CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 04-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2022 |
04-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7993 |
0.7985 |
-0.0008 |
-0.1% |
0.8011 |
High |
0.8011 |
0.8018 |
0.0008 |
0.1% |
0.8044 |
Low |
0.7973 |
0.7980 |
0.0007 |
0.1% |
0.7940 |
Close |
0.7991 |
0.8007 |
0.0017 |
0.2% |
0.7991 |
Range |
0.0038 |
0.0039 |
0.0001 |
1.3% |
0.0104 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
60,486 |
47,328 |
-13,158 |
-21.8% |
408,003 |
|
Daily Pivots for day following 04-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8117 |
0.8101 |
0.8028 |
|
R3 |
0.8079 |
0.8062 |
0.8018 |
|
R2 |
0.8040 |
0.8040 |
0.8014 |
|
R1 |
0.8024 |
0.8024 |
0.8011 |
0.8032 |
PP |
0.8002 |
0.8002 |
0.8002 |
0.8006 |
S1 |
0.7985 |
0.7985 |
0.8003 |
0.7993 |
S2 |
0.7963 |
0.7963 |
0.8000 |
|
S3 |
0.7925 |
0.7947 |
0.7996 |
|
S4 |
0.7886 |
0.7908 |
0.7986 |
|
|
Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8303 |
0.8251 |
0.8048 |
|
R3 |
0.8199 |
0.8147 |
0.8019 |
|
R2 |
0.8095 |
0.8095 |
0.8010 |
|
R1 |
0.8043 |
0.8043 |
0.8000 |
0.8017 |
PP |
0.7991 |
0.7991 |
0.7991 |
0.7978 |
S1 |
0.7939 |
0.7939 |
0.7981 |
0.7913 |
S2 |
0.7887 |
0.7887 |
0.7971 |
|
S3 |
0.7783 |
0.7835 |
0.7962 |
|
S4 |
0.7679 |
0.7731 |
0.7933 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8044 |
0.7973 |
0.0071 |
0.9% |
0.0042 |
0.5% |
49% |
False |
False |
73,693 |
10 |
0.8044 |
0.7921 |
0.0123 |
1.5% |
0.0047 |
0.6% |
70% |
False |
False |
73,290 |
20 |
0.8044 |
0.7752 |
0.0292 |
3.6% |
0.0051 |
0.6% |
88% |
False |
False |
69,419 |
40 |
0.8044 |
0.7752 |
0.0292 |
3.6% |
0.0053 |
0.7% |
88% |
False |
False |
35,868 |
60 |
0.8044 |
0.7752 |
0.0292 |
3.6% |
0.0052 |
0.6% |
88% |
False |
False |
24,018 |
80 |
0.8044 |
0.7719 |
0.0325 |
4.1% |
0.0049 |
0.6% |
89% |
False |
False |
18,056 |
100 |
0.8055 |
0.7719 |
0.0337 |
4.2% |
0.0048 |
0.6% |
86% |
False |
False |
14,501 |
120 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0043 |
0.5% |
73% |
False |
False |
12,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8182 |
2.618 |
0.8119 |
1.618 |
0.8080 |
1.000 |
0.8057 |
0.618 |
0.8042 |
HIGH |
0.8018 |
0.618 |
0.8003 |
0.500 |
0.7999 |
0.382 |
0.7994 |
LOW |
0.7980 |
0.618 |
0.7956 |
1.000 |
0.7941 |
1.618 |
0.7917 |
2.618 |
0.7879 |
4.250 |
0.7816 |
|
|
Fisher Pivots for day following 04-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8004 |
0.8004 |
PP |
0.8002 |
0.8000 |
S1 |
0.7999 |
0.7997 |
|