CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 26-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2022 |
26-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7787 |
0.7795 |
0.0009 |
0.1% |
0.7717 |
High |
0.7802 |
0.7827 |
0.0026 |
0.3% |
0.7819 |
Low |
0.7760 |
0.7791 |
0.0031 |
0.4% |
0.7713 |
Close |
0.7802 |
0.7825 |
0.0024 |
0.3% |
0.7778 |
Range |
0.0042 |
0.0036 |
-0.0006 |
-13.3% |
0.0107 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
280 |
96 |
-184 |
-65.7% |
819 |
|
Daily Pivots for day following 26-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7922 |
0.7910 |
0.7845 |
|
R3 |
0.7886 |
0.7874 |
0.7835 |
|
R2 |
0.7850 |
0.7850 |
0.7832 |
|
R1 |
0.7838 |
0.7838 |
0.7828 |
0.7844 |
PP |
0.7814 |
0.7814 |
0.7814 |
0.7818 |
S1 |
0.7802 |
0.7802 |
0.7822 |
0.7808 |
S2 |
0.7778 |
0.7778 |
0.7818 |
|
S3 |
0.7742 |
0.7766 |
0.7815 |
|
S4 |
0.7706 |
0.7730 |
0.7805 |
|
|
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 |
0.7827 |
0.7760 |
0.0067 |
0.9% |
0.0031 |
0.4% |
97% |
True |
False |
180 |
10 |
0.7827 |
0.7683 |
0.0145 |
1.8% |
0.0040 |
0.5% |
99% |
True |
False |
179 |
20 |
0.7858 |
0.7644 |
0.0214 |
2.7% |
0.0044 |
0.6% |
85% |
False |
False |
166 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
44% |
False |
False |
127 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
44% |
False |
False |
126 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
44% |
False |
False |
119 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
44% |
False |
False |
104 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0037 |
0.5% |
44% |
False |
False |
95 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7980 |
2.618 |
0.7921 |
1.618 |
0.7885 |
1.000 |
0.7863 |
0.618 |
0.7849 |
HIGH |
0.7827 |
0.618 |
0.7813 |
0.500 |
0.7809 |
0.382 |
0.7805 |
LOW |
0.7791 |
0.618 |
0.7769 |
1.000 |
0.7755 |
1.618 |
0.7733 |
2.618 |
0.7697 |
4.250 |
0.7638 |
|
|
Fisher Pivots for day following 26-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7820 |
0.7815 |
PP |
0.7814 |
0.7804 |
S1 |
0.7809 |
0.7794 |
|