CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 09-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2022 |
09-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7744 |
0.7725 |
-0.0019 |
-0.2% |
0.7776 |
High |
0.7796 |
0.7730 |
-0.0066 |
-0.8% |
0.7858 |
Low |
0.7740 |
0.7687 |
-0.0053 |
-0.7% |
0.7740 |
Close |
0.7742 |
0.7693 |
-0.0049 |
-0.6% |
0.7742 |
Range |
0.0057 |
0.0044 |
-0.0013 |
-23.0% |
0.0118 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.3% |
0.0000 |
Volume |
127 |
359 |
232 |
182.7% |
712 |
|
Daily Pivots for day following 09-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7834 |
0.7807 |
0.7717 |
|
R3 |
0.7790 |
0.7763 |
0.7705 |
|
R2 |
0.7747 |
0.7747 |
0.7701 |
|
R1 |
0.7720 |
0.7720 |
0.7697 |
0.7712 |
PP |
0.7703 |
0.7703 |
0.7703 |
0.7699 |
S1 |
0.7676 |
0.7676 |
0.7689 |
0.7668 |
S2 |
0.7660 |
0.7660 |
0.7685 |
|
S3 |
0.7616 |
0.7633 |
0.7681 |
|
S4 |
0.7573 |
0.7589 |
0.7669 |
|
|
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 |
0.7687 |
0.0171 |
2.2% |
0.0051 |
0.7% |
4% |
False |
True |
181 |
10 |
0.7858 |
0.7687 |
0.0171 |
2.2% |
0.0050 |
0.7% |
4% |
False |
True |
175 |
20 |
0.8007 |
0.7687 |
0.0321 |
4.2% |
0.0047 |
0.6% |
2% |
False |
True |
131 |
40 |
0.8053 |
0.7687 |
0.0367 |
4.8% |
0.0041 |
0.5% |
2% |
False |
True |
82 |
60 |
0.8053 |
0.7687 |
0.0367 |
4.8% |
0.0043 |
0.6% |
2% |
False |
True |
111 |
80 |
0.8053 |
0.7687 |
0.0367 |
4.8% |
0.0041 |
0.5% |
2% |
False |
True |
100 |
100 |
0.8053 |
0.7687 |
0.0367 |
4.8% |
0.0038 |
0.5% |
2% |
False |
True |
85 |
120 |
0.8053 |
0.7687 |
0.0367 |
4.8% |
0.0036 |
0.5% |
2% |
False |
True |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7915 |
2.618 |
0.7844 |
1.618 |
0.7800 |
1.000 |
0.7774 |
0.618 |
0.7757 |
HIGH |
0.7730 |
0.618 |
0.7713 |
0.500 |
0.7708 |
0.382 |
0.7703 |
LOW |
0.7687 |
0.618 |
0.7660 |
1.000 |
0.7643 |
1.618 |
0.7616 |
2.618 |
0.7573 |
4.250 |
0.7502 |
|
|
Fisher Pivots for day following 09-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7708 |
0.7772 |
PP |
0.7703 |
0.7746 |
S1 |
0.7698 |
0.7719 |
|