CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 12-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2022 |
12-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7696 |
0.0021 |
0.3% |
0.7778 |
| High |
0.7739 |
0.7704 |
-0.0035 |
-0.4% |
0.7865 |
| Low |
0.7668 |
0.7646 |
-0.0022 |
-0.3% |
0.7742 |
| Close |
0.7702 |
0.7647 |
-0.0055 |
-0.7% |
0.7747 |
| Range |
0.0071 |
0.0059 |
-0.0013 |
-17.6% |
0.0123 |
| ATR |
0.0064 |
0.0063 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
98,081 |
91,126 |
-6,955 |
-7.1% |
426,014 |
|
| Daily Pivots for day following 12-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7841 |
0.7802 |
0.7679 |
|
| R3 |
0.7782 |
0.7744 |
0.7663 |
|
| R2 |
0.7724 |
0.7724 |
0.7657 |
|
| R1 |
0.7685 |
0.7685 |
0.7652 |
0.7675 |
| PP |
0.7665 |
0.7665 |
0.7665 |
0.7660 |
| S1 |
0.7627 |
0.7627 |
0.7641 |
0.7617 |
| S2 |
0.7607 |
0.7607 |
0.7636 |
|
| S3 |
0.7548 |
0.7568 |
0.7630 |
|
| S4 |
0.7490 |
0.7510 |
0.7614 |
|
|
| 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 |
0.7803 |
0.7646 |
0.0158 |
2.1% |
0.0062 |
0.8% |
1% |
False |
True |
92,702 |
| 10 |
0.7865 |
0.7646 |
0.0219 |
2.9% |
0.0066 |
0.9% |
0% |
False |
True |
90,199 |
| 20 |
0.8024 |
0.7646 |
0.0379 |
4.9% |
0.0066 |
0.9% |
0% |
False |
True |
84,578 |
| 40 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0057 |
0.7% |
0% |
False |
True |
77,386 |
| 60 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0059 |
0.8% |
0% |
False |
True |
59,746 |
| 80 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0056 |
0.7% |
0% |
False |
True |
44,919 |
| 100 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0053 |
0.7% |
0% |
False |
True |
35,970 |
| 120 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0052 |
0.7% |
0% |
False |
True |
30,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7953 |
|
2.618 |
0.7857 |
|
1.618 |
0.7799 |
|
1.000 |
0.7763 |
|
0.618 |
0.7740 |
|
HIGH |
0.7704 |
|
0.618 |
0.7682 |
|
0.500 |
0.7675 |
|
0.382 |
0.7668 |
|
LOW |
0.7646 |
|
0.618 |
0.7609 |
|
1.000 |
0.7587 |
|
1.618 |
0.7551 |
|
2.618 |
0.7492 |
|
4.250 |
0.7397 |
|
|
| Fisher Pivots for day following 12-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7675 |
0.7692 |
| PP |
0.7665 |
0.7677 |
| S1 |
0.7656 |
0.7662 |
|