CME Canadian Dollar Future September 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 |
0.7846 |
0.7789 |
-0.0057 |
-0.7% |
0.7783 |
| High |
0.7859 |
0.7800 |
-0.0060 |
-0.8% |
0.7859 |
| Low |
0.7770 |
0.7742 |
-0.0029 |
-0.4% |
0.7740 |
| Close |
0.7775 |
0.7745 |
-0.0030 |
-0.4% |
0.7745 |
| Range |
0.0089 |
0.0058 |
-0.0031 |
-34.8% |
0.0119 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.5% |
0.0000 |
| Volume |
176 |
180 |
4 |
2.3% |
1,063 |
|
| Daily Pivots for day following 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7936 |
0.7899 |
0.7777 |
|
| R3 |
0.7878 |
0.7841 |
0.7761 |
|
| R2 |
0.7820 |
0.7820 |
0.7756 |
|
| R1 |
0.7783 |
0.7783 |
0.7750 |
0.7772 |
| PP |
0.7762 |
0.7762 |
0.7762 |
0.7757 |
| S1 |
0.7725 |
0.7725 |
0.7740 |
0.7714 |
| S2 |
0.7704 |
0.7704 |
0.7734 |
|
| S3 |
0.7646 |
0.7667 |
0.7729 |
|
| S4 |
0.7588 |
0.7609 |
0.7713 |
|
|
| Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8138 |
0.8061 |
0.7810 |
|
| R3 |
0.8019 |
0.7942 |
0.7778 |
|
| R2 |
0.7900 |
0.7900 |
0.7767 |
|
| R1 |
0.7823 |
0.7823 |
0.7756 |
0.7802 |
| PP |
0.7781 |
0.7781 |
0.7781 |
0.7771 |
| S1 |
0.7704 |
0.7704 |
0.7734 |
0.7683 |
| S2 |
0.7662 |
0.7662 |
0.7723 |
|
| S3 |
0.7543 |
0.7585 |
0.7712 |
|
| S4 |
0.7424 |
0.7466 |
0.7680 |
|
|
| 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% |
0.0058 |
0.8% |
4% |
False |
False |
212 |
| 10 |
0.7859 |
0.7740 |
0.0119 |
1.5% |
0.0054 |
0.7% |
4% |
False |
False |
213 |
| 20 |
0.8008 |
0.7740 |
0.0268 |
3.5% |
0.0051 |
0.7% |
2% |
False |
False |
170 |
| 40 |
0.8055 |
0.7740 |
0.0315 |
4.1% |
0.0043 |
0.6% |
2% |
False |
False |
117 |
| 60 |
0.8055 |
0.7740 |
0.0315 |
4.1% |
0.0042 |
0.5% |
2% |
False |
False |
116 |
| 80 |
0.8055 |
0.7740 |
0.0315 |
4.1% |
0.0039 |
0.5% |
2% |
False |
False |
95 |
| 100 |
0.8055 |
0.7709 |
0.0347 |
4.5% |
0.0034 |
0.4% |
11% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8046 |
|
2.618 |
0.7951 |
|
1.618 |
0.7893 |
|
1.000 |
0.7858 |
|
0.618 |
0.7835 |
|
HIGH |
0.7800 |
|
0.618 |
0.7777 |
|
0.500 |
0.7771 |
|
0.382 |
0.7764 |
|
LOW |
0.7742 |
|
0.618 |
0.7706 |
|
1.000 |
0.7684 |
|
1.618 |
0.7648 |
|
2.618 |
0.7590 |
|
4.250 |
0.7495 |
|
|
| Fisher Pivots for day following 06-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7771 |
0.7800 |
| PP |
0.7762 |
0.7782 |
| S1 |
0.7754 |
0.7763 |
|