CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 06-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2022 |
06-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7849 |
0.7790 |
-0.0059 |
-0.7% |
0.7778 |
| High |
0.7865 |
0.7803 |
-0.0062 |
-0.8% |
0.7865 |
| Low |
0.7770 |
0.7743 |
-0.0028 |
-0.4% |
0.7742 |
| Close |
0.7777 |
0.7747 |
-0.0030 |
-0.4% |
0.7747 |
| Range |
0.0095 |
0.0061 |
-0.0034 |
-36.0% |
0.0123 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
89,751 |
85,433 |
-4,318 |
-4.8% |
426,014 |
|
| Daily Pivots for day following 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7946 |
0.7907 |
0.7780 |
|
| R3 |
0.7885 |
0.7846 |
0.7764 |
|
| R2 |
0.7825 |
0.7825 |
0.7758 |
|
| R1 |
0.7786 |
0.7786 |
0.7753 |
0.7775 |
| PP |
0.7764 |
0.7764 |
0.7764 |
0.7759 |
| S1 |
0.7725 |
0.7725 |
0.7741 |
0.7715 |
| S2 |
0.7704 |
0.7704 |
0.7736 |
|
| S3 |
0.7643 |
0.7665 |
0.7730 |
|
| S4 |
0.7583 |
0.7604 |
0.7714 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8153 |
0.8073 |
0.7815 |
|
| R3 |
0.8030 |
0.7950 |
0.7781 |
|
| R2 |
0.7907 |
0.7907 |
0.7770 |
|
| R1 |
0.7827 |
0.7827 |
0.7758 |
0.7806 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7774 |
| S1 |
0.7704 |
0.7704 |
0.7736 |
0.7683 |
| S2 |
0.7661 |
0.7661 |
0.7724 |
|
| S3 |
0.7538 |
0.7581 |
0.7713 |
|
| S4 |
0.7415 |
0.7458 |
0.7679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7865 |
0.7742 |
0.0123 |
1.6% |
0.0063 |
0.8% |
4% |
False |
False |
85,202 |
| 10 |
0.7881 |
0.7742 |
0.0140 |
1.8% |
0.0064 |
0.8% |
4% |
False |
False |
88,477 |
| 20 |
0.8024 |
0.7742 |
0.0283 |
3.6% |
0.0064 |
0.8% |
2% |
False |
False |
77,944 |
| 40 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0057 |
0.7% |
2% |
False |
False |
75,197 |
| 60 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0058 |
0.7% |
2% |
False |
False |
53,497 |
| 80 |
0.8061 |
0.7742 |
0.0319 |
4.1% |
0.0055 |
0.7% |
2% |
False |
False |
40,207 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0053 |
0.7% |
8% |
False |
False |
32,195 |
| 120 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0051 |
0.7% |
8% |
False |
False |
26,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8060 |
|
2.618 |
0.7961 |
|
1.618 |
0.7901 |
|
1.000 |
0.7864 |
|
0.618 |
0.7840 |
|
HIGH |
0.7803 |
|
0.618 |
0.7780 |
|
0.500 |
0.7773 |
|
0.382 |
0.7766 |
|
LOW |
0.7743 |
|
0.618 |
0.7705 |
|
1.000 |
0.7682 |
|
1.618 |
0.7645 |
|
2.618 |
0.7584 |
|
4.250 |
0.7485 |
|
|
| Fisher Pivots for day following 06-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7773 |
0.7804 |
| PP |
0.7764 |
0.7785 |
| S1 |
0.7756 |
0.7766 |
|