CME Canadian Dollar Future September 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 |
0.7825 |
0.7851 |
0.0026 |
0.3% |
0.7796 |
High |
0.7859 |
0.7913 |
0.0054 |
0.7% |
0.7859 |
Low |
0.7820 |
0.7851 |
0.0031 |
0.4% |
0.7760 |
Close |
0.7856 |
0.7905 |
0.0049 |
0.6% |
0.7856 |
Range |
0.0039 |
0.0062 |
0.0023 |
59.0% |
0.0099 |
ATR |
0.0054 |
0.0055 |
0.0001 |
1.0% |
0.0000 |
Volume |
1,429 |
4,203 |
2,774 |
194.1% |
5,699 |
|
Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8075 |
0.8052 |
0.7939 |
|
R3 |
0.8013 |
0.7990 |
0.7922 |
|
R2 |
0.7951 |
0.7951 |
0.7916 |
|
R1 |
0.7928 |
0.7928 |
0.7910 |
0.7940 |
PP |
0.7889 |
0.7889 |
0.7889 |
0.7895 |
S1 |
0.7866 |
0.7866 |
0.7899 |
0.7878 |
S2 |
0.7827 |
0.7827 |
0.7893 |
|
S3 |
0.7765 |
0.7804 |
0.7887 |
|
S4 |
0.7703 |
0.7742 |
0.7870 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8120 |
0.8086 |
0.7910 |
|
R3 |
0.8022 |
0.7988 |
0.7883 |
|
R2 |
0.7923 |
0.7923 |
0.7874 |
|
R1 |
0.7889 |
0.7889 |
0.7865 |
0.7906 |
PP |
0.7825 |
0.7825 |
0.7825 |
0.7833 |
S1 |
0.7791 |
0.7791 |
0.7846 |
0.7808 |
S2 |
0.7726 |
0.7726 |
0.7837 |
|
S3 |
0.7628 |
0.7692 |
0.7828 |
|
S4 |
0.7529 |
0.7594 |
0.7801 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7913 |
0.7760 |
0.0153 |
1.9% |
0.0049 |
0.6% |
95% |
True |
False |
1,876 |
10 |
0.7913 |
0.7753 |
0.0160 |
2.0% |
0.0048 |
0.6% |
95% |
True |
False |
1,472 |
20 |
0.7913 |
0.7646 |
0.0267 |
3.4% |
0.0055 |
0.7% |
97% |
True |
False |
923 |
40 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0050 |
0.6% |
63% |
False |
False |
529 |
60 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0046 |
0.6% |
63% |
False |
False |
392 |
80 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0044 |
0.6% |
63% |
False |
False |
309 |
100 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0041 |
0.5% |
63% |
False |
False |
253 |
120 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0036 |
0.5% |
63% |
False |
False |
213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8176 |
2.618 |
0.8075 |
1.618 |
0.8013 |
1.000 |
0.7975 |
0.618 |
0.7951 |
HIGH |
0.7913 |
0.618 |
0.7889 |
0.500 |
0.7882 |
0.382 |
0.7874 |
LOW |
0.7851 |
0.618 |
0.7812 |
1.000 |
0.7789 |
1.618 |
0.7750 |
2.618 |
0.7688 |
4.250 |
0.7587 |
|
|
Fisher Pivots for day following 31-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7897 |
0.7885 |
PP |
0.7889 |
0.7866 |
S1 |
0.7882 |
0.7846 |
|