CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 04-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2022 |
04-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7771 |
0.7793 |
0.0023 |
0.3% |
0.7824 |
High |
0.7782 |
0.7838 |
0.0057 |
0.7% |
0.7853 |
Low |
0.7770 |
0.7781 |
0.0011 |
0.1% |
0.7760 |
Close |
0.7780 |
0.7838 |
0.0059 |
0.8% |
0.7786 |
Range |
0.0012 |
0.0057 |
0.0046 |
395.7% |
0.0094 |
ATR |
0.0050 |
0.0050 |
0.0001 |
1.3% |
0.0000 |
Volume |
245 |
123 |
-122 |
-49.8% |
840 |
|
Daily Pivots for day following 04-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7990 |
0.7971 |
0.7869 |
|
R3 |
0.7933 |
0.7914 |
0.7854 |
|
R2 |
0.7876 |
0.7876 |
0.7848 |
|
R1 |
0.7857 |
0.7857 |
0.7843 |
0.7867 |
PP |
0.7819 |
0.7819 |
0.7819 |
0.7824 |
S1 |
0.7800 |
0.7800 |
0.7833 |
0.7810 |
S2 |
0.7762 |
0.7762 |
0.7828 |
|
S3 |
0.7705 |
0.7743 |
0.7822 |
|
S4 |
0.7648 |
0.7686 |
0.7807 |
|
|
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% |
0.0047 |
0.6% |
87% |
False |
False |
158 |
10 |
0.8005 |
0.7741 |
0.0265 |
3.4% |
0.0051 |
0.7% |
37% |
False |
False |
163 |
20 |
0.8007 |
0.7741 |
0.0267 |
3.4% |
0.0043 |
0.5% |
37% |
False |
False |
112 |
40 |
0.8053 |
0.7741 |
0.0313 |
4.0% |
0.0040 |
0.5% |
31% |
False |
False |
89 |
60 |
0.8053 |
0.7741 |
0.0313 |
4.0% |
0.0041 |
0.5% |
31% |
False |
False |
110 |
80 |
0.8053 |
0.7741 |
0.0313 |
4.0% |
0.0040 |
0.5% |
31% |
False |
False |
95 |
100 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0037 |
0.5% |
39% |
False |
False |
84 |
120 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0035 |
0.4% |
39% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8080 |
2.618 |
0.7987 |
1.618 |
0.7930 |
1.000 |
0.7895 |
0.618 |
0.7873 |
HIGH |
0.7838 |
0.618 |
0.7816 |
0.500 |
0.7810 |
0.382 |
0.7803 |
LOW |
0.7781 |
0.618 |
0.7746 |
1.000 |
0.7724 |
1.618 |
0.7689 |
2.618 |
0.7632 |
4.250 |
0.7539 |
|
|
Fisher Pivots for day following 04-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7829 |
0.7822 |
PP |
0.7819 |
0.7806 |
S1 |
0.7810 |
0.7789 |
|