CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 16-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2022 |
16-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7684 |
0.7717 |
0.0033 |
0.4% |
0.7725 |
High |
0.7739 |
0.7786 |
0.0048 |
0.6% |
0.7739 |
Low |
0.7683 |
0.7713 |
0.0030 |
0.4% |
0.7644 |
Close |
0.7731 |
0.7786 |
0.0055 |
0.7% |
0.7731 |
Range |
0.0056 |
0.0074 |
0.0018 |
31.3% |
0.0095 |
ATR |
0.0055 |
0.0057 |
0.0001 |
2.3% |
0.0000 |
Volume |
102 |
46 |
-56 |
-54.9% |
831 |
|
Daily Pivots for day following 16-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7982 |
0.7958 |
0.7826 |
|
R3 |
0.7909 |
0.7884 |
0.7806 |
|
R2 |
0.7835 |
0.7835 |
0.7799 |
|
R1 |
0.7811 |
0.7811 |
0.7793 |
0.7823 |
PP |
0.7762 |
0.7762 |
0.7762 |
0.7768 |
S1 |
0.7737 |
0.7737 |
0.7779 |
0.7749 |
S2 |
0.7688 |
0.7688 |
0.7773 |
|
S3 |
0.7615 |
0.7664 |
0.7766 |
|
S4 |
0.7541 |
0.7590 |
0.7746 |
|
|
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 |
0.7786 |
0.7644 |
0.0143 |
1.8% |
0.0048 |
0.6% |
100% |
True |
False |
103 |
10 |
0.7858 |
0.7644 |
0.0214 |
2.7% |
0.0049 |
0.6% |
67% |
False |
False |
142 |
20 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0049 |
0.6% |
39% |
False |
False |
139 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
35% |
False |
False |
92 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0045 |
0.6% |
35% |
False |
False |
117 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
35% |
False |
False |
105 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0040 |
0.5% |
35% |
False |
False |
89 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0037 |
0.5% |
35% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8098 |
2.618 |
0.7978 |
1.618 |
0.7905 |
1.000 |
0.7860 |
0.618 |
0.7831 |
HIGH |
0.7786 |
0.618 |
0.7758 |
0.500 |
0.7749 |
0.382 |
0.7741 |
LOW |
0.7713 |
0.618 |
0.7667 |
1.000 |
0.7639 |
1.618 |
0.7594 |
2.618 |
0.7520 |
4.250 |
0.7400 |
|
|
Fisher Pivots for day following 16-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7774 |
0.7762 |
PP |
0.7762 |
0.7739 |
S1 |
0.7749 |
0.7715 |
|