CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 25-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7825 |
0.7797 |
-0.0028 |
-0.4% |
0.7743 |
High |
0.7825 |
0.7804 |
-0.0022 |
-0.3% |
0.7823 |
Low |
0.7771 |
0.7760 |
-0.0011 |
-0.1% |
0.7704 |
Close |
0.7788 |
0.7804 |
0.0016 |
0.2% |
0.7779 |
Range |
0.0055 |
0.0044 |
-0.0011 |
-20.2% |
0.0120 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
1,933 |
926 |
-1,007 |
-52.1% |
5,146 |
|
Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7920 |
0.7905 |
0.7827 |
|
R3 |
0.7876 |
0.7862 |
0.7815 |
|
R2 |
0.7833 |
0.7833 |
0.7811 |
|
R1 |
0.7818 |
0.7818 |
0.7807 |
0.7825 |
PP |
0.7789 |
0.7789 |
0.7789 |
0.7793 |
S1 |
0.7775 |
0.7775 |
0.7800 |
0.7782 |
S2 |
0.7746 |
0.7746 |
0.7796 |
|
S3 |
0.7702 |
0.7731 |
0.7792 |
|
S4 |
0.7659 |
0.7688 |
0.7780 |
|
|
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 |
0.7757 |
0.0069 |
0.9% |
0.0049 |
0.6% |
67% |
False |
False |
1,140 |
10 |
0.7826 |
0.7646 |
0.0181 |
2.3% |
0.0053 |
0.7% |
88% |
False |
False |
982 |
20 |
0.7859 |
0.7646 |
0.0214 |
2.7% |
0.0056 |
0.7% |
74% |
False |
False |
627 |
40 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0049 |
0.6% |
39% |
False |
False |
368 |
60 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0046 |
0.6% |
39% |
False |
False |
288 |
80 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0042 |
0.5% |
39% |
False |
False |
228 |
100 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0040 |
0.5% |
39% |
False |
False |
188 |
120 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0035 |
0.5% |
39% |
False |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7988 |
2.618 |
0.7917 |
1.618 |
0.7874 |
1.000 |
0.7847 |
0.618 |
0.7830 |
HIGH |
0.7804 |
0.618 |
0.7787 |
0.500 |
0.7782 |
0.382 |
0.7777 |
LOW |
0.7760 |
0.618 |
0.7733 |
1.000 |
0.7717 |
1.618 |
0.7690 |
2.618 |
0.7646 |
4.250 |
0.7575 |
|
|
Fisher Pivots for day following 25-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7796 |
0.7800 |
PP |
0.7789 |
0.7797 |
S1 |
0.7782 |
0.7793 |
|