CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 11-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7684 |
0.7674 |
-0.0010 |
-0.1% |
0.7783 |
High |
0.7711 |
0.7736 |
0.0026 |
0.3% |
0.7859 |
Low |
0.7660 |
0.7667 |
0.0007 |
0.1% |
0.7740 |
Close |
0.7675 |
0.7701 |
0.0026 |
0.3% |
0.7745 |
Range |
0.0051 |
0.0069 |
0.0019 |
36.6% |
0.0119 |
ATR |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0000 |
Volume |
223 |
260 |
37 |
16.6% |
1,063 |
|
Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7908 |
0.7873 |
0.7738 |
|
R3 |
0.7839 |
0.7804 |
0.7719 |
|
R2 |
0.7770 |
0.7770 |
0.7713 |
|
R1 |
0.7735 |
0.7735 |
0.7707 |
0.7753 |
PP |
0.7701 |
0.7701 |
0.7701 |
0.7710 |
S1 |
0.7666 |
0.7666 |
0.7694 |
0.7684 |
S2 |
0.7632 |
0.7632 |
0.7688 |
|
S3 |
0.7563 |
0.7597 |
0.7682 |
|
S4 |
0.7494 |
0.7528 |
0.7663 |
|
|
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% |
0.0065 |
0.8% |
20% |
False |
False |
331 |
10 |
0.7859 |
0.7660 |
0.0199 |
2.6% |
0.0060 |
0.8% |
20% |
False |
False |
272 |
20 |
0.8008 |
0.7660 |
0.0348 |
4.5% |
0.0055 |
0.7% |
12% |
False |
False |
231 |
40 |
0.8055 |
0.7660 |
0.0395 |
5.1% |
0.0045 |
0.6% |
10% |
False |
False |
144 |
60 |
0.8055 |
0.7660 |
0.0395 |
5.1% |
0.0043 |
0.6% |
10% |
False |
False |
136 |
80 |
0.8055 |
0.7660 |
0.0395 |
5.1% |
0.0040 |
0.5% |
10% |
False |
False |
111 |
100 |
0.8055 |
0.7660 |
0.0395 |
5.1% |
0.0035 |
0.5% |
10% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8029 |
2.618 |
0.7917 |
1.618 |
0.7848 |
1.000 |
0.7805 |
0.618 |
0.7779 |
HIGH |
0.7736 |
0.618 |
0.7710 |
0.500 |
0.7702 |
0.382 |
0.7693 |
LOW |
0.7667 |
0.618 |
0.7624 |
1.000 |
0.7598 |
1.618 |
0.7555 |
2.618 |
0.7486 |
4.250 |
0.7374 |
|
|
Fisher Pivots for day following 11-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7702 |
0.7700 |
PP |
0.7701 |
0.7700 |
S1 |
0.7701 |
0.7700 |
|