CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 20-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7757 |
0.7798 |
0.0041 |
0.5% |
0.7739 |
| High |
0.7822 |
0.7826 |
0.0004 |
0.0% |
0.7826 |
| Low |
0.7757 |
0.7770 |
0.0013 |
0.2% |
0.7701 |
| Close |
0.7813 |
0.7781 |
-0.0032 |
-0.4% |
0.7781 |
| Range |
0.0065 |
0.0056 |
-0.0009 |
-13.8% |
0.0125 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
89,230 |
63,023 |
-26,207 |
-29.4% |
364,431 |
|
| Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7960 |
0.7927 |
0.7812 |
|
| R3 |
0.7904 |
0.7871 |
0.7796 |
|
| R2 |
0.7848 |
0.7848 |
0.7791 |
|
| R1 |
0.7815 |
0.7815 |
0.7786 |
0.7803 |
| PP |
0.7792 |
0.7792 |
0.7792 |
0.7786 |
| S1 |
0.7759 |
0.7759 |
0.7776 |
0.7747 |
| S2 |
0.7736 |
0.7736 |
0.7771 |
|
| S3 |
0.7680 |
0.7703 |
0.7766 |
|
| S4 |
0.7624 |
0.7647 |
0.7750 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8143 |
0.8086 |
0.7849 |
|
| R3 |
0.8018 |
0.7962 |
0.7815 |
|
| R2 |
0.7894 |
0.7894 |
0.7804 |
|
| R1 |
0.7837 |
0.7837 |
0.7792 |
0.7866 |
| PP |
0.7769 |
0.7769 |
0.7769 |
0.7783 |
| S1 |
0.7713 |
0.7713 |
0.7770 |
0.7741 |
| S2 |
0.7645 |
0.7645 |
0.7758 |
|
| S3 |
0.7520 |
0.7588 |
0.7747 |
|
| S4 |
0.7396 |
0.7464 |
0.7713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7826 |
0.7701 |
0.0125 |
1.6% |
0.0061 |
0.8% |
64% |
True |
False |
72,886 |
| 10 |
0.7826 |
0.7646 |
0.0180 |
2.3% |
0.0064 |
0.8% |
75% |
True |
False |
82,198 |
| 20 |
0.7881 |
0.7646 |
0.0236 |
3.0% |
0.0064 |
0.8% |
58% |
False |
False |
85,337 |
| 40 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0061 |
0.8% |
33% |
False |
False |
78,421 |
| 60 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0060 |
0.8% |
33% |
False |
False |
67,018 |
| 80 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
33% |
False |
False |
50,439 |
| 100 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0055 |
0.7% |
33% |
False |
False |
40,404 |
| 120 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0053 |
0.7% |
33% |
False |
False |
33,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8064 |
|
2.618 |
0.7972 |
|
1.618 |
0.7916 |
|
1.000 |
0.7882 |
|
0.618 |
0.7860 |
|
HIGH |
0.7826 |
|
0.618 |
0.7804 |
|
0.500 |
0.7798 |
|
0.382 |
0.7791 |
|
LOW |
0.7770 |
|
0.618 |
0.7735 |
|
1.000 |
0.7714 |
|
1.618 |
0.7679 |
|
2.618 |
0.7623 |
|
4.250 |
0.7532 |
|
|
| Fisher Pivots for day following 20-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7798 |
0.7789 |
| PP |
0.7792 |
0.7787 |
| S1 |
0.7787 |
0.7784 |
|