CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 20-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2022 |
20-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7781 |
0.7790 |
0.0010 |
0.1% |
0.7717 |
High |
0.7815 |
0.7819 |
0.0004 |
0.1% |
0.7819 |
Low |
0.7780 |
0.7769 |
-0.0011 |
-0.1% |
0.7713 |
Close |
0.7810 |
0.7778 |
-0.0032 |
-0.4% |
0.7778 |
Range |
0.0036 |
0.0051 |
0.0015 |
42.3% |
0.0107 |
ATR |
0.0054 |
0.0054 |
0.0000 |
-0.5% |
0.0000 |
Volume |
385 |
34 |
-351 |
-91.2% |
819 |
|
Daily Pivots for day following 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7940 |
0.7909 |
0.7805 |
|
R3 |
0.7889 |
0.7859 |
0.7791 |
|
R2 |
0.7839 |
0.7839 |
0.7787 |
|
R1 |
0.7808 |
0.7808 |
0.7782 |
0.7798 |
PP |
0.7788 |
0.7788 |
0.7788 |
0.7783 |
S1 |
0.7758 |
0.7758 |
0.7773 |
0.7748 |
S2 |
0.7738 |
0.7738 |
0.7768 |
|
S3 |
0.7687 |
0.7707 |
0.7764 |
|
S4 |
0.7637 |
0.7657 |
0.7750 |
|
|
Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8089 |
0.8040 |
0.7836 |
|
R3 |
0.7983 |
0.7933 |
0.7807 |
|
R2 |
0.7876 |
0.7876 |
0.7797 |
|
R1 |
0.7827 |
0.7827 |
0.7787 |
0.7852 |
PP |
0.7770 |
0.7770 |
0.7770 |
0.7782 |
S1 |
0.7720 |
0.7720 |
0.7768 |
0.7745 |
S2 |
0.7663 |
0.7663 |
0.7758 |
|
S3 |
0.7557 |
0.7614 |
0.7748 |
|
S4 |
0.7450 |
0.7507 |
0.7719 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7819 |
0.7713 |
0.0107 |
1.4% |
0.0048 |
0.6% |
61% |
True |
False |
163 |
10 |
0.7819 |
0.7644 |
0.0176 |
2.3% |
0.0045 |
0.6% |
76% |
True |
False |
165 |
20 |
0.7858 |
0.7644 |
0.0214 |
2.8% |
0.0047 |
0.6% |
63% |
False |
False |
160 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
33% |
False |
False |
109 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0044 |
0.6% |
33% |
False |
False |
118 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
33% |
False |
False |
112 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0040 |
0.5% |
33% |
False |
False |
96 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0037 |
0.5% |
33% |
False |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8034 |
2.618 |
0.7951 |
1.618 |
0.7901 |
1.000 |
0.7870 |
0.618 |
0.7850 |
HIGH |
0.7819 |
0.618 |
0.7800 |
0.500 |
0.7794 |
0.382 |
0.7788 |
LOW |
0.7769 |
0.618 |
0.7737 |
1.000 |
0.7718 |
1.618 |
0.7687 |
2.618 |
0.7636 |
4.250 |
0.7554 |
|
|
Fisher Pivots for day following 20-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7794 |
0.7785 |
PP |
0.7788 |
0.7782 |
S1 |
0.7783 |
0.7780 |
|