CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 03-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2022 |
03-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7783 |
0.7776 |
-0.0008 |
-0.1% |
0.7850 |
| High |
0.7783 |
0.7786 |
0.0003 |
0.0% |
0.7858 |
| Low |
0.7740 |
0.7756 |
0.0016 |
0.2% |
0.7763 |
| Close |
0.7744 |
0.7782 |
0.0039 |
0.5% |
0.7788 |
| Range |
0.0043 |
0.0030 |
-0.0013 |
-30.2% |
0.0095 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
239 |
213 |
-26 |
-10.9% |
1,068 |
|
| Daily Pivots for day following 03-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7865 |
0.7853 |
0.7799 |
|
| R3 |
0.7835 |
0.7823 |
0.7790 |
|
| R2 |
0.7805 |
0.7805 |
0.7788 |
|
| R1 |
0.7793 |
0.7793 |
0.7785 |
0.7799 |
| PP |
0.7775 |
0.7775 |
0.7775 |
0.7778 |
| S1 |
0.7763 |
0.7763 |
0.7779 |
0.7769 |
| S2 |
0.7745 |
0.7745 |
0.7777 |
|
| S3 |
0.7715 |
0.7733 |
0.7774 |
|
| S4 |
0.7685 |
0.7703 |
0.7766 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8088 |
0.8033 |
0.7840 |
|
| R3 |
0.7993 |
0.7938 |
0.7814 |
|
| R2 |
0.7898 |
0.7898 |
0.7805 |
|
| R1 |
0.7843 |
0.7843 |
0.7797 |
0.7823 |
| PP |
0.7803 |
0.7803 |
0.7803 |
0.7793 |
| S1 |
0.7748 |
0.7748 |
0.7779 |
0.7728 |
| S2 |
0.7708 |
0.7708 |
0.7771 |
|
| S3 |
0.7613 |
0.7653 |
0.7762 |
|
| S4 |
0.7518 |
0.7558 |
0.7736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7858 |
0.7740 |
0.0118 |
1.5% |
0.0047 |
0.6% |
36% |
False |
False |
224 |
| 10 |
0.8008 |
0.7740 |
0.0268 |
3.4% |
0.0053 |
0.7% |
16% |
False |
False |
236 |
| 20 |
0.8055 |
0.7740 |
0.0315 |
4.0% |
0.0045 |
0.6% |
13% |
False |
False |
146 |
| 40 |
0.8055 |
0.7740 |
0.0315 |
4.0% |
0.0040 |
0.5% |
13% |
False |
False |
123 |
| 60 |
0.8055 |
0.7740 |
0.0315 |
4.0% |
0.0039 |
0.5% |
13% |
False |
False |
107 |
| 80 |
0.8055 |
0.7740 |
0.0315 |
4.0% |
0.0037 |
0.5% |
13% |
False |
False |
88 |
| 100 |
0.8055 |
0.7709 |
0.0347 |
4.5% |
0.0033 |
0.4% |
21% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7914 |
|
2.618 |
0.7865 |
|
1.618 |
0.7835 |
|
1.000 |
0.7816 |
|
0.618 |
0.7805 |
|
HIGH |
0.7786 |
|
0.618 |
0.7775 |
|
0.500 |
0.7771 |
|
0.382 |
0.7767 |
|
LOW |
0.7756 |
|
0.618 |
0.7737 |
|
1.000 |
0.7726 |
|
1.618 |
0.7707 |
|
2.618 |
0.7677 |
|
4.250 |
0.7629 |
|
|
| Fisher Pivots for day following 03-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7778 |
0.7799 |
| PP |
0.7775 |
0.7793 |
| S1 |
0.7771 |
0.7788 |
|