CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 13-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7696 |
0.7664 |
-0.0032 |
-0.4% |
0.7747 |
High |
0.7704 |
0.7749 |
0.0045 |
0.6% |
0.7749 |
Low |
0.7646 |
0.7662 |
0.0017 |
0.2% |
0.7646 |
Close |
0.7647 |
0.7732 |
0.0086 |
1.1% |
0.7732 |
Range |
0.0059 |
0.0087 |
0.0029 |
48.7% |
0.0104 |
ATR |
0.0063 |
0.0066 |
0.0003 |
4.4% |
0.0000 |
Volume |
91,126 |
79,477 |
-11,649 |
-12.8% |
457,554 |
|
Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7975 |
0.7941 |
0.7780 |
|
R3 |
0.7888 |
0.7854 |
0.7756 |
|
R2 |
0.7801 |
0.7801 |
0.7748 |
|
R1 |
0.7767 |
0.7767 |
0.7740 |
0.7784 |
PP |
0.7714 |
0.7714 |
0.7714 |
0.7723 |
S1 |
0.7680 |
0.7680 |
0.7724 |
0.7697 |
S2 |
0.7627 |
0.7627 |
0.7716 |
|
S3 |
0.7540 |
0.7593 |
0.7708 |
|
S4 |
0.7453 |
0.7506 |
0.7684 |
|
|
Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8019 |
0.7979 |
0.7789 |
|
R3 |
0.7916 |
0.7876 |
0.7760 |
|
R2 |
0.7812 |
0.7812 |
0.7751 |
|
R1 |
0.7772 |
0.7772 |
0.7741 |
0.7741 |
PP |
0.7709 |
0.7709 |
0.7709 |
0.7693 |
S1 |
0.7669 |
0.7669 |
0.7723 |
0.7637 |
S2 |
0.7605 |
0.7605 |
0.7713 |
|
S3 |
0.7502 |
0.7565 |
0.7704 |
|
S4 |
0.7398 |
0.7462 |
0.7675 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7749 |
0.7646 |
0.0104 |
1.3% |
0.0067 |
0.9% |
84% |
True |
False |
91,510 |
10 |
0.7865 |
0.7646 |
0.0219 |
2.8% |
0.0065 |
0.8% |
39% |
False |
False |
88,356 |
20 |
0.8024 |
0.7646 |
0.0379 |
4.9% |
0.0067 |
0.9% |
23% |
False |
False |
84,698 |
40 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0058 |
0.7% |
21% |
False |
False |
77,361 |
60 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0060 |
0.8% |
21% |
False |
False |
61,058 |
80 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0057 |
0.7% |
21% |
False |
False |
45,907 |
100 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0054 |
0.7% |
21% |
False |
False |
36,764 |
120 |
0.8061 |
0.7646 |
0.0415 |
5.4% |
0.0052 |
0.7% |
21% |
False |
False |
30,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8119 |
2.618 |
0.7977 |
1.618 |
0.7890 |
1.000 |
0.7836 |
0.618 |
0.7803 |
HIGH |
0.7749 |
0.618 |
0.7716 |
0.500 |
0.7706 |
0.382 |
0.7695 |
LOW |
0.7662 |
0.618 |
0.7608 |
1.000 |
0.7575 |
1.618 |
0.7521 |
2.618 |
0.7434 |
4.250 |
0.7292 |
|
|
Fisher Pivots for day following 13-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7723 |
0.7720 |
PP |
0.7714 |
0.7709 |
S1 |
0.7706 |
0.7697 |
|