CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 19-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2022 |
19-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7803 |
0.7781 |
-0.0022 |
-0.3% |
0.7725 |
High |
0.7809 |
0.7815 |
0.0007 |
0.1% |
0.7739 |
Low |
0.7750 |
0.7780 |
0.0030 |
0.4% |
0.7644 |
Close |
0.7760 |
0.7810 |
0.0050 |
0.6% |
0.7731 |
Range |
0.0059 |
0.0036 |
-0.0023 |
-39.3% |
0.0095 |
ATR |
0.0054 |
0.0054 |
0.0000 |
0.1% |
0.0000 |
Volume |
203 |
385 |
182 |
89.7% |
831 |
|
Daily Pivots for day following 19-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7908 |
0.7894 |
0.7829 |
|
R3 |
0.7872 |
0.7859 |
0.7819 |
|
R2 |
0.7837 |
0.7837 |
0.7816 |
|
R1 |
0.7823 |
0.7823 |
0.7813 |
0.7830 |
PP |
0.7801 |
0.7801 |
0.7801 |
0.7805 |
S1 |
0.7788 |
0.7788 |
0.7806 |
0.7795 |
S2 |
0.7766 |
0.7766 |
0.7803 |
|
S3 |
0.7730 |
0.7752 |
0.7800 |
|
S4 |
0.7695 |
0.7717 |
0.7790 |
|
|
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 |
0.7815 |
0.7683 |
0.0133 |
1.7% |
0.0049 |
0.6% |
96% |
True |
False |
177 |
10 |
0.7815 |
0.7644 |
0.0172 |
2.2% |
0.0045 |
0.6% |
97% |
True |
False |
174 |
20 |
0.7944 |
0.7644 |
0.0301 |
3.8% |
0.0049 |
0.6% |
55% |
False |
False |
167 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0043 |
0.5% |
41% |
False |
False |
108 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0044 |
0.6% |
41% |
False |
False |
124 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0043 |
0.5% |
41% |
False |
False |
112 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
41% |
False |
False |
96 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0037 |
0.5% |
41% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7966 |
2.618 |
0.7908 |
1.618 |
0.7872 |
1.000 |
0.7851 |
0.618 |
0.7837 |
HIGH |
0.7815 |
0.618 |
0.7801 |
0.500 |
0.7797 |
0.382 |
0.7793 |
LOW |
0.7780 |
0.618 |
0.7758 |
1.000 |
0.7744 |
1.618 |
0.7722 |
2.618 |
0.7687 |
4.250 |
0.7629 |
|
|
Fisher Pivots for day following 19-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7805 |
0.7801 |
PP |
0.7801 |
0.7792 |
S1 |
0.7797 |
0.7783 |
|