CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 18-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2022 |
18-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7803 |
0.7803 |
0.0000 |
0.0% |
0.7725 |
High |
0.7803 |
0.7809 |
0.0006 |
0.1% |
0.7739 |
Low |
0.7782 |
0.7750 |
-0.0032 |
-0.4% |
0.7644 |
Close |
0.7793 |
0.7760 |
-0.0033 |
-0.4% |
0.7731 |
Range |
0.0021 |
0.0059 |
0.0038 |
185.4% |
0.0095 |
ATR |
0.0054 |
0.0054 |
0.0000 |
0.6% |
0.0000 |
Volume |
151 |
203 |
52 |
34.4% |
831 |
|
Daily Pivots for day following 18-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7948 |
0.7913 |
0.7792 |
|
R3 |
0.7890 |
0.7854 |
0.7776 |
|
R2 |
0.7831 |
0.7831 |
0.7771 |
|
R1 |
0.7796 |
0.7796 |
0.7765 |
0.7784 |
PP |
0.7773 |
0.7773 |
0.7773 |
0.7767 |
S1 |
0.7737 |
0.7737 |
0.7755 |
0.7726 |
S2 |
0.7714 |
0.7714 |
0.7749 |
|
S3 |
0.7656 |
0.7679 |
0.7744 |
|
S4 |
0.7597 |
0.7620 |
0.7728 |
|
|
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 |
0.7809 |
0.7644 |
0.0165 |
2.1% |
0.0050 |
0.6% |
71% |
True |
False |
155 |
10 |
0.7858 |
0.7644 |
0.0214 |
2.8% |
0.0050 |
0.6% |
54% |
False |
False |
140 |
20 |
0.8005 |
0.7644 |
0.0362 |
4.7% |
0.0051 |
0.7% |
32% |
False |
False |
152 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.5% |
28% |
False |
False |
99 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0044 |
0.6% |
28% |
False |
False |
120 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.5% |
28% |
False |
False |
108 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0040 |
0.5% |
28% |
False |
False |
92 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0037 |
0.5% |
28% |
False |
False |
86 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8057 |
2.618 |
0.7962 |
1.618 |
0.7903 |
1.000 |
0.7867 |
0.618 |
0.7845 |
HIGH |
0.7809 |
0.618 |
0.7786 |
0.500 |
0.7779 |
0.382 |
0.7772 |
LOW |
0.7750 |
0.618 |
0.7714 |
1.000 |
0.7692 |
1.618 |
0.7655 |
2.618 |
0.7597 |
4.250 |
0.7501 |
|
|
Fisher Pivots for day following 18-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7779 |
0.7761 |
PP |
0.7773 |
0.7760 |
S1 |
0.7766 |
0.7760 |
|