CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 03-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7776 |
0.7771 |
-0.0005 |
-0.1% |
0.7824 |
High |
0.7776 |
0.7782 |
0.0006 |
0.1% |
0.7853 |
Low |
0.7741 |
0.7770 |
0.0030 |
0.4% |
0.7760 |
Close |
0.7741 |
0.7780 |
0.0039 |
0.5% |
0.7786 |
Range |
0.0035 |
0.0012 |
-0.0024 |
-67.1% |
0.0094 |
ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
166 |
245 |
79 |
47.6% |
840 |
|
Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7812 |
0.7807 |
0.7786 |
|
R3 |
0.7800 |
0.7796 |
0.7783 |
|
R2 |
0.7789 |
0.7789 |
0.7782 |
|
R1 |
0.7784 |
0.7784 |
0.7781 |
0.7786 |
PP |
0.7777 |
0.7777 |
0.7777 |
0.7778 |
S1 |
0.7773 |
0.7773 |
0.7778 |
0.7775 |
S2 |
0.7766 |
0.7766 |
0.7777 |
|
S3 |
0.7754 |
0.7761 |
0.7776 |
|
S4 |
0.7743 |
0.7750 |
0.7773 |
|
|
Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8080 |
0.8026 |
0.7837 |
|
R3 |
0.7986 |
0.7933 |
0.7811 |
|
R2 |
0.7893 |
0.7893 |
0.7803 |
|
R1 |
0.7839 |
0.7839 |
0.7794 |
0.7819 |
PP |
0.7799 |
0.7799 |
0.7799 |
0.7789 |
S1 |
0.7746 |
0.7746 |
0.7777 |
0.7726 |
S2 |
0.7706 |
0.7706 |
0.7768 |
|
S3 |
0.7612 |
0.7652 |
0.7760 |
|
S4 |
0.7519 |
0.7559 |
0.7734 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7853 |
0.7741 |
0.0113 |
1.4% |
0.0043 |
0.5% |
35% |
False |
False |
190 |
10 |
0.8007 |
0.7741 |
0.0267 |
3.4% |
0.0047 |
0.6% |
15% |
False |
False |
154 |
20 |
0.8053 |
0.7741 |
0.0313 |
4.0% |
0.0042 |
0.5% |
12% |
False |
False |
109 |
40 |
0.8053 |
0.7741 |
0.0313 |
4.0% |
0.0040 |
0.5% |
12% |
False |
False |
95 |
60 |
0.8053 |
0.7741 |
0.0313 |
4.0% |
0.0041 |
0.5% |
12% |
False |
False |
108 |
80 |
0.8053 |
0.7741 |
0.0313 |
4.0% |
0.0040 |
0.5% |
12% |
False |
False |
94 |
100 |
0.8053 |
0.7699 |
0.0354 |
4.6% |
0.0036 |
0.5% |
23% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7830 |
2.618 |
0.7812 |
1.618 |
0.7800 |
1.000 |
0.7793 |
0.618 |
0.7789 |
HIGH |
0.7782 |
0.618 |
0.7777 |
0.500 |
0.7776 |
0.382 |
0.7774 |
LOW |
0.7770 |
0.618 |
0.7763 |
1.000 |
0.7759 |
1.618 |
0.7751 |
2.618 |
0.7740 |
4.250 |
0.7721 |
|
|
Fisher Pivots for day following 03-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7778 |
0.7797 |
PP |
0.7777 |
0.7791 |
S1 |
0.7776 |
0.7785 |
|