CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 13-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2022 |
13-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7685 |
0.7684 |
-0.0001 |
0.0% |
0.7725 |
High |
0.7685 |
0.7739 |
0.0054 |
0.7% |
0.7739 |
Low |
0.7644 |
0.7683 |
0.0039 |
0.5% |
0.7644 |
Close |
0.7644 |
0.7731 |
0.0088 |
1.1% |
0.7731 |
Range |
0.0042 |
0.0056 |
0.0015 |
34.9% |
0.0095 |
ATR |
0.0052 |
0.0055 |
0.0003 |
5.8% |
0.0000 |
Volume |
277 |
102 |
-175 |
-63.2% |
831 |
|
Daily Pivots for day following 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7885 |
0.7864 |
0.7762 |
|
R3 |
0.7829 |
0.7808 |
0.7746 |
|
R2 |
0.7773 |
0.7773 |
0.7741 |
|
R1 |
0.7752 |
0.7752 |
0.7736 |
0.7763 |
PP |
0.7717 |
0.7717 |
0.7717 |
0.7723 |
S1 |
0.7696 |
0.7696 |
0.7726 |
0.7707 |
S2 |
0.7661 |
0.7661 |
0.7721 |
|
S3 |
0.7605 |
0.7640 |
0.7716 |
|
S4 |
0.7549 |
0.7584 |
0.7700 |
|
|
Weekly Pivots for week ending 13-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7989 |
0.7955 |
0.7783 |
|
R3 |
0.7894 |
0.7860 |
0.7757 |
|
R2 |
0.7799 |
0.7799 |
0.7748 |
|
R1 |
0.7765 |
0.7765 |
0.7740 |
0.7782 |
PP |
0.7704 |
0.7704 |
0.7704 |
0.7713 |
S1 |
0.7670 |
0.7670 |
0.7722 |
0.7687 |
S2 |
0.7609 |
0.7609 |
0.7714 |
|
S3 |
0.7514 |
0.7575 |
0.7705 |
|
S4 |
0.7419 |
0.7480 |
0.7679 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7739 |
0.7644 |
0.0095 |
1.2% |
0.0042 |
0.5% |
92% |
True |
False |
166 |
10 |
0.7858 |
0.7644 |
0.0214 |
2.8% |
0.0045 |
0.6% |
41% |
False |
False |
154 |
20 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0045 |
0.6% |
24% |
False |
False |
137 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
21% |
False |
False |
91 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0044 |
0.6% |
21% |
False |
False |
116 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
21% |
False |
False |
105 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0039 |
0.5% |
21% |
False |
False |
89 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0037 |
0.5% |
21% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7977 |
2.618 |
0.7885 |
1.618 |
0.7829 |
1.000 |
0.7795 |
0.618 |
0.7773 |
HIGH |
0.7739 |
0.618 |
0.7717 |
0.500 |
0.7711 |
0.382 |
0.7704 |
LOW |
0.7683 |
0.618 |
0.7648 |
1.000 |
0.7627 |
1.618 |
0.7592 |
2.618 |
0.7536 |
4.250 |
0.7445 |
|
|
Fisher Pivots for day following 13-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7724 |
0.7718 |
PP |
0.7717 |
0.7704 |
S1 |
0.7711 |
0.7691 |
|