CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 10-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2022 |
10-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7747 |
0.7683 |
-0.0064 |
-0.8% |
0.7778 |
| High |
0.7747 |
0.7714 |
-0.0033 |
-0.4% |
0.7865 |
| Low |
0.7682 |
0.7660 |
-0.0022 |
-0.3% |
0.7742 |
| Close |
0.7698 |
0.7676 |
-0.0022 |
-0.3% |
0.7747 |
| Range |
0.0066 |
0.0055 |
-0.0011 |
-16.8% |
0.0123 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
97,102 |
91,768 |
-5,334 |
-5.5% |
426,014 |
|
| Daily Pivots for day following 10-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7847 |
0.7816 |
0.7706 |
|
| R3 |
0.7792 |
0.7761 |
0.7691 |
|
| R2 |
0.7738 |
0.7738 |
0.7686 |
|
| R1 |
0.7707 |
0.7707 |
0.7681 |
0.7695 |
| PP |
0.7683 |
0.7683 |
0.7683 |
0.7677 |
| S1 |
0.7652 |
0.7652 |
0.7671 |
0.7641 |
| S2 |
0.7629 |
0.7629 |
0.7666 |
|
| S3 |
0.7574 |
0.7598 |
0.7661 |
|
| S4 |
0.7520 |
0.7543 |
0.7646 |
|
|
| 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 |
0.7660 |
0.0205 |
2.7% |
0.0070 |
0.9% |
8% |
False |
True |
92,681 |
| 10 |
0.7865 |
0.7660 |
0.0205 |
2.7% |
0.0063 |
0.8% |
8% |
False |
True |
88,969 |
| 20 |
0.8024 |
0.7660 |
0.0365 |
4.7% |
0.0066 |
0.9% |
5% |
False |
True |
82,217 |
| 40 |
0.8061 |
0.7660 |
0.0401 |
5.2% |
0.0057 |
0.7% |
4% |
False |
True |
76,000 |
| 60 |
0.8061 |
0.7660 |
0.0401 |
5.2% |
0.0058 |
0.8% |
4% |
False |
True |
56,625 |
| 80 |
0.8061 |
0.7660 |
0.0401 |
5.2% |
0.0056 |
0.7% |
4% |
False |
True |
42,565 |
| 100 |
0.8061 |
0.7660 |
0.0401 |
5.2% |
0.0053 |
0.7% |
4% |
False |
True |
34,080 |
| 120 |
0.8061 |
0.7660 |
0.0401 |
5.2% |
0.0051 |
0.7% |
4% |
False |
True |
28,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7946 |
|
2.618 |
0.7857 |
|
1.618 |
0.7802 |
|
1.000 |
0.7769 |
|
0.618 |
0.7748 |
|
HIGH |
0.7714 |
|
0.618 |
0.7693 |
|
0.500 |
0.7687 |
|
0.382 |
0.7680 |
|
LOW |
0.7660 |
|
0.618 |
0.7626 |
|
1.000 |
0.7605 |
|
1.618 |
0.7571 |
|
2.618 |
0.7517 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 10-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7687 |
0.7731 |
| PP |
0.7683 |
0.7713 |
| S1 |
0.7680 |
0.7694 |
|