CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 06-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2022 |
06-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8005 |
0.8003 |
-0.0002 |
0.0% |
0.8011 |
| High |
0.8061 |
0.8011 |
-0.0050 |
-0.6% |
0.8044 |
| Low |
0.7999 |
0.7960 |
-0.0039 |
-0.5% |
0.7940 |
| Close |
0.8016 |
0.7983 |
-0.0033 |
-0.4% |
0.7991 |
| Range |
0.0062 |
0.0051 |
-0.0011 |
-17.7% |
0.0104 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
83,659 |
67,268 |
-16,391 |
-19.6% |
408,003 |
|
| Daily Pivots for day following 06-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8137 |
0.8111 |
0.8011 |
|
| R3 |
0.8086 |
0.8060 |
0.7997 |
|
| R2 |
0.8035 |
0.8035 |
0.7992 |
|
| R1 |
0.8009 |
0.8009 |
0.7987 |
0.7997 |
| PP |
0.7984 |
0.7984 |
0.7984 |
0.7978 |
| S1 |
0.7958 |
0.7958 |
0.7978 |
0.7946 |
| S2 |
0.7933 |
0.7933 |
0.7973 |
|
| S3 |
0.7882 |
0.7907 |
0.7968 |
|
| S4 |
0.7831 |
0.7856 |
0.7954 |
|
|
| 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 |
0.8061 |
0.7960 |
0.0101 |
1.3% |
0.0047 |
0.6% |
23% |
False |
True |
68,833 |
| 10 |
0.8061 |
0.7940 |
0.0121 |
1.5% |
0.0050 |
0.6% |
36% |
False |
False |
76,094 |
| 20 |
0.8061 |
0.7770 |
0.0291 |
3.6% |
0.0051 |
0.6% |
73% |
False |
False |
73,034 |
| 40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0054 |
0.7% |
75% |
False |
False |
39,618 |
| 60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0052 |
0.7% |
75% |
False |
False |
26,516 |
| 80 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0050 |
0.6% |
77% |
False |
False |
19,928 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0048 |
0.6% |
77% |
False |
False |
16,010 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0044 |
0.5% |
67% |
False |
False |
13,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8227 |
|
2.618 |
0.8144 |
|
1.618 |
0.8093 |
|
1.000 |
0.8062 |
|
0.618 |
0.8042 |
|
HIGH |
0.8011 |
|
0.618 |
0.7991 |
|
0.500 |
0.7985 |
|
0.382 |
0.7979 |
|
LOW |
0.7960 |
|
0.618 |
0.7928 |
|
1.000 |
0.7909 |
|
1.618 |
0.7877 |
|
2.618 |
0.7826 |
|
4.250 |
0.7743 |
|
|
| Fisher Pivots for day following 06-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7985 |
0.8010 |
| PP |
0.7984 |
0.8001 |
| S1 |
0.7983 |
0.7992 |
|