CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 20-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7758 |
0.7801 |
0.0043 |
0.6% |
0.7743 |
High |
0.7818 |
0.7823 |
0.0005 |
0.1% |
0.7823 |
Low |
0.7757 |
0.7769 |
0.0012 |
0.1% |
0.7704 |
Close |
0.7811 |
0.7779 |
-0.0032 |
-0.4% |
0.7779 |
Range |
0.0061 |
0.0055 |
-0.0007 |
-10.7% |
0.0120 |
ATR |
0.0059 |
0.0058 |
0.0000 |
-0.5% |
0.0000 |
Volume |
852 |
1,469 |
617 |
72.4% |
5,146 |
|
Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7954 |
0.7921 |
0.7809 |
|
R3 |
0.7899 |
0.7866 |
0.7794 |
|
R2 |
0.7845 |
0.7845 |
0.7789 |
|
R1 |
0.7812 |
0.7812 |
0.7784 |
0.7801 |
PP |
0.7790 |
0.7790 |
0.7790 |
0.7785 |
S1 |
0.7757 |
0.7757 |
0.7774 |
0.7747 |
S2 |
0.7736 |
0.7736 |
0.7769 |
|
S3 |
0.7681 |
0.7703 |
0.7764 |
|
S4 |
0.7627 |
0.7648 |
0.7749 |
|
|
Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8127 |
0.8073 |
0.7845 |
|
R3 |
0.8008 |
0.7953 |
0.7812 |
|
R2 |
0.7888 |
0.7888 |
0.7801 |
|
R1 |
0.7834 |
0.7834 |
0.7790 |
0.7861 |
PP |
0.7769 |
0.7769 |
0.7769 |
0.7782 |
S1 |
0.7714 |
0.7714 |
0.7768 |
0.7741 |
S2 |
0.7649 |
0.7649 |
0.7757 |
|
S3 |
0.7530 |
0.7595 |
0.7746 |
|
S4 |
0.7410 |
0.7475 |
0.7713 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7823 |
0.7704 |
0.0120 |
1.5% |
0.0057 |
0.7% |
63% |
True |
False |
1,029 |
10 |
0.7823 |
0.7646 |
0.0178 |
2.3% |
0.0058 |
0.7% |
75% |
True |
False |
774 |
20 |
0.7859 |
0.7646 |
0.0214 |
2.7% |
0.0056 |
0.7% |
63% |
False |
False |
493 |
40 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0049 |
0.6% |
33% |
False |
False |
288 |
60 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0046 |
0.6% |
33% |
False |
False |
239 |
80 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0042 |
0.5% |
33% |
False |
False |
188 |
100 |
0.8055 |
0.7646 |
0.0410 |
5.3% |
0.0039 |
0.5% |
33% |
False |
False |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8055 |
2.618 |
0.7966 |
1.618 |
0.7911 |
1.000 |
0.7878 |
0.618 |
0.7857 |
HIGH |
0.7823 |
0.618 |
0.7802 |
0.500 |
0.7796 |
0.382 |
0.7789 |
LOW |
0.7769 |
0.618 |
0.7735 |
1.000 |
0.7714 |
1.618 |
0.7680 |
2.618 |
0.7626 |
4.250 |
0.7537 |
|
|
Fisher Pivots for day following 20-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7796 |
0.7788 |
PP |
0.7790 |
0.7785 |
S1 |
0.7785 |
0.7782 |
|