CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 03-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7778 |
0.7765 |
-0.0013 |
-0.2% |
0.7864 |
| High |
0.7786 |
0.7796 |
0.0010 |
0.1% |
0.7881 |
| Low |
0.7742 |
0.7754 |
0.0013 |
0.2% |
0.7762 |
| Close |
0.7746 |
0.7785 |
0.0039 |
0.5% |
0.7791 |
| Range |
0.0044 |
0.0042 |
-0.0003 |
-5.7% |
0.0120 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
74,651 |
76,824 |
2,173 |
2.9% |
458,758 |
|
| Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7903 |
0.7885 |
0.7808 |
|
| R3 |
0.7861 |
0.7844 |
0.7796 |
|
| R2 |
0.7820 |
0.7820 |
0.7793 |
|
| R1 |
0.7802 |
0.7802 |
0.7789 |
0.7811 |
| PP |
0.7778 |
0.7778 |
0.7778 |
0.7783 |
| S1 |
0.7761 |
0.7761 |
0.7781 |
0.7770 |
| S2 |
0.7737 |
0.7737 |
0.7777 |
|
| S3 |
0.7695 |
0.7719 |
0.7774 |
|
| S4 |
0.7654 |
0.7678 |
0.7762 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8170 |
0.8100 |
0.7856 |
|
| R3 |
0.8050 |
0.7980 |
0.7823 |
|
| R2 |
0.7931 |
0.7931 |
0.7812 |
|
| R1 |
0.7861 |
0.7861 |
0.7801 |
0.7836 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7799 |
| S1 |
0.7741 |
0.7741 |
0.7780 |
0.7716 |
| S2 |
0.7692 |
0.7692 |
0.7769 |
|
| S3 |
0.7572 |
0.7622 |
0.7758 |
|
| S4 |
0.7453 |
0.7502 |
0.7725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7861 |
0.7742 |
0.0120 |
1.5% |
0.0055 |
0.7% |
36% |
False |
False |
85,256 |
| 10 |
0.8024 |
0.7742 |
0.0283 |
3.6% |
0.0069 |
0.9% |
15% |
False |
False |
87,470 |
| 20 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0060 |
0.8% |
14% |
False |
False |
75,104 |
| 40 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0056 |
0.7% |
14% |
False |
False |
72,262 |
| 60 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0056 |
0.7% |
14% |
False |
False |
48,947 |
| 80 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0054 |
0.7% |
14% |
False |
False |
36,789 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0051 |
0.7% |
19% |
False |
False |
29,466 |
| 120 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0050 |
0.6% |
19% |
False |
False |
24,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7972 |
|
2.618 |
0.7904 |
|
1.618 |
0.7863 |
|
1.000 |
0.7837 |
|
0.618 |
0.7821 |
|
HIGH |
0.7796 |
|
0.618 |
0.7780 |
|
0.500 |
0.7775 |
|
0.382 |
0.7770 |
|
LOW |
0.7754 |
|
0.618 |
0.7728 |
|
1.000 |
0.7713 |
|
1.618 |
0.7687 |
|
2.618 |
0.7645 |
|
4.250 |
0.7578 |
|
|
| Fisher Pivots for day following 03-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7782 |
0.7801 |
| PP |
0.7778 |
0.7796 |
| S1 |
0.7775 |
0.7790 |
|