CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 02-Jun-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2022 |
02-Jun-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7908 |
0.7897 |
-0.0011 |
-0.1% |
0.7809 |
| High |
0.7920 |
0.7949 |
0.0029 |
0.4% |
0.7854 |
| Low |
0.7900 |
0.7897 |
-0.0003 |
0.0% |
0.7760 |
| Close |
0.7910 |
0.7943 |
0.0033 |
0.4% |
0.7854 |
| Range |
0.0021 |
0.0052 |
0.0032 |
153.7% |
0.0094 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.6% |
0.0000 |
| Volume |
780 |
1,291 |
511 |
65.5% |
1,035 |
|
| Daily Pivots for day following 02-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8086 |
0.8066 |
0.7971 |
|
| R3 |
0.8034 |
0.8014 |
0.7957 |
|
| R2 |
0.7982 |
0.7982 |
0.7952 |
|
| R1 |
0.7962 |
0.7962 |
0.7947 |
0.7972 |
| PP |
0.7930 |
0.7930 |
0.7930 |
0.7934 |
| S1 |
0.7910 |
0.7910 |
0.7938 |
0.7920 |
| S2 |
0.7878 |
0.7878 |
0.7933 |
|
| S3 |
0.7826 |
0.7858 |
0.7928 |
|
| S4 |
0.7774 |
0.7806 |
0.7914 |
|
|
| 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 |
0.7949 |
0.7791 |
0.0158 |
2.0% |
0.0035 |
0.4% |
96% |
True |
False |
515 |
| 10 |
0.7949 |
0.7760 |
0.0189 |
2.4% |
0.0033 |
0.4% |
97% |
True |
False |
377 |
| 20 |
0.7949 |
0.7644 |
0.0306 |
3.8% |
0.0042 |
0.5% |
98% |
True |
False |
258 |
| 40 |
0.8007 |
0.7644 |
0.0364 |
4.6% |
0.0042 |
0.5% |
82% |
False |
False |
185 |
| 60 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
73% |
False |
False |
145 |
| 80 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0041 |
0.5% |
73% |
False |
False |
147 |
| 100 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
73% |
False |
False |
128 |
| 120 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0038 |
0.5% |
73% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8170 |
|
2.618 |
0.8085 |
|
1.618 |
0.8033 |
|
1.000 |
0.8001 |
|
0.618 |
0.7981 |
|
HIGH |
0.7949 |
|
0.618 |
0.7929 |
|
0.500 |
0.7923 |
|
0.382 |
0.7917 |
|
LOW |
0.7897 |
|
0.618 |
0.7865 |
|
1.000 |
0.7845 |
|
1.618 |
0.7813 |
|
2.618 |
0.7761 |
|
4.250 |
0.7676 |
|
|
| Fisher Pivots for day following 02-Jun-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7936 |
0.7932 |
| PP |
0.7930 |
0.7922 |
| S1 |
0.7923 |
0.7912 |
|