CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 17-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2022 |
17-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7717 |
0.7803 |
0.0086 |
1.1% |
0.7725 |
High |
0.7786 |
0.7803 |
0.0017 |
0.2% |
0.7739 |
Low |
0.7713 |
0.7782 |
0.0070 |
0.9% |
0.7644 |
Close |
0.7786 |
0.7793 |
0.0007 |
0.1% |
0.7731 |
Range |
0.0074 |
0.0021 |
-0.0053 |
-72.1% |
0.0095 |
ATR |
0.0057 |
0.0054 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
46 |
151 |
105 |
228.3% |
831 |
|
Daily Pivots for day following 17-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7854 |
0.7844 |
0.7804 |
|
R3 |
0.7833 |
0.7823 |
0.7798 |
|
R2 |
0.7813 |
0.7813 |
0.7796 |
|
R1 |
0.7803 |
0.7803 |
0.7794 |
0.7798 |
PP |
0.7792 |
0.7792 |
0.7792 |
0.7790 |
S1 |
0.7782 |
0.7782 |
0.7791 |
0.7777 |
S2 |
0.7772 |
0.7772 |
0.7789 |
|
S3 |
0.7751 |
0.7762 |
0.7787 |
|
S4 |
0.7731 |
0.7741 |
0.7781 |
|
|
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 |
0.7803 |
0.7644 |
0.0159 |
2.0% |
0.0046 |
0.6% |
94% |
True |
False |
123 |
10 |
0.7858 |
0.7644 |
0.0214 |
2.7% |
0.0050 |
0.6% |
70% |
False |
False |
132 |
20 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0049 |
0.6% |
41% |
False |
False |
143 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
36% |
False |
False |
94 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0044 |
0.6% |
36% |
False |
False |
118 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.5% |
36% |
False |
False |
107 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0039 |
0.5% |
36% |
False |
False |
90 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0037 |
0.5% |
36% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7890 |
2.618 |
0.7856 |
1.618 |
0.7836 |
1.000 |
0.7823 |
0.618 |
0.7815 |
HIGH |
0.7803 |
0.618 |
0.7795 |
0.500 |
0.7792 |
0.382 |
0.7790 |
LOW |
0.7782 |
0.618 |
0.7769 |
1.000 |
0.7762 |
1.618 |
0.7749 |
2.618 |
0.7728 |
4.250 |
0.7695 |
|
|
Fisher Pivots for day following 17-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7792 |
0.7776 |
PP |
0.7792 |
0.7759 |
S1 |
0.7792 |
0.7743 |
|