CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 23-May-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2022 |
23-May-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7801 |
0.7796 |
-0.0005 |
-0.1% |
0.7743 |
| High |
0.7823 |
0.7826 |
0.0003 |
0.0% |
0.7823 |
| Low |
0.7769 |
0.7796 |
0.0028 |
0.4% |
0.7704 |
| Close |
0.7779 |
0.7821 |
0.0042 |
0.5% |
0.7779 |
| Range |
0.0055 |
0.0030 |
-0.0025 |
-45.0% |
0.0120 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,469 |
521 |
-948 |
-64.5% |
5,146 |
|
| Daily Pivots for day following 23-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7904 |
0.7893 |
0.7838 |
|
| R3 |
0.7874 |
0.7863 |
0.7829 |
|
| R2 |
0.7844 |
0.7844 |
0.7827 |
|
| R1 |
0.7833 |
0.7833 |
0.7824 |
0.7839 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7817 |
| S1 |
0.7803 |
0.7803 |
0.7818 |
0.7809 |
| S2 |
0.7784 |
0.7784 |
0.7816 |
|
| S3 |
0.7754 |
0.7773 |
0.7813 |
|
| S4 |
0.7724 |
0.7743 |
0.7805 |
|
|
| Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8127 |
0.8073 |
0.7845 |
|
| R3 |
0.8008 |
0.7953 |
0.7812 |
|
| R2 |
0.7888 |
0.7888 |
0.7801 |
|
| R1 |
0.7834 |
0.7834 |
0.7790 |
0.7861 |
| PP |
0.7769 |
0.7769 |
0.7769 |
0.7782 |
| S1 |
0.7714 |
0.7714 |
0.7768 |
0.7741 |
| S2 |
0.7649 |
0.7649 |
0.7757 |
|
| S3 |
0.7530 |
0.7595 |
0.7746 |
|
| S4 |
0.7410 |
0.7475 |
0.7713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7826 |
0.7753 |
0.0073 |
0.9% |
0.0046 |
0.6% |
93% |
True |
False |
1,068 |
| 10 |
0.7826 |
0.7646 |
0.0181 |
2.3% |
0.0055 |
0.7% |
97% |
True |
False |
744 |
| 20 |
0.7859 |
0.7646 |
0.0214 |
2.7% |
0.0056 |
0.7% |
82% |
False |
False |
504 |
| 40 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0048 |
0.6% |
43% |
False |
False |
298 |
| 60 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0046 |
0.6% |
43% |
False |
False |
245 |
| 80 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0042 |
0.5% |
43% |
False |
False |
194 |
| 100 |
0.8055 |
0.7646 |
0.0410 |
5.2% |
0.0039 |
0.5% |
43% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7954 |
|
2.618 |
0.7905 |
|
1.618 |
0.7875 |
|
1.000 |
0.7856 |
|
0.618 |
0.7845 |
|
HIGH |
0.7826 |
|
0.618 |
0.7815 |
|
0.500 |
0.7811 |
|
0.382 |
0.7807 |
|
LOW |
0.7796 |
|
0.618 |
0.7777 |
|
1.000 |
0.7766 |
|
1.618 |
0.7747 |
|
2.618 |
0.7717 |
|
4.250 |
0.7669 |
|
|
| Fisher Pivots for day following 23-May-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7818 |
0.7811 |
| PP |
0.7814 |
0.7801 |
| S1 |
0.7811 |
0.7792 |
|