CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 27-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2022 |
27-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7795 |
0.7833 |
0.0038 |
0.5% |
0.7809 |
High |
0.7827 |
0.7854 |
0.0027 |
0.3% |
0.7854 |
Low |
0.7791 |
0.7820 |
0.0029 |
0.4% |
0.7760 |
Close |
0.7825 |
0.7854 |
0.0029 |
0.4% |
0.7854 |
Range |
0.0036 |
0.0035 |
-0.0002 |
-4.2% |
0.0094 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
96 |
166 |
70 |
72.9% |
1,035 |
|
Daily Pivots for day following 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7946 |
0.7934 |
0.7872 |
|
R3 |
0.7911 |
0.7900 |
0.7863 |
|
R2 |
0.7877 |
0.7877 |
0.7860 |
|
R1 |
0.7865 |
0.7865 |
0.7857 |
0.7871 |
PP |
0.7842 |
0.7842 |
0.7842 |
0.7845 |
S1 |
0.7831 |
0.7831 |
0.7850 |
0.7837 |
S2 |
0.7808 |
0.7808 |
0.7847 |
|
S3 |
0.7773 |
0.7796 |
0.7844 |
|
S4 |
0.7739 |
0.7762 |
0.7835 |
|
|
Weekly Pivots for week ending 27-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8105 |
0.8073 |
0.7905 |
|
R3 |
0.8011 |
0.7979 |
0.7879 |
|
R2 |
0.7917 |
0.7917 |
0.7871 |
|
R1 |
0.7885 |
0.7885 |
0.7862 |
0.7901 |
PP |
0.7823 |
0.7823 |
0.7823 |
0.7830 |
S1 |
0.7791 |
0.7791 |
0.7845 |
0.7807 |
S2 |
0.7729 |
0.7729 |
0.7836 |
|
S3 |
0.7635 |
0.7697 |
0.7828 |
|
S4 |
0.7541 |
0.7603 |
0.7802 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7854 |
0.7760 |
0.0094 |
1.2% |
0.0028 |
0.4% |
99% |
True |
False |
207 |
10 |
0.7854 |
0.7713 |
0.0142 |
1.8% |
0.0038 |
0.5% |
100% |
True |
False |
185 |
20 |
0.7858 |
0.7644 |
0.0214 |
2.7% |
0.0042 |
0.5% |
98% |
False |
False |
169 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
51% |
False |
False |
130 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
51% |
False |
False |
126 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
51% |
False |
False |
119 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
51% |
False |
False |
105 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0037 |
0.5% |
51% |
False |
False |
95 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8001 |
2.618 |
0.7944 |
1.618 |
0.7910 |
1.000 |
0.7889 |
0.618 |
0.7875 |
HIGH |
0.7854 |
0.618 |
0.7841 |
0.500 |
0.7837 |
0.382 |
0.7833 |
LOW |
0.7820 |
0.618 |
0.7798 |
1.000 |
0.7785 |
1.618 |
0.7764 |
2.618 |
0.7729 |
4.250 |
0.7673 |
|
|
Fisher Pivots for day following 27-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7848 |
0.7838 |
PP |
0.7842 |
0.7823 |
S1 |
0.7837 |
0.7807 |
|