CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 05-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7791 |
0.7846 |
0.0055 |
0.7% |
0.7850 |
| High |
0.7850 |
0.7859 |
0.0009 |
0.1% |
0.7858 |
| Low |
0.7779 |
0.7770 |
-0.0009 |
-0.1% |
0.7763 |
| Close |
0.7840 |
0.7775 |
-0.0066 |
-0.8% |
0.7788 |
| Range |
0.0072 |
0.0089 |
0.0018 |
24.5% |
0.0095 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
5.2% |
0.0000 |
| Volume |
255 |
176 |
-79 |
-31.0% |
1,068 |
|
| Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8068 |
0.8010 |
0.7823 |
|
| R3 |
0.7979 |
0.7921 |
0.7799 |
|
| R2 |
0.7890 |
0.7890 |
0.7791 |
|
| R1 |
0.7832 |
0.7832 |
0.7783 |
0.7817 |
| PP |
0.7801 |
0.7801 |
0.7801 |
0.7793 |
| S1 |
0.7743 |
0.7743 |
0.7766 |
0.7728 |
| S2 |
0.7712 |
0.7712 |
0.7758 |
|
| S3 |
0.7623 |
0.7654 |
0.7750 |
|
| S4 |
0.7534 |
0.7565 |
0.7726 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8088 |
0.8033 |
0.7840 |
|
| R3 |
0.7993 |
0.7938 |
0.7814 |
|
| R2 |
0.7898 |
0.7898 |
0.7805 |
|
| R1 |
0.7843 |
0.7843 |
0.7797 |
0.7823 |
| PP |
0.7803 |
0.7803 |
0.7803 |
0.7793 |
| S1 |
0.7748 |
0.7748 |
0.7779 |
0.7728 |
| S2 |
0.7708 |
0.7708 |
0.7771 |
|
| S3 |
0.7613 |
0.7653 |
0.7762 |
|
| S4 |
0.7518 |
0.7558 |
0.7736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7859 |
0.7740 |
0.0119 |
1.5% |
0.0064 |
0.8% |
29% |
True |
False |
217 |
| 10 |
0.7948 |
0.7740 |
0.0208 |
2.7% |
0.0058 |
0.7% |
17% |
False |
False |
235 |
| 20 |
0.8008 |
0.7740 |
0.0268 |
3.4% |
0.0049 |
0.6% |
13% |
False |
False |
162 |
| 40 |
0.8055 |
0.7740 |
0.0315 |
4.1% |
0.0042 |
0.5% |
11% |
False |
False |
124 |
| 60 |
0.8055 |
0.7740 |
0.0315 |
4.1% |
0.0041 |
0.5% |
11% |
False |
False |
114 |
| 80 |
0.8055 |
0.7740 |
0.0315 |
4.1% |
0.0039 |
0.5% |
11% |
False |
False |
93 |
| 100 |
0.8055 |
0.7709 |
0.0347 |
4.5% |
0.0034 |
0.4% |
19% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8237 |
|
2.618 |
0.8092 |
|
1.618 |
0.8003 |
|
1.000 |
0.7948 |
|
0.618 |
0.7914 |
|
HIGH |
0.7859 |
|
0.618 |
0.7825 |
|
0.500 |
0.7815 |
|
0.382 |
0.7804 |
|
LOW |
0.7770 |
|
0.618 |
0.7715 |
|
1.000 |
0.7681 |
|
1.618 |
0.7626 |
|
2.618 |
0.7537 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 05-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7815 |
0.7808 |
| PP |
0.7801 |
0.7797 |
| S1 |
0.7788 |
0.7786 |
|