CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 26-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7799 |
0.7801 |
0.0002 |
0.0% |
0.7739 |
High |
0.7810 |
0.7830 |
0.0020 |
0.3% |
0.7826 |
Low |
0.7760 |
0.7782 |
0.0022 |
0.3% |
0.7701 |
Close |
0.7805 |
0.7829 |
0.0024 |
0.3% |
0.7781 |
Range |
0.0051 |
0.0049 |
-0.0002 |
-4.0% |
0.0125 |
ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
68,151 |
63,431 |
-4,720 |
-6.9% |
364,431 |
|
Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7959 |
0.7942 |
0.7855 |
|
R3 |
0.7910 |
0.7894 |
0.7842 |
|
R2 |
0.7862 |
0.7862 |
0.7837 |
|
R1 |
0.7845 |
0.7845 |
0.7833 |
0.7854 |
PP |
0.7813 |
0.7813 |
0.7813 |
0.7818 |
S1 |
0.7797 |
0.7797 |
0.7824 |
0.7805 |
S2 |
0.7765 |
0.7765 |
0.7820 |
|
S3 |
0.7716 |
0.7748 |
0.7815 |
|
S4 |
0.7668 |
0.7700 |
0.7802 |
|
|
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 |
0.7760 |
0.0072 |
0.9% |
0.0052 |
0.7% |
97% |
False |
False |
66,861 |
10 |
0.7831 |
0.7662 |
0.0169 |
2.2% |
0.0059 |
0.8% |
99% |
False |
False |
71,519 |
20 |
0.7865 |
0.7646 |
0.0219 |
2.8% |
0.0062 |
0.8% |
84% |
False |
False |
80,859 |
40 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0060 |
0.8% |
44% |
False |
False |
76,578 |
60 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0059 |
0.8% |
44% |
False |
False |
71,340 |
80 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0057 |
0.7% |
44% |
False |
False |
53,816 |
100 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0055 |
0.7% |
44% |
False |
False |
43,113 |
120 |
0.8061 |
0.7646 |
0.0415 |
5.3% |
0.0053 |
0.7% |
44% |
False |
False |
35,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8036 |
2.618 |
0.7957 |
1.618 |
0.7908 |
1.000 |
0.7879 |
0.618 |
0.7860 |
HIGH |
0.7830 |
0.618 |
0.7811 |
0.500 |
0.7806 |
0.382 |
0.7800 |
LOW |
0.7782 |
0.618 |
0.7752 |
1.000 |
0.7733 |
1.618 |
0.7703 |
2.618 |
0.7655 |
4.250 |
0.7575 |
|
|
Fisher Pivots for day following 26-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7821 |
0.7817 |
PP |
0.7813 |
0.7806 |
S1 |
0.7806 |
0.7795 |
|