CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 10-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2022 |
10-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7725 |
0.7690 |
-0.0035 |
-0.5% |
0.7776 |
High |
0.7730 |
0.7690 |
-0.0040 |
-0.5% |
0.7858 |
Low |
0.7687 |
0.7663 |
-0.0024 |
-0.3% |
0.7740 |
Close |
0.7693 |
0.7672 |
-0.0021 |
-0.3% |
0.7742 |
Range |
0.0044 |
0.0028 |
-0.0016 |
-36.8% |
0.0118 |
ATR |
0.0053 |
0.0052 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
359 |
53 |
-306 |
-85.2% |
712 |
|
Daily Pivots for day following 10-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7757 |
0.7742 |
0.7687 |
|
R3 |
0.7730 |
0.7715 |
0.7680 |
|
R2 |
0.7702 |
0.7702 |
0.7677 |
|
R1 |
0.7687 |
0.7687 |
0.7675 |
0.7681 |
PP |
0.7675 |
0.7675 |
0.7675 |
0.7672 |
S1 |
0.7660 |
0.7660 |
0.7669 |
0.7654 |
S2 |
0.7647 |
0.7647 |
0.7667 |
|
S3 |
0.7620 |
0.7632 |
0.7664 |
|
S4 |
0.7592 |
0.7605 |
0.7657 |
|
|
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 |
0.7663 |
0.0195 |
2.5% |
0.0054 |
0.7% |
5% |
False |
True |
142 |
10 |
0.7858 |
0.7663 |
0.0195 |
2.5% |
0.0048 |
0.6% |
5% |
False |
True |
166 |
20 |
0.8007 |
0.7663 |
0.0345 |
4.5% |
0.0047 |
0.6% |
3% |
False |
True |
131 |
40 |
0.8053 |
0.7663 |
0.0391 |
5.1% |
0.0041 |
0.5% |
2% |
False |
True |
83 |
60 |
0.8053 |
0.7663 |
0.0391 |
5.1% |
0.0043 |
0.6% |
2% |
False |
True |
111 |
80 |
0.8053 |
0.7663 |
0.0391 |
5.1% |
0.0041 |
0.5% |
2% |
False |
True |
101 |
100 |
0.8053 |
0.7663 |
0.0391 |
5.1% |
0.0038 |
0.5% |
2% |
False |
True |
86 |
120 |
0.8053 |
0.7663 |
0.0391 |
5.1% |
0.0036 |
0.5% |
2% |
False |
True |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7807 |
2.618 |
0.7762 |
1.618 |
0.7734 |
1.000 |
0.7718 |
0.618 |
0.7707 |
HIGH |
0.7690 |
0.618 |
0.7679 |
0.500 |
0.7676 |
0.382 |
0.7673 |
LOW |
0.7663 |
0.618 |
0.7646 |
1.000 |
0.7635 |
1.618 |
0.7618 |
2.618 |
0.7591 |
4.250 |
0.7546 |
|
|
Fisher Pivots for day following 10-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7676 |
0.7729 |
PP |
0.7675 |
0.7710 |
S1 |
0.7673 |
0.7691 |
|