CME Canadian Dollar Future December 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 |
0.7833 |
0.7874 |
0.0041 |
0.5% |
0.7809 |
High |
0.7854 |
0.7907 |
0.0053 |
0.7% |
0.7854 |
Low |
0.7820 |
0.7874 |
0.0055 |
0.7% |
0.7760 |
Close |
0.7854 |
0.7904 |
0.0050 |
0.6% |
0.7854 |
Range |
0.0035 |
0.0033 |
-0.0002 |
-4.3% |
0.0094 |
ATR |
0.0050 |
0.0050 |
0.0000 |
0.5% |
0.0000 |
Volume |
166 |
245 |
79 |
47.6% |
1,035 |
|
Daily Pivots for day following 31-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7994 |
0.7982 |
0.7922 |
|
R3 |
0.7961 |
0.7949 |
0.7913 |
|
R2 |
0.7928 |
0.7928 |
0.7910 |
|
R1 |
0.7916 |
0.7916 |
0.7907 |
0.7922 |
PP |
0.7895 |
0.7895 |
0.7895 |
0.7898 |
S1 |
0.7883 |
0.7883 |
0.7900 |
0.7889 |
S2 |
0.7862 |
0.7862 |
0.7897 |
|
S3 |
0.7829 |
0.7850 |
0.7894 |
|
S4 |
0.7796 |
0.7817 |
0.7885 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8105 |
0.8073 |
0.7905 |
|
R3 |
0.8011 |
0.7979 |
0.7879 |
|
R2 |
0.7917 |
0.7917 |
0.7871 |
|
R1 |
0.7885 |
0.7885 |
0.7862 |
0.7901 |
PP |
0.7823 |
0.7823 |
0.7823 |
0.7830 |
S1 |
0.7791 |
0.7791 |
0.7845 |
0.7807 |
S2 |
0.7729 |
0.7729 |
0.7836 |
|
S3 |
0.7635 |
0.7697 |
0.7828 |
|
S4 |
0.7541 |
0.7603 |
0.7802 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7907 |
0.7760 |
0.0147 |
1.9% |
0.0031 |
0.4% |
98% |
True |
False |
254 |
10 |
0.7907 |
0.7750 |
0.0157 |
2.0% |
0.0034 |
0.4% |
98% |
True |
False |
205 |
20 |
0.7907 |
0.7644 |
0.0264 |
3.3% |
0.0041 |
0.5% |
99% |
True |
False |
173 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
63% |
False |
False |
136 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0041 |
0.5% |
63% |
False |
False |
127 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
63% |
False |
False |
122 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
63% |
False |
False |
107 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0037 |
0.5% |
63% |
False |
False |
97 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8047 |
2.618 |
0.7993 |
1.618 |
0.7960 |
1.000 |
0.7940 |
0.618 |
0.7927 |
HIGH |
0.7907 |
0.618 |
0.7894 |
0.500 |
0.7891 |
0.382 |
0.7887 |
LOW |
0.7874 |
0.618 |
0.7854 |
1.000 |
0.7841 |
1.618 |
0.7821 |
2.618 |
0.7788 |
4.250 |
0.7734 |
|
|
Fisher Pivots for day following 31-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7899 |
0.7885 |
PP |
0.7895 |
0.7867 |
S1 |
0.7891 |
0.7849 |
|