CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 19-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7807 |
0.7757 |
-0.0050 |
-0.6% |
0.7747 |
High |
0.7815 |
0.7822 |
0.0008 |
0.1% |
0.7749 |
Low |
0.7753 |
0.7757 |
0.0004 |
0.1% |
0.7646 |
Close |
0.7764 |
0.7813 |
0.0049 |
0.6% |
0.7732 |
Range |
0.0062 |
0.0065 |
0.0004 |
5.7% |
0.0104 |
ATR |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0000 |
Volume |
75,324 |
89,230 |
13,906 |
18.5% |
457,554 |
|
Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7992 |
0.7968 |
0.7849 |
|
R3 |
0.7927 |
0.7903 |
0.7831 |
|
R2 |
0.7862 |
0.7862 |
0.7825 |
|
R1 |
0.7838 |
0.7838 |
0.7819 |
0.7850 |
PP |
0.7797 |
0.7797 |
0.7797 |
0.7804 |
S1 |
0.7773 |
0.7773 |
0.7807 |
0.7785 |
S2 |
0.7732 |
0.7732 |
0.7801 |
|
S3 |
0.7667 |
0.7708 |
0.7795 |
|
S4 |
0.7602 |
0.7643 |
0.7777 |
|
|
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 |
0.7822 |
0.7662 |
0.0160 |
2.0% |
0.0067 |
0.9% |
94% |
True |
False |
76,177 |
10 |
0.7822 |
0.7646 |
0.0177 |
2.3% |
0.0064 |
0.8% |
95% |
True |
False |
84,439 |
20 |
0.7954 |
0.7646 |
0.0309 |
3.9% |
0.0066 |
0.8% |
54% |
False |
False |
87,243 |
40 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0060 |
0.8% |
40% |
False |
False |
78,640 |
60 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0061 |
0.8% |
40% |
False |
False |
66,004 |
80 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
40% |
False |
False |
49,662 |
100 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0055 |
0.7% |
40% |
False |
False |
39,774 |
120 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0052 |
0.7% |
40% |
False |
False |
33,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8098 |
2.618 |
0.7992 |
1.618 |
0.7927 |
1.000 |
0.7887 |
0.618 |
0.7862 |
HIGH |
0.7822 |
0.618 |
0.7797 |
0.500 |
0.7790 |
0.382 |
0.7782 |
LOW |
0.7757 |
0.618 |
0.7717 |
1.000 |
0.7692 |
1.618 |
0.7652 |
2.618 |
0.7587 |
4.250 |
0.7481 |
|
|
Fisher Pivots for day following 19-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7805 |
0.7805 |
PP |
0.7797 |
0.7796 |
S1 |
0.7790 |
0.7788 |
|