CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 17-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7739 |
0.7782 |
0.0043 |
0.6% |
0.7747 |
High |
0.7789 |
0.7808 |
0.0019 |
0.2% |
0.7749 |
Low |
0.7701 |
0.7776 |
0.0075 |
1.0% |
0.7646 |
Close |
0.7787 |
0.7794 |
0.0007 |
0.1% |
0.7732 |
Range |
0.0088 |
0.0032 |
-0.0056 |
-63.6% |
0.0104 |
ATR |
0.0068 |
0.0065 |
-0.0003 |
-3.8% |
0.0000 |
Volume |
71,098 |
65,756 |
-5,342 |
-7.5% |
457,554 |
|
Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7888 |
0.7873 |
0.7812 |
|
R3 |
0.7856 |
0.7841 |
0.7803 |
|
R2 |
0.7824 |
0.7824 |
0.7800 |
|
R1 |
0.7809 |
0.7809 |
0.7797 |
0.7817 |
PP |
0.7792 |
0.7792 |
0.7792 |
0.7796 |
S1 |
0.7777 |
0.7777 |
0.7791 |
0.7785 |
S2 |
0.7760 |
0.7760 |
0.7788 |
|
S3 |
0.7728 |
0.7745 |
0.7785 |
|
S4 |
0.7696 |
0.7713 |
0.7776 |
|
|
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 |
0.7808 |
0.7646 |
0.0162 |
2.1% |
0.0067 |
0.9% |
92% |
True |
False |
81,107 |
10 |
0.7865 |
0.7646 |
0.0219 |
2.8% |
0.0069 |
0.9% |
68% |
False |
False |
86,894 |
20 |
0.8024 |
0.7646 |
0.0379 |
4.9% |
0.0069 |
0.9% |
39% |
False |
False |
87,182 |
40 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0059 |
0.8% |
36% |
False |
False |
77,598 |
60 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0060 |
0.8% |
36% |
False |
False |
63,318 |
80 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
36% |
False |
False |
47,612 |
100 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0054 |
0.7% |
36% |
False |
False |
38,131 |
120 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0052 |
0.7% |
36% |
False |
False |
31,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7944 |
2.618 |
0.7891 |
1.618 |
0.7859 |
1.000 |
0.7840 |
0.618 |
0.7827 |
HIGH |
0.7808 |
0.618 |
0.7795 |
0.500 |
0.7792 |
0.382 |
0.7788 |
LOW |
0.7776 |
0.618 |
0.7756 |
1.000 |
0.7744 |
1.618 |
0.7724 |
2.618 |
0.7692 |
4.250 |
0.7640 |
|
|
Fisher Pivots for day following 17-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7793 |
0.7774 |
PP |
0.7792 |
0.7755 |
S1 |
0.7792 |
0.7735 |
|