CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 16-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7689 |
0.7743 |
0.0054 |
0.7% |
0.7739 |
| High |
0.7745 |
0.7788 |
0.0043 |
0.6% |
0.7745 |
| Low |
0.7679 |
0.7704 |
0.0025 |
0.3% |
0.7646 |
| Close |
0.7732 |
0.7787 |
0.0055 |
0.7% |
0.7732 |
| Range |
0.0066 |
0.0085 |
0.0019 |
28.0% |
0.0100 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
3.1% |
0.0000 |
| Volume |
307 |
327 |
20 |
6.5% |
2,599 |
|
| Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8013 |
0.7985 |
0.7833 |
|
| R3 |
0.7929 |
0.7900 |
0.7810 |
|
| R2 |
0.7844 |
0.7844 |
0.7802 |
|
| R1 |
0.7816 |
0.7816 |
0.7795 |
0.7830 |
| PP |
0.7760 |
0.7760 |
0.7760 |
0.7767 |
| S1 |
0.7731 |
0.7731 |
0.7779 |
0.7745 |
| S2 |
0.7675 |
0.7675 |
0.7772 |
|
| S3 |
0.7591 |
0.7647 |
0.7764 |
|
| S4 |
0.7506 |
0.7562 |
0.7741 |
|
|
| 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 |
0.7788 |
0.7646 |
0.0143 |
1.8% |
0.0063 |
0.8% |
99% |
True |
False |
421 |
| 10 |
0.7859 |
0.7646 |
0.0214 |
2.7% |
0.0062 |
0.8% |
66% |
False |
False |
375 |
| 20 |
0.8008 |
0.7646 |
0.0362 |
4.6% |
0.0057 |
0.7% |
39% |
False |
False |
298 |
| 40 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0047 |
0.6% |
35% |
False |
False |
173 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0046 |
0.6% |
35% |
False |
False |
162 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0042 |
0.5% |
35% |
False |
False |
131 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0037 |
0.5% |
35% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8147 |
|
2.618 |
0.8009 |
|
1.618 |
0.7925 |
|
1.000 |
0.7873 |
|
0.618 |
0.7840 |
|
HIGH |
0.7788 |
|
0.618 |
0.7756 |
|
0.500 |
0.7746 |
|
0.382 |
0.7736 |
|
LOW |
0.7704 |
|
0.618 |
0.7651 |
|
1.000 |
0.7619 |
|
1.618 |
0.7567 |
|
2.618 |
0.7482 |
|
4.250 |
0.7344 |
|
|
| Fisher Pivots for day following 16-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7773 |
0.7764 |
| PP |
0.7760 |
0.7740 |
| S1 |
0.7746 |
0.7717 |
|