CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 01-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2022 |
01-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7858 |
0.7904 |
0.0046 |
0.6% |
0.7790 |
| High |
0.7917 |
0.7933 |
0.0016 |
0.2% |
0.7862 |
| Low |
0.7855 |
0.7887 |
0.0033 |
0.4% |
0.7760 |
| Close |
0.7908 |
0.7916 |
0.0009 |
0.1% |
0.7858 |
| Range |
0.0062 |
0.0046 |
-0.0017 |
-26.6% |
0.0102 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
114,063 |
92,701 |
-21,362 |
-18.7% |
339,730 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8048 |
0.8028 |
0.7941 |
|
| R3 |
0.8003 |
0.7982 |
0.7929 |
|
| R2 |
0.7957 |
0.7957 |
0.7924 |
|
| R1 |
0.7937 |
0.7937 |
0.7920 |
0.7947 |
| PP |
0.7912 |
0.7912 |
0.7912 |
0.7917 |
| S1 |
0.7891 |
0.7891 |
0.7912 |
0.7902 |
| S2 |
0.7866 |
0.7866 |
0.7908 |
|
| S3 |
0.7821 |
0.7846 |
0.7903 |
|
| S4 |
0.7775 |
0.7800 |
0.7891 |
|
|
| 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 |
0.7933 |
0.7760 |
0.0173 |
2.2% |
0.0050 |
0.6% |
90% |
True |
False |
81,358 |
| 10 |
0.7933 |
0.7753 |
0.0180 |
2.3% |
0.0054 |
0.7% |
91% |
True |
False |
77,407 |
| 20 |
0.7933 |
0.7646 |
0.0287 |
3.6% |
0.0061 |
0.8% |
94% |
True |
False |
82,150 |
| 40 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0061 |
0.8% |
65% |
False |
False |
78,627 |
| 60 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0058 |
0.7% |
65% |
False |
False |
75,558 |
| 80 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0057 |
0.7% |
65% |
False |
False |
57,248 |
| 100 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0055 |
0.7% |
65% |
False |
False |
45,861 |
| 120 |
0.8061 |
0.7646 |
0.0415 |
5.2% |
0.0053 |
0.7% |
65% |
False |
False |
38,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8126 |
|
2.618 |
0.8052 |
|
1.618 |
0.8006 |
|
1.000 |
0.7978 |
|
0.618 |
0.7961 |
|
HIGH |
0.7933 |
|
0.618 |
0.7915 |
|
0.500 |
0.7910 |
|
0.382 |
0.7904 |
|
LOW |
0.7887 |
|
0.618 |
0.7859 |
|
1.000 |
0.7842 |
|
1.618 |
0.7813 |
|
2.618 |
0.7768 |
|
4.250 |
0.7694 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7914 |
0.7903 |
| PP |
0.7912 |
0.7890 |
| S1 |
0.7910 |
0.7877 |
|