CME Canadian Dollar Future September 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 |
0.7851 |
0.7910 |
0.0059 |
0.8% |
0.7796 |
| High |
0.7913 |
0.7929 |
0.0017 |
0.2% |
0.7859 |
| Low |
0.7851 |
0.7884 |
0.0033 |
0.4% |
0.7760 |
| Close |
0.7905 |
0.7913 |
0.0008 |
0.1% |
0.7856 |
| Range |
0.0062 |
0.0046 |
-0.0017 |
-26.6% |
0.0099 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
4,203 |
9,216 |
5,013 |
119.3% |
5,699 |
|
| Daily Pivots for day following 01-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8045 |
0.8024 |
0.7938 |
|
| R3 |
0.7999 |
0.7979 |
0.7925 |
|
| R2 |
0.7954 |
0.7954 |
0.7921 |
|
| R1 |
0.7933 |
0.7933 |
0.7917 |
0.7944 |
| PP |
0.7908 |
0.7908 |
0.7908 |
0.7914 |
| S1 |
0.7888 |
0.7888 |
0.7908 |
0.7898 |
| S2 |
0.7863 |
0.7863 |
0.7904 |
|
| S3 |
0.7817 |
0.7842 |
0.7900 |
|
| S4 |
0.7772 |
0.7797 |
0.7887 |
|
|
| 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 |
0.7929 |
0.7760 |
0.0169 |
2.1% |
0.0047 |
0.6% |
90% |
True |
False |
3,332 |
| 10 |
0.7929 |
0.7753 |
0.0176 |
2.2% |
0.0049 |
0.6% |
91% |
True |
False |
2,222 |
| 20 |
0.7929 |
0.7646 |
0.0284 |
3.6% |
0.0056 |
0.7% |
94% |
True |
False |
1,373 |
| 40 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0051 |
0.6% |
65% |
False |
False |
759 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0045 |
0.6% |
65% |
False |
False |
539 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0043 |
0.5% |
65% |
False |
False |
424 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0041 |
0.5% |
65% |
False |
False |
345 |
| 120 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0036 |
0.5% |
65% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8122 |
|
2.618 |
0.8048 |
|
1.618 |
0.8003 |
|
1.000 |
0.7975 |
|
0.618 |
0.7957 |
|
HIGH |
0.7929 |
|
0.618 |
0.7912 |
|
0.500 |
0.7906 |
|
0.382 |
0.7901 |
|
LOW |
0.7884 |
|
0.618 |
0.7855 |
|
1.000 |
0.7838 |
|
1.618 |
0.7810 |
|
2.618 |
0.7764 |
|
4.250 |
0.7690 |
|
|
| Fisher Pivots for day following 01-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7910 |
0.7900 |
| PP |
0.7908 |
0.7887 |
| S1 |
0.7906 |
0.7874 |
|