CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 19-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7805 |
0.7758 |
-0.0047 |
-0.6% |
0.7739 |
High |
0.7810 |
0.7818 |
0.0008 |
0.1% |
0.7745 |
Low |
0.7753 |
0.7757 |
0.0004 |
0.1% |
0.7646 |
Close |
0.7762 |
0.7811 |
0.0049 |
0.6% |
0.7732 |
Range |
0.0057 |
0.0061 |
0.0004 |
7.0% |
0.0100 |
ATR |
0.0058 |
0.0059 |
0.0000 |
0.3% |
0.0000 |
Volume |
790 |
852 |
62 |
7.8% |
2,599 |
|
Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7978 |
0.7956 |
0.7845 |
|
R3 |
0.7917 |
0.7895 |
0.7828 |
|
R2 |
0.7856 |
0.7856 |
0.7822 |
|
R1 |
0.7834 |
0.7834 |
0.7817 |
0.7845 |
PP |
0.7795 |
0.7795 |
0.7795 |
0.7801 |
S1 |
0.7773 |
0.7773 |
0.7805 |
0.7784 |
S2 |
0.7734 |
0.7734 |
0.7800 |
|
S3 |
0.7673 |
0.7712 |
0.7794 |
|
S4 |
0.7612 |
0.7651 |
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 |
0.7818 |
0.7679 |
0.0139 |
1.8% |
0.0060 |
0.8% |
95% |
True |
False |
796 |
10 |
0.7818 |
0.7646 |
0.0173 |
2.2% |
0.0058 |
0.7% |
96% |
True |
False |
645 |
20 |
0.7948 |
0.7646 |
0.0302 |
3.9% |
0.0058 |
0.7% |
55% |
False |
False |
440 |
40 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0048 |
0.6% |
40% |
False |
False |
252 |
60 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0046 |
0.6% |
40% |
False |
False |
217 |
80 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0043 |
0.5% |
40% |
False |
False |
170 |
100 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0038 |
0.5% |
40% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8077 |
2.618 |
0.7978 |
1.618 |
0.7917 |
1.000 |
0.7879 |
0.618 |
0.7856 |
HIGH |
0.7818 |
0.618 |
0.7795 |
0.500 |
0.7788 |
0.382 |
0.7780 |
LOW |
0.7757 |
0.618 |
0.7719 |
1.000 |
0.7696 |
1.618 |
0.7658 |
2.618 |
0.7597 |
4.250 |
0.7498 |
|
|
Fisher Pivots for day following 19-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7803 |
0.7803 |
PP |
0.7795 |
0.7794 |
S1 |
0.7788 |
0.7786 |
|