CME Canadian Dollar Future September 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 |
0.7739 |
0.7684 |
-0.0056 |
-0.7% |
0.7783 |
High |
0.7740 |
0.7711 |
-0.0029 |
-0.4% |
0.7859 |
Low |
0.7681 |
0.7660 |
-0.0021 |
-0.3% |
0.7740 |
Close |
0.7696 |
0.7675 |
-0.0022 |
-0.3% |
0.7745 |
Range |
0.0059 |
0.0051 |
-0.0009 |
-14.4% |
0.0119 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.6% |
0.0000 |
Volume |
819 |
223 |
-596 |
-72.8% |
1,063 |
|
Daily Pivots for day following 10-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7833 |
0.7804 |
0.7702 |
|
R3 |
0.7783 |
0.7754 |
0.7688 |
|
R2 |
0.7732 |
0.7732 |
0.7684 |
|
R1 |
0.7703 |
0.7703 |
0.7679 |
0.7693 |
PP |
0.7682 |
0.7682 |
0.7682 |
0.7676 |
S1 |
0.7653 |
0.7653 |
0.7670 |
0.7642 |
S2 |
0.7631 |
0.7631 |
0.7665 |
|
S3 |
0.7581 |
0.7602 |
0.7661 |
|
S4 |
0.7530 |
0.7552 |
0.7647 |
|
|
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 |
0.7660 |
0.0199 |
2.6% |
0.0066 |
0.9% |
7% |
False |
True |
330 |
10 |
0.7859 |
0.7660 |
0.0199 |
2.6% |
0.0056 |
0.7% |
7% |
False |
True |
277 |
20 |
0.8008 |
0.7660 |
0.0348 |
4.5% |
0.0053 |
0.7% |
4% |
False |
True |
220 |
40 |
0.8055 |
0.7660 |
0.0395 |
5.1% |
0.0044 |
0.6% |
4% |
False |
True |
138 |
60 |
0.8055 |
0.7660 |
0.0395 |
5.1% |
0.0042 |
0.6% |
4% |
False |
True |
132 |
80 |
0.8055 |
0.7660 |
0.0395 |
5.1% |
0.0040 |
0.5% |
4% |
False |
True |
108 |
100 |
0.8055 |
0.7660 |
0.0395 |
5.1% |
0.0035 |
0.5% |
4% |
False |
True |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7925 |
2.618 |
0.7843 |
1.618 |
0.7792 |
1.000 |
0.7761 |
0.618 |
0.7742 |
HIGH |
0.7711 |
0.618 |
0.7691 |
0.500 |
0.7685 |
0.382 |
0.7679 |
LOW |
0.7660 |
0.618 |
0.7629 |
1.000 |
0.7610 |
1.618 |
0.7578 |
2.618 |
0.7528 |
4.250 |
0.7445 |
|
|
Fisher Pivots for day following 10-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7685 |
0.7730 |
PP |
0.7682 |
0.7711 |
S1 |
0.7678 |
0.7693 |
|