CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 13-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7688 |
0.7689 |
0.0001 |
0.0% |
0.7739 |
High |
0.7692 |
0.7745 |
0.0054 |
0.7% |
0.7745 |
Low |
0.7646 |
0.7679 |
0.0034 |
0.4% |
0.7646 |
Close |
0.7646 |
0.7732 |
0.0087 |
1.1% |
0.7732 |
Range |
0.0046 |
0.0066 |
0.0020 |
43.5% |
0.0100 |
ATR |
0.0056 |
0.0059 |
0.0003 |
5.6% |
0.0000 |
Volume |
990 |
307 |
-683 |
-69.0% |
2,599 |
|
Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7917 |
0.7890 |
0.7768 |
|
R3 |
0.7851 |
0.7824 |
0.7750 |
|
R2 |
0.7785 |
0.7785 |
0.7744 |
|
R1 |
0.7758 |
0.7758 |
0.7738 |
0.7772 |
PP |
0.7719 |
0.7719 |
0.7719 |
0.7725 |
S1 |
0.7692 |
0.7692 |
0.7726 |
0.7706 |
S2 |
0.7653 |
0.7653 |
0.7720 |
|
S3 |
0.7587 |
0.7626 |
0.7714 |
|
S4 |
0.7521 |
0.7560 |
0.7696 |
|
|
Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8006 |
0.7969 |
0.7787 |
|
R3 |
0.7907 |
0.7869 |
0.7759 |
|
R2 |
0.7807 |
0.7807 |
0.7750 |
|
R1 |
0.7770 |
0.7770 |
0.7741 |
0.7739 |
PP |
0.7708 |
0.7708 |
0.7708 |
0.7692 |
S1 |
0.7670 |
0.7670 |
0.7723 |
0.7639 |
S2 |
0.7608 |
0.7608 |
0.7714 |
|
S3 |
0.7509 |
0.7571 |
0.7705 |
|
S4 |
0.7409 |
0.7471 |
0.7677 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7745 |
0.7646 |
0.0100 |
1.3% |
0.0058 |
0.8% |
87% |
True |
False |
519 |
10 |
0.7859 |
0.7646 |
0.0214 |
2.8% |
0.0058 |
0.8% |
41% |
False |
False |
366 |
20 |
0.8008 |
0.7646 |
0.0362 |
4.7% |
0.0054 |
0.7% |
24% |
False |
False |
283 |
40 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0045 |
0.6% |
21% |
False |
False |
171 |
60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0044 |
0.6% |
21% |
False |
False |
157 |
80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0041 |
0.5% |
21% |
False |
False |
127 |
100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0036 |
0.5% |
21% |
False |
False |
104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8026 |
2.618 |
0.7918 |
1.618 |
0.7852 |
1.000 |
0.7811 |
0.618 |
0.7786 |
HIGH |
0.7745 |
0.618 |
0.7720 |
0.500 |
0.7712 |
0.382 |
0.7704 |
LOW |
0.7679 |
0.618 |
0.7638 |
1.000 |
0.7613 |
1.618 |
0.7572 |
2.618 |
0.7506 |
4.250 |
0.7399 |
|
|
Fisher Pivots for day following 13-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7725 |
0.7720 |
PP |
0.7719 |
0.7708 |
S1 |
0.7712 |
0.7695 |
|