CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 05-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2022 |
05-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7793 |
0.7853 |
0.0060 |
0.8% |
0.7824 |
High |
0.7838 |
0.7858 |
0.0020 |
0.2% |
0.7853 |
Low |
0.7781 |
0.7773 |
-0.0009 |
-0.1% |
0.7760 |
Close |
0.7838 |
0.7773 |
-0.0066 |
-0.8% |
0.7786 |
Range |
0.0057 |
0.0085 |
0.0028 |
49.1% |
0.0094 |
ATR |
0.0050 |
0.0053 |
0.0002 |
5.0% |
0.0000 |
Volume |
123 |
51 |
-72 |
-58.5% |
840 |
|
Daily Pivots for day following 05-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8056 |
0.7999 |
0.7819 |
|
R3 |
0.7971 |
0.7914 |
0.7796 |
|
R2 |
0.7886 |
0.7886 |
0.7788 |
|
R1 |
0.7829 |
0.7829 |
0.7780 |
0.7815 |
PP |
0.7801 |
0.7801 |
0.7801 |
0.7794 |
S1 |
0.7744 |
0.7744 |
0.7765 |
0.7730 |
S2 |
0.7716 |
0.7716 |
0.7757 |
|
S3 |
0.7631 |
0.7659 |
0.7749 |
|
S4 |
0.7546 |
0.7574 |
0.7726 |
|
|
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 |
0.7858 |
0.7741 |
0.0117 |
1.5% |
0.0054 |
0.7% |
27% |
True |
False |
138 |
10 |
0.7944 |
0.7741 |
0.0204 |
2.6% |
0.0053 |
0.7% |
16% |
False |
False |
160 |
20 |
0.8007 |
0.7741 |
0.0267 |
3.4% |
0.0045 |
0.6% |
12% |
False |
False |
111 |
40 |
0.8053 |
0.7741 |
0.0313 |
4.0% |
0.0041 |
0.5% |
10% |
False |
False |
81 |
60 |
0.8053 |
0.7741 |
0.0313 |
4.0% |
0.0042 |
0.5% |
10% |
False |
False |
110 |
80 |
0.8053 |
0.7741 |
0.0313 |
4.0% |
0.0040 |
0.5% |
10% |
False |
False |
95 |
100 |
0.8053 |
0.7699 |
0.0354 |
4.6% |
0.0038 |
0.5% |
21% |
False |
False |
81 |
120 |
0.8053 |
0.7699 |
0.0354 |
4.6% |
0.0036 |
0.5% |
21% |
False |
False |
77 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8219 |
2.618 |
0.8080 |
1.618 |
0.7995 |
1.000 |
0.7943 |
0.618 |
0.7910 |
HIGH |
0.7858 |
0.618 |
0.7825 |
0.500 |
0.7815 |
0.382 |
0.7805 |
LOW |
0.7773 |
0.618 |
0.7720 |
1.000 |
0.7688 |
1.618 |
0.7635 |
2.618 |
0.7550 |
4.250 |
0.7411 |
|
|
Fisher Pivots for day following 05-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7815 |
0.7814 |
PP |
0.7801 |
0.7800 |
S1 |
0.7787 |
0.7786 |
|