CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 25-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7830 |
0.7799 |
-0.0031 |
-0.4% |
0.7739 |
High |
0.7830 |
0.7810 |
-0.0020 |
-0.3% |
0.7826 |
Low |
0.7767 |
0.7760 |
-0.0008 |
-0.1% |
0.7701 |
Close |
0.7790 |
0.7805 |
0.0016 |
0.2% |
0.7781 |
Range |
0.0063 |
0.0051 |
-0.0013 |
-19.8% |
0.0125 |
ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
81,325 |
68,151 |
-13,174 |
-16.2% |
364,431 |
|
Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7943 |
0.7925 |
0.7833 |
|
R3 |
0.7893 |
0.7874 |
0.7819 |
|
R2 |
0.7842 |
0.7842 |
0.7814 |
|
R1 |
0.7824 |
0.7824 |
0.7810 |
0.7833 |
PP |
0.7792 |
0.7792 |
0.7792 |
0.7796 |
S1 |
0.7773 |
0.7773 |
0.7800 |
0.7782 |
S2 |
0.7741 |
0.7741 |
0.7796 |
|
S3 |
0.7691 |
0.7723 |
0.7791 |
|
S4 |
0.7640 |
0.7672 |
0.7777 |
|
|
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 |
0.7757 |
0.0074 |
0.9% |
0.0055 |
0.7% |
65% |
False |
False |
72,021 |
10 |
0.7831 |
0.7646 |
0.0186 |
2.4% |
0.0060 |
0.8% |
86% |
False |
False |
74,288 |
20 |
0.7865 |
0.7646 |
0.0219 |
2.8% |
0.0063 |
0.8% |
73% |
False |
False |
81,995 |
40 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0060 |
0.8% |
38% |
False |
False |
77,159 |
60 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0059 |
0.8% |
38% |
False |
False |
70,347 |
80 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
38% |
False |
False |
53,025 |
100 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0056 |
0.7% |
38% |
False |
False |
42,480 |
120 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0053 |
0.7% |
38% |
False |
False |
35,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8025 |
2.618 |
0.7942 |
1.618 |
0.7892 |
1.000 |
0.7861 |
0.618 |
0.7841 |
HIGH |
0.7810 |
0.618 |
0.7791 |
0.500 |
0.7785 |
0.382 |
0.7779 |
LOW |
0.7760 |
0.618 |
0.7728 |
1.000 |
0.7709 |
1.618 |
0.7678 |
2.618 |
0.7627 |
4.250 |
0.7545 |
|
|
Fisher Pivots for day following 25-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7798 |
0.7802 |
PP |
0.7792 |
0.7799 |
S1 |
0.7785 |
0.7795 |
|