CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 24-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7790 |
0.7830 |
0.0041 |
0.5% |
0.7739 |
High |
0.7831 |
0.7830 |
-0.0001 |
0.0% |
0.7826 |
Low |
0.7789 |
0.7767 |
-0.0022 |
-0.3% |
0.7701 |
Close |
0.7823 |
0.7790 |
-0.0033 |
-0.4% |
0.7781 |
Range |
0.0042 |
0.0063 |
0.0021 |
50.0% |
0.0125 |
ATR |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0000 |
Volume |
58,376 |
81,325 |
22,949 |
39.3% |
364,431 |
|
Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7985 |
0.7950 |
0.7824 |
|
R3 |
0.7922 |
0.7887 |
0.7807 |
|
R2 |
0.7859 |
0.7859 |
0.7801 |
|
R1 |
0.7824 |
0.7824 |
0.7795 |
0.7810 |
PP |
0.7796 |
0.7796 |
0.7796 |
0.7788 |
S1 |
0.7761 |
0.7761 |
0.7784 |
0.7747 |
S2 |
0.7733 |
0.7733 |
0.7778 |
|
S3 |
0.7670 |
0.7698 |
0.7772 |
|
S4 |
0.7607 |
0.7635 |
0.7755 |
|
|
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% |
0.0058 |
0.7% |
47% |
False |
False |
73,455 |
10 |
0.7831 |
0.7646 |
0.0186 |
2.4% |
0.0062 |
0.8% |
78% |
False |
False |
77,281 |
20 |
0.7865 |
0.7646 |
0.0219 |
2.8% |
0.0063 |
0.8% |
66% |
False |
False |
83,125 |
40 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0060 |
0.8% |
35% |
False |
False |
77,669 |
60 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0059 |
0.8% |
35% |
False |
False |
69,254 |
80 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
35% |
False |
False |
52,175 |
100 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0056 |
0.7% |
35% |
False |
False |
41,800 |
120 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0053 |
0.7% |
35% |
False |
False |
34,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8098 |
2.618 |
0.7995 |
1.618 |
0.7932 |
1.000 |
0.7893 |
0.618 |
0.7869 |
HIGH |
0.7830 |
0.618 |
0.7806 |
0.500 |
0.7799 |
0.382 |
0.7791 |
LOW |
0.7767 |
0.618 |
0.7728 |
1.000 |
0.7704 |
1.618 |
0.7665 |
2.618 |
0.7602 |
4.250 |
0.7499 |
|
|
Fisher Pivots for day following 24-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7799 |
0.7799 |
PP |
0.7796 |
0.7796 |
S1 |
0.7793 |
0.7793 |
|