CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 06-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2022 |
06-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7853 |
0.7744 |
-0.0110 |
-1.4% |
0.7776 |
High |
0.7858 |
0.7796 |
-0.0062 |
-0.8% |
0.7858 |
Low |
0.7773 |
0.7740 |
-0.0033 |
-0.4% |
0.7740 |
Close |
0.7773 |
0.7742 |
-0.0031 |
-0.4% |
0.7742 |
Range |
0.0085 |
0.0057 |
-0.0029 |
-33.5% |
0.0118 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
Volume |
51 |
127 |
76 |
149.0% |
712 |
|
Daily Pivots for day following 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7929 |
0.7892 |
0.7773 |
|
R3 |
0.7872 |
0.7835 |
0.7758 |
|
R2 |
0.7816 |
0.7816 |
0.7752 |
|
R1 |
0.7779 |
0.7779 |
0.7747 |
0.7769 |
PP |
0.7759 |
0.7759 |
0.7759 |
0.7754 |
S1 |
0.7722 |
0.7722 |
0.7737 |
0.7713 |
S2 |
0.7703 |
0.7703 |
0.7732 |
|
S3 |
0.7646 |
0.7666 |
0.7726 |
|
S4 |
0.7590 |
0.7609 |
0.7711 |
|
|
Weekly Pivots for week ending 06-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8134 |
0.8056 |
0.7807 |
|
R3 |
0.8016 |
0.7938 |
0.7774 |
|
R2 |
0.7898 |
0.7898 |
0.7764 |
|
R1 |
0.7820 |
0.7820 |
0.7753 |
0.7800 |
PP |
0.7780 |
0.7780 |
0.7780 |
0.7770 |
S1 |
0.7702 |
0.7702 |
0.7731 |
0.7682 |
S2 |
0.7662 |
0.7662 |
0.7720 |
|
S3 |
0.7544 |
0.7584 |
0.7710 |
|
S4 |
0.7426 |
0.7466 |
0.7677 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7858 |
0.7740 |
0.0118 |
1.5% |
0.0049 |
0.6% |
2% |
False |
True |
142 |
10 |
0.7858 |
0.7740 |
0.0118 |
1.5% |
0.0049 |
0.6% |
2% |
False |
True |
155 |
20 |
0.8007 |
0.7740 |
0.0268 |
3.5% |
0.0047 |
0.6% |
1% |
False |
True |
115 |
40 |
0.8053 |
0.7740 |
0.0314 |
4.0% |
0.0041 |
0.5% |
1% |
False |
True |
78 |
60 |
0.8053 |
0.7740 |
0.0314 |
4.0% |
0.0043 |
0.6% |
1% |
False |
True |
110 |
80 |
0.8053 |
0.7740 |
0.0314 |
4.0% |
0.0040 |
0.5% |
1% |
False |
True |
96 |
100 |
0.8053 |
0.7699 |
0.0354 |
4.6% |
0.0038 |
0.5% |
12% |
False |
False |
82 |
120 |
0.8053 |
0.7699 |
0.0354 |
4.6% |
0.0036 |
0.5% |
12% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8036 |
2.618 |
0.7944 |
1.618 |
0.7887 |
1.000 |
0.7853 |
0.618 |
0.7831 |
HIGH |
0.7796 |
0.618 |
0.7774 |
0.500 |
0.7768 |
0.382 |
0.7761 |
LOW |
0.7740 |
0.618 |
0.7705 |
1.000 |
0.7683 |
1.618 |
0.7648 |
2.618 |
0.7592 |
4.250 |
0.7499 |
|
|
Fisher Pivots for day following 06-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7768 |
0.7799 |
PP |
0.7759 |
0.7780 |
S1 |
0.7751 |
0.7761 |
|