CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 17-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7743 |
0.7779 |
0.0036 |
0.5% |
0.7739 |
High |
0.7788 |
0.7807 |
0.0019 |
0.2% |
0.7745 |
Low |
0.7704 |
0.7777 |
0.0074 |
1.0% |
0.7646 |
Close |
0.7787 |
0.7793 |
0.0006 |
0.1% |
0.7732 |
Range |
0.0085 |
0.0030 |
-0.0055 |
-65.1% |
0.0100 |
ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
327 |
1,708 |
1,381 |
422.3% |
2,599 |
|
Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7881 |
0.7866 |
0.7809 |
|
R3 |
0.7851 |
0.7837 |
0.7801 |
|
R2 |
0.7822 |
0.7822 |
0.7798 |
|
R1 |
0.7807 |
0.7807 |
0.7796 |
0.7815 |
PP |
0.7792 |
0.7792 |
0.7792 |
0.7796 |
S1 |
0.7778 |
0.7778 |
0.7790 |
0.7785 |
S2 |
0.7763 |
0.7763 |
0.7788 |
|
S3 |
0.7733 |
0.7748 |
0.7785 |
|
S4 |
0.7704 |
0.7719 |
0.7777 |
|
|
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 |
0.7807 |
0.7646 |
0.0161 |
2.1% |
0.0059 |
0.8% |
92% |
True |
False |
718 |
10 |
0.7859 |
0.7646 |
0.0214 |
2.7% |
0.0062 |
0.8% |
69% |
False |
False |
524 |
20 |
0.8008 |
0.7646 |
0.0362 |
4.6% |
0.0058 |
0.7% |
41% |
False |
False |
380 |
40 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0047 |
0.6% |
36% |
False |
False |
215 |
60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0045 |
0.6% |
36% |
False |
False |
190 |
80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0042 |
0.5% |
36% |
False |
False |
151 |
100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0037 |
0.5% |
36% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7932 |
2.618 |
0.7884 |
1.618 |
0.7854 |
1.000 |
0.7836 |
0.618 |
0.7825 |
HIGH |
0.7807 |
0.618 |
0.7795 |
0.500 |
0.7792 |
0.382 |
0.7788 |
LOW |
0.7777 |
0.618 |
0.7759 |
1.000 |
0.7748 |
1.618 |
0.7729 |
2.618 |
0.7700 |
4.250 |
0.7652 |
|
|
Fisher Pivots for day following 17-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7793 |
0.7776 |
PP |
0.7792 |
0.7760 |
S1 |
0.7792 |
0.7743 |
|