CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 04-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2022 |
04-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7765 |
0.7787 |
0.0023 |
0.3% |
0.7864 |
| High |
0.7796 |
0.7855 |
0.0059 |
0.8% |
0.7881 |
| Low |
0.7754 |
0.7779 |
0.0025 |
0.3% |
0.7762 |
| Close |
0.7785 |
0.7842 |
0.0057 |
0.7% |
0.7791 |
| Range |
0.0042 |
0.0076 |
0.0035 |
83.1% |
0.0120 |
| ATR |
0.0060 |
0.0062 |
0.0001 |
1.8% |
0.0000 |
| Volume |
76,824 |
99,355 |
22,531 |
29.3% |
458,758 |
|
| Daily Pivots for day following 04-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8053 |
0.8024 |
0.7884 |
|
| R3 |
0.7977 |
0.7948 |
0.7863 |
|
| R2 |
0.7901 |
0.7901 |
0.7856 |
|
| R1 |
0.7872 |
0.7872 |
0.7849 |
0.7886 |
| PP |
0.7825 |
0.7825 |
0.7825 |
0.7832 |
| S1 |
0.7796 |
0.7796 |
0.7835 |
0.7810 |
| S2 |
0.7749 |
0.7749 |
0.7828 |
|
| S3 |
0.7673 |
0.7720 |
0.7821 |
|
| S4 |
0.7597 |
0.7644 |
0.7800 |
|
|
| 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% |
0.0061 |
0.8% |
84% |
False |
False |
86,976 |
| 10 |
0.8024 |
0.7742 |
0.0283 |
3.6% |
0.0067 |
0.9% |
36% |
False |
False |
89,103 |
| 20 |
0.8024 |
0.7742 |
0.0283 |
3.6% |
0.0061 |
0.8% |
36% |
False |
False |
75,889 |
| 40 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0056 |
0.7% |
32% |
False |
False |
74,166 |
| 60 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0056 |
0.7% |
32% |
False |
False |
50,591 |
| 80 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0054 |
0.7% |
32% |
False |
False |
38,019 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0052 |
0.7% |
36% |
False |
False |
30,451 |
| 120 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0050 |
0.6% |
36% |
False |
False |
25,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8178 |
|
2.618 |
0.8053 |
|
1.618 |
0.7977 |
|
1.000 |
0.7931 |
|
0.618 |
0.7901 |
|
HIGH |
0.7855 |
|
0.618 |
0.7825 |
|
0.500 |
0.7817 |
|
0.382 |
0.7808 |
|
LOW |
0.7779 |
|
0.618 |
0.7732 |
|
1.000 |
0.7703 |
|
1.618 |
0.7656 |
|
2.618 |
0.7580 |
|
4.250 |
0.7456 |
|
|
| Fisher Pivots for day following 04-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7834 |
0.7827 |
| PP |
0.7825 |
0.7813 |
| S1 |
0.7817 |
0.7798 |
|