CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7798 |
0.7790 |
-0.0009 |
-0.1% |
0.7739 |
| High |
0.7826 |
0.7831 |
0.0006 |
0.1% |
0.7826 |
| Low |
0.7770 |
0.7789 |
0.0020 |
0.3% |
0.7701 |
| Close |
0.7781 |
0.7823 |
0.0042 |
0.5% |
0.7781 |
| Range |
0.0056 |
0.0042 |
-0.0014 |
-25.0% |
0.0125 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
63,023 |
58,376 |
-4,647 |
-7.4% |
364,431 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7940 |
0.7923 |
0.7846 |
|
| R3 |
0.7898 |
0.7881 |
0.7834 |
|
| R2 |
0.7856 |
0.7856 |
0.7830 |
|
| R1 |
0.7839 |
0.7839 |
0.7826 |
0.7848 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7818 |
| S1 |
0.7797 |
0.7797 |
0.7819 |
0.7806 |
| S2 |
0.7772 |
0.7772 |
0.7815 |
|
| S3 |
0.7730 |
0.7755 |
0.7811 |
|
| S4 |
0.7688 |
0.7713 |
0.7799 |
|
|
| 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 |
0.7831 |
0.7753 |
0.0078 |
1.0% |
0.0051 |
0.7% |
89% |
True |
False |
70,341 |
| 10 |
0.7831 |
0.7646 |
0.0186 |
2.4% |
0.0062 |
0.8% |
95% |
True |
False |
78,325 |
| 20 |
0.7881 |
0.7646 |
0.0236 |
3.0% |
0.0064 |
0.8% |
75% |
False |
False |
83,071 |
| 40 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0060 |
0.8% |
43% |
False |
False |
77,808 |
| 60 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0060 |
0.8% |
43% |
False |
False |
67,941 |
| 80 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
43% |
False |
False |
51,165 |
| 100 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0055 |
0.7% |
43% |
False |
False |
40,988 |
| 120 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0053 |
0.7% |
43% |
False |
False |
34,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8010 |
|
2.618 |
0.7941 |
|
1.618 |
0.7899 |
|
1.000 |
0.7873 |
|
0.618 |
0.7857 |
|
HIGH |
0.7831 |
|
0.618 |
0.7815 |
|
0.500 |
0.7810 |
|
0.382 |
0.7805 |
|
LOW |
0.7789 |
|
0.618 |
0.7763 |
|
1.000 |
0.7747 |
|
1.618 |
0.7721 |
|
2.618 |
0.7679 |
|
4.250 |
0.7611 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7818 |
0.7813 |
| PP |
0.7814 |
0.7804 |
| S1 |
0.7810 |
0.7794 |
|