379 |
4.9% |
0.0051 |
0.7% |
4% |
False |
True |
27,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8025 |
2.618 |
0.7918 |
1.618 |
0.7853 |
1.000 |
0.7813 |
0.618 |
0.7787 |
HIGH |
0.7747 |
0.618 |
0.7722 |
0.500 |
0.7714 |
0.382 |
0.7707 |
LOW |
0.7682 |
0.618 |
0.7641 |
1.000 |
0.7616 |
1.618 |
0.7576 |
2.618 |
0.7510 |
4.250 |
0.7403 |
|
|
Fisher Pivots for day following 09-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7714 |
0.7773 |
PP |
0.7709 |
0.7748 |
S1 |
0.7703 |
0.7723 |
|