CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 11-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7683 |
0.7675 |
-0.0008 |
-0.1% |
0.7778 |
High |
0.7714 |
0.7739 |
0.0025 |
0.3% |
0.7865 |
Low |
0.7660 |
0.7668 |
0.0008 |
0.1% |
0.7742 |
Close |
0.7676 |
0.7702 |
0.0026 |
0.3% |
0.7747 |
Range |
0.0055 |
0.0071 |
0.0017 |
30.3% |
0.0123 |
ATR |
0.0063 |
0.0064 |
0.0001 |
0.9% |
0.0000 |
Volume |
91,768 |
98,081 |
6,313 |
6.9% |
426,014 |
|
Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7916 |
0.7880 |
0.7741 |
|
R3 |
0.7845 |
0.7809 |
0.7721 |
|
R2 |
0.7774 |
0.7774 |
0.7715 |
|
R1 |
0.7738 |
0.7738 |
0.7708 |
0.7756 |
PP |
0.7703 |
0.7703 |
0.7703 |
0.7712 |
S1 |
0.7667 |
0.7667 |
0.7695 |
0.7685 |
S2 |
0.7632 |
0.7632 |
0.7688 |
|
S3 |
0.7561 |
0.7596 |
0.7682 |
|
S4 |
0.7490 |
0.7525 |
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 |
0.7660 |
0.0205 |
2.7% |
0.0069 |
0.9% |
20% |
False |
False |
92,427 |
10 |
0.7865 |
0.7660 |
0.0205 |
2.7% |
0.0065 |
0.8% |
20% |
False |
False |
89,701 |
20 |
0.8024 |
0.7660 |
0.0365 |
4.7% |
0.0067 |
0.9% |
12% |
False |
False |
84,108 |
40 |
0.8061 |
0.7660 |
0.0401 |
5.2% |
0.0057 |
0.7% |
10% |
False |
False |
77,018 |
60 |
0.8061 |
0.7660 |
0.0401 |
5.2% |
0.0058 |
0.8% |
10% |
False |
False |
58,256 |
80 |
0.8061 |
0.7660 |
0.0401 |
5.2% |
0.0056 |
0.7% |
10% |
False |
False |
43,789 |
100 |
0.8061 |
0.7660 |
0.0401 |
5.2% |
0.0053 |
0.7% |
10% |
False |
False |
35,060 |
120 |
0.8061 |
0.7660 |
0.0401 |
5.2% |
0.0051 |
0.7% |
10% |
False |
False |
29,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8040 |
2.618 |
0.7924 |
1.618 |
0.7853 |
1.000 |
0.7810 |
0.618 |
0.7782 |
HIGH |
0.7739 |
0.618 |
0.7711 |
0.500 |
0.7703 |
0.382 |
0.7695 |
LOW |
0.7668 |
0.618 |
0.7624 |
1.000 |
0.7597 |
1.618 |
0.7553 |
2.618 |
0.7482 |
4.250 |
0.7366 |
|
|
Fisher Pivots for day following 11-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7703 |
0.7703 |
PP |
0.7703 |
0.7703 |
S1 |
0.7702 |
0.7702 |
|