CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 23-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7801 |
0.7796 |
-0.0005 |
-0.1% |
0.7743 |
High |
0.7823 |
0.7826 |
0.0003 |
0.0% |
0.7823 |
Low |
0.7769 |
0.7796 |
0.0028 |
0.4% |
0.7704 |
Close |
0.7779 |
0.7821 |
0.0042 |
0.5% |
0.7779 |
Range |
0.0055 |
0.0030 |
-0.0025 |
-45.0% |
0.0120 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
1,469 |
521 |
-948 |
-64.5% |
5,146 |
|
Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7904 |
0.7893 |
0.7838 |
|
R3 |
0.7874 |
0.7863 |
0.7829 |
|
R2 |
0.7844 |
0.7844 |
0.7827 |
|
R1 |
0.7833 |
0.7833 |
0.7824 |
0.7839 |
PP |
0.7814 |
0.7814 |
0.7814 |
0.7817 |
S1 |
0.7803 |
0.7803 |
0.7818 |
0.7809 |
S2 |
0.7784 |
0.7784 |
0.7816 |
|
S3 |
0.7754 |
0.7773 |
0.7813 |
|
S4 |
0.7724 |
0.7743 |
0.7805 |
|
|
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 |
0.7826 |
0.7753 |
0.0073 |
0.9% |
0.0046 |
0.6% |
93% |
True |
False |
1,068 |
10 |
0.7826 |
0.7646 |
0.0181 |
2.3% |
0.0055 |
0.7% |
97% |
True |
False |
744 |
20 |
0.7859 |
0.7646 |
0.0214 |
2.7% |
0.0056 |
0.7% |
82% |
False |
False |
504 |
40 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0048 |
0.6% |
43% |
False |
False |
298 |
60 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0046 |
0.6% |
43% |
False |
False |
245 |
80 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0042 |
0.5% |
43% |
False |
False |
194 |
100 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0039 |
0.5% |
43% |
False |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7954 |
2.618 |
0.7905 |
1.618 |
0.7875 |
1.000 |
0.7856 |
0.618 |
0.7845 |
HIGH |
0.7826 |
0.618 |
0.7815 |
0.500 |
0.7811 |
0.382 |
0.7807 |
LOW |
0.7796 |
0.618 |
0.7777 |
1.000 |
0.7766 |
1.618 |
0.7747 |
2.618 |
0.7717 |
4.250 |
0.7669 |
|
|
Fisher Pivots for day following 23-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7818 |
0.7811 |
PP |
0.7814 |
0.7801 |
S1 |
0.7811 |
0.7792 |
|