CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 24-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2022 |
24-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7809 |
0.7774 |
-0.0035 |
-0.4% |
0.7717 |
High |
0.7824 |
0.7786 |
-0.0038 |
-0.5% |
0.7819 |
Low |
0.7809 |
0.7774 |
-0.0035 |
-0.4% |
0.7713 |
Close |
0.7820 |
0.7786 |
-0.0034 |
-0.4% |
0.7778 |
Range |
0.0015 |
0.0012 |
-0.0003 |
-17.2% |
0.0107 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
7 |
486 |
479 |
6,842.9% |
819 |
|
Daily Pivots for day following 24-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7818 |
0.7814 |
0.7793 |
|
R3 |
0.7806 |
0.7802 |
0.7789 |
|
R2 |
0.7794 |
0.7794 |
0.7788 |
|
R1 |
0.7790 |
0.7790 |
0.7787 |
0.7792 |
PP |
0.7782 |
0.7782 |
0.7782 |
0.7783 |
S1 |
0.7778 |
0.7778 |
0.7785 |
0.7780 |
S2 |
0.7770 |
0.7770 |
0.7784 |
|
S3 |
0.7758 |
0.7766 |
0.7783 |
|
S4 |
0.7746 |
0.7754 |
0.7779 |
|
|
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 |
0.7824 |
0.7750 |
0.0074 |
0.9% |
0.0034 |
0.4% |
49% |
False |
False |
223 |
10 |
0.7824 |
0.7644 |
0.0180 |
2.3% |
0.0040 |
0.5% |
79% |
False |
False |
173 |
20 |
0.7858 |
0.7644 |
0.0214 |
2.7% |
0.0044 |
0.6% |
67% |
False |
False |
169 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
35% |
False |
False |
119 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
35% |
False |
False |
123 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
35% |
False |
False |
116 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0040 |
0.5% |
35% |
False |
False |
101 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0037 |
0.5% |
35% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7837 |
2.618 |
0.7817 |
1.618 |
0.7805 |
1.000 |
0.7798 |
0.618 |
0.7793 |
HIGH |
0.7786 |
0.618 |
0.7781 |
0.500 |
0.7780 |
0.382 |
0.7779 |
LOW |
0.7774 |
0.618 |
0.7767 |
1.000 |
0.7762 |
1.618 |
0.7755 |
2.618 |
0.7743 |
4.250 |
0.7723 |
|
|
Fisher Pivots for day following 24-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7784 |
0.7796 |
PP |
0.7782 |
0.7793 |
S1 |
0.7780 |
0.7789 |
|