CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 11-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2022 |
11-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7690 |
0.7708 |
0.0018 |
0.2% |
0.7776 |
High |
0.7690 |
0.7732 |
0.0042 |
0.5% |
0.7858 |
Low |
0.7663 |
0.7692 |
0.0029 |
0.4% |
0.7740 |
Close |
0.7672 |
0.7699 |
0.0027 |
0.3% |
0.7742 |
Range |
0.0028 |
0.0041 |
0.0013 |
47.3% |
0.0118 |
ATR |
0.0052 |
0.0052 |
0.0001 |
1.2% |
0.0000 |
Volume |
53 |
40 |
-13 |
-24.5% |
712 |
|
Daily Pivots for day following 11-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7829 |
0.7804 |
0.7721 |
|
R3 |
0.7788 |
0.7764 |
0.7710 |
|
R2 |
0.7748 |
0.7748 |
0.7706 |
|
R1 |
0.7723 |
0.7723 |
0.7702 |
0.7715 |
PP |
0.7707 |
0.7707 |
0.7707 |
0.7703 |
S1 |
0.7683 |
0.7683 |
0.7695 |
0.7675 |
S2 |
0.7667 |
0.7667 |
0.7691 |
|
S3 |
0.7626 |
0.7642 |
0.7687 |
|
S4 |
0.7586 |
0.7602 |
0.7676 |
|
|
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% |
0.0051 |
0.7% |
18% |
False |
False |
126 |
10 |
0.7858 |
0.7663 |
0.0195 |
2.5% |
0.0049 |
0.6% |
18% |
False |
False |
142 |
20 |
0.8007 |
0.7663 |
0.0345 |
4.5% |
0.0048 |
0.6% |
10% |
False |
False |
124 |
40 |
0.8053 |
0.7663 |
0.0391 |
5.1% |
0.0040 |
0.5% |
9% |
False |
False |
83 |
60 |
0.8053 |
0.7663 |
0.0391 |
5.1% |
0.0043 |
0.6% |
9% |
False |
False |
112 |
80 |
0.8053 |
0.7663 |
0.0391 |
5.1% |
0.0041 |
0.5% |
9% |
False |
False |
101 |
100 |
0.8053 |
0.7663 |
0.0391 |
5.1% |
0.0039 |
0.5% |
9% |
False |
False |
86 |
120 |
0.8053 |
0.7663 |
0.0391 |
5.1% |
0.0036 |
0.5% |
9% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7904 |
2.618 |
0.7838 |
1.618 |
0.7798 |
1.000 |
0.7773 |
0.618 |
0.7757 |
HIGH |
0.7732 |
0.618 |
0.7717 |
0.500 |
0.7712 |
0.382 |
0.7707 |
LOW |
0.7692 |
0.618 |
0.7666 |
1.000 |
0.7651 |
1.618 |
0.7626 |
2.618 |
0.7585 |
4.250 |
0.7519 |
|
|
Fisher Pivots for day following 11-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7712 |
0.7698 |
PP |
0.7707 |
0.7698 |
S1 |
0.7703 |
0.7697 |
|