CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 16-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7664 |
0.7739 |
0.0076 |
1.0% |
0.7747 |
High |
0.7749 |
0.7789 |
0.0040 |
0.5% |
0.7749 |
Low |
0.7662 |
0.7701 |
0.0039 |
0.5% |
0.7646 |
Close |
0.7732 |
0.7787 |
0.0055 |
0.7% |
0.7732 |
Range |
0.0087 |
0.0088 |
0.0001 |
1.1% |
0.0104 |
ATR |
0.0066 |
0.0068 |
0.0002 |
2.4% |
0.0000 |
Volume |
79,477 |
71,098 |
-8,379 |
-10.5% |
457,554 |
|
Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8023 |
0.7993 |
0.7835 |
|
R3 |
0.7935 |
0.7905 |
0.7811 |
|
R2 |
0.7847 |
0.7847 |
0.7803 |
|
R1 |
0.7817 |
0.7817 |
0.7795 |
0.7832 |
PP |
0.7759 |
0.7759 |
0.7759 |
0.7767 |
S1 |
0.7729 |
0.7729 |
0.7779 |
0.7744 |
S2 |
0.7671 |
0.7671 |
0.7771 |
|
S3 |
0.7583 |
0.7641 |
0.7763 |
|
S4 |
0.7495 |
0.7553 |
0.7739 |
|
|
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 |
0.7789 |
0.7646 |
0.0144 |
1.8% |
0.0072 |
0.9% |
99% |
True |
False |
86,310 |
10 |
0.7865 |
0.7646 |
0.0219 |
2.8% |
0.0070 |
0.9% |
65% |
False |
False |
88,001 |
20 |
0.8024 |
0.7646 |
0.0379 |
4.9% |
0.0070 |
0.9% |
37% |
False |
False |
86,534 |
40 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0059 |
0.8% |
34% |
False |
False |
77,517 |
60 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0061 |
0.8% |
34% |
False |
False |
62,237 |
80 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
34% |
False |
False |
46,793 |
100 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0054 |
0.7% |
34% |
False |
False |
37,474 |
120 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0052 |
0.7% |
34% |
False |
False |
31,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8163 |
2.618 |
0.8019 |
1.618 |
0.7931 |
1.000 |
0.7877 |
0.618 |
0.7843 |
HIGH |
0.7789 |
0.618 |
0.7755 |
0.500 |
0.7745 |
0.382 |
0.7735 |
LOW |
0.7701 |
0.618 |
0.7647 |
1.000 |
0.7613 |
1.618 |
0.7559 |
2.618 |
0.7471 |
4.250 |
0.7327 |
|
|
Fisher Pivots for day following 16-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7773 |
0.7764 |
PP |
0.7759 |
0.7741 |
S1 |
0.7745 |
0.7717 |
|