CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 18-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7779 |
0.7805 |
0.0026 |
0.3% |
0.7739 |
High |
0.7807 |
0.7810 |
0.0004 |
0.0% |
0.7745 |
Low |
0.7777 |
0.7753 |
-0.0024 |
-0.3% |
0.7646 |
Close |
0.7793 |
0.7762 |
-0.0031 |
-0.4% |
0.7732 |
Range |
0.0030 |
0.0057 |
0.0028 |
93.2% |
0.0100 |
ATR |
0.0059 |
0.0058 |
0.0000 |
-0.2% |
0.0000 |
Volume |
1,708 |
790 |
-918 |
-53.7% |
2,599 |
|
Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7946 |
0.7911 |
0.7793 |
|
R3 |
0.7889 |
0.7854 |
0.7778 |
|
R2 |
0.7832 |
0.7832 |
0.7772 |
|
R1 |
0.7797 |
0.7797 |
0.7767 |
0.7786 |
PP |
0.7775 |
0.7775 |
0.7775 |
0.7770 |
S1 |
0.7740 |
0.7740 |
0.7757 |
0.7729 |
S2 |
0.7718 |
0.7718 |
0.7752 |
|
S3 |
0.7661 |
0.7683 |
0.7746 |
|
S4 |
0.7604 |
0.7626 |
0.7731 |
|
|
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 |
0.7810 |
0.7646 |
0.0165 |
2.1% |
0.0057 |
0.7% |
71% |
True |
False |
824 |
10 |
0.7859 |
0.7646 |
0.0214 |
2.8% |
0.0061 |
0.8% |
55% |
False |
False |
578 |
20 |
0.8008 |
0.7646 |
0.0362 |
4.7% |
0.0058 |
0.8% |
32% |
False |
False |
399 |
40 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0048 |
0.6% |
28% |
False |
False |
234 |
60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0046 |
0.6% |
28% |
False |
False |
203 |
80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0042 |
0.5% |
28% |
False |
False |
160 |
100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0037 |
0.5% |
28% |
False |
False |
131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8052 |
2.618 |
0.7959 |
1.618 |
0.7902 |
1.000 |
0.7867 |
0.618 |
0.7845 |
HIGH |
0.7810 |
0.618 |
0.7788 |
0.500 |
0.7782 |
0.382 |
0.7775 |
LOW |
0.7753 |
0.618 |
0.7718 |
1.000 |
0.7696 |
1.618 |
0.7661 |
2.618 |
0.7604 |
4.250 |
0.7511 |
|
|
Fisher Pivots for day following 18-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7782 |
0.7760 |
PP |
0.7775 |
0.7759 |
S1 |
0.7769 |
0.7757 |
|