CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 31-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2022 |
31-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7828 |
0.7858 |
0.0030 |
0.4% |
0.7790 |
High |
0.7862 |
0.7917 |
0.0055 |
0.7% |
0.7862 |
Low |
0.7821 |
0.7855 |
0.0034 |
0.4% |
0.7760 |
Close |
0.7858 |
0.7908 |
0.0050 |
0.6% |
0.7858 |
Range |
0.0041 |
0.0062 |
0.0021 |
51.2% |
0.0102 |
ATR |
0.0060 |
0.0060 |
0.0000 |
0.3% |
0.0000 |
Volume |
68,447 |
114,063 |
45,616 |
66.6% |
339,730 |
|
Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8079 |
0.8055 |
0.7942 |
|
R3 |
0.8017 |
0.7993 |
0.7925 |
|
R2 |
0.7955 |
0.7955 |
0.7919 |
|
R1 |
0.7931 |
0.7931 |
0.7913 |
0.7943 |
PP |
0.7893 |
0.7893 |
0.7893 |
0.7899 |
S1 |
0.7869 |
0.7869 |
0.7902 |
0.7881 |
S2 |
0.7831 |
0.7831 |
0.7896 |
|
S3 |
0.7769 |
0.7807 |
0.7890 |
|
S4 |
0.7707 |
0.7745 |
0.7873 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8132 |
0.8097 |
0.7914 |
|
R3 |
0.8030 |
0.7995 |
0.7886 |
|
R2 |
0.7928 |
0.7928 |
0.7876 |
|
R1 |
0.7893 |
0.7893 |
0.7867 |
0.7911 |
PP |
0.7826 |
0.7826 |
0.7826 |
0.7835 |
S1 |
0.7791 |
0.7791 |
0.7848 |
0.7809 |
S2 |
0.7724 |
0.7724 |
0.7839 |
|
S3 |
0.7622 |
0.7689 |
0.7829 |
|
S4 |
0.7520 |
0.7587 |
0.7801 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7917 |
0.7760 |
0.0157 |
2.0% |
0.0053 |
0.7% |
94% |
True |
False |
79,083 |
10 |
0.7917 |
0.7753 |
0.0164 |
2.1% |
0.0052 |
0.7% |
94% |
True |
False |
74,712 |
20 |
0.7917 |
0.7646 |
0.0271 |
3.4% |
0.0061 |
0.8% |
97% |
True |
False |
81,357 |
40 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0061 |
0.8% |
63% |
False |
False |
77,493 |
60 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0058 |
0.7% |
63% |
False |
False |
74,211 |
80 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0057 |
0.7% |
63% |
False |
False |
56,092 |
100 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0056 |
0.7% |
63% |
False |
False |
44,937 |
120 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0053 |
0.7% |
63% |
False |
False |
37,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8180 |
2.618 |
0.8079 |
1.618 |
0.8017 |
1.000 |
0.7979 |
0.618 |
0.7955 |
HIGH |
0.7917 |
0.618 |
0.7893 |
0.500 |
0.7886 |
0.382 |
0.7878 |
LOW |
0.7855 |
0.618 |
0.7816 |
1.000 |
0.7793 |
1.618 |
0.7754 |
2.618 |
0.7692 |
4.250 |
0.7591 |
|
|
Fisher Pivots for day following 31-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7900 |
0.7888 |
PP |
0.7893 |
0.7869 |
S1 |
0.7886 |
0.7849 |
|