CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 08-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2022 |
08-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7969 |
0.7943 |
-0.0027 |
-0.3% |
0.7985 |
| High |
0.7973 |
0.7956 |
-0.0017 |
-0.2% |
0.8061 |
| Low |
0.7927 |
0.7922 |
-0.0005 |
-0.1% |
0.7922 |
| Close |
0.7949 |
0.7954 |
0.0005 |
0.1% |
0.7954 |
| Range |
0.0047 |
0.0034 |
-0.0013 |
-26.9% |
0.0139 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
66,822 |
52,240 |
-14,582 |
-21.8% |
317,317 |
|
| Daily Pivots for day following 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.8034 |
0.7972 |
|
| R3 |
0.8012 |
0.8000 |
0.7963 |
|
| R2 |
0.7978 |
0.7978 |
0.7960 |
|
| R1 |
0.7966 |
0.7966 |
0.7957 |
0.7972 |
| PP |
0.7944 |
0.7944 |
0.7944 |
0.7947 |
| S1 |
0.7932 |
0.7932 |
0.7950 |
0.7938 |
| S2 |
0.7910 |
0.7910 |
0.7947 |
|
| S3 |
0.7876 |
0.7898 |
0.7944 |
|
| S4 |
0.7842 |
0.7864 |
0.7935 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8394 |
0.8312 |
0.8030 |
|
| R3 |
0.8256 |
0.8174 |
0.7992 |
|
| R2 |
0.8117 |
0.8117 |
0.7979 |
|
| R1 |
0.8035 |
0.8035 |
0.7966 |
0.8007 |
| PP |
0.7979 |
0.7979 |
0.7979 |
0.7965 |
| S1 |
0.7897 |
0.7897 |
0.7941 |
0.7869 |
| S2 |
0.7840 |
0.7840 |
0.7928 |
|
| S3 |
0.7702 |
0.7758 |
0.7915 |
|
| S4 |
0.7563 |
0.7620 |
0.7877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8061 |
0.7922 |
0.0139 |
1.7% |
0.0046 |
0.6% |
23% |
False |
True |
63,463 |
| 10 |
0.8061 |
0.7922 |
0.0139 |
1.7% |
0.0048 |
0.6% |
23% |
False |
True |
72,532 |
| 20 |
0.8061 |
0.7770 |
0.0291 |
3.7% |
0.0049 |
0.6% |
63% |
False |
False |
70,417 |
| 40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0054 |
0.7% |
65% |
False |
False |
42,557 |
| 60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0052 |
0.7% |
65% |
False |
False |
28,497 |
| 80 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0050 |
0.6% |
69% |
False |
False |
21,410 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0048 |
0.6% |
69% |
False |
False |
17,197 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0044 |
0.6% |
59% |
False |
False |
14,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8101 |
|
2.618 |
0.8045 |
|
1.618 |
0.8011 |
|
1.000 |
0.7990 |
|
0.618 |
0.7977 |
|
HIGH |
0.7956 |
|
0.618 |
0.7943 |
|
0.500 |
0.7939 |
|
0.382 |
0.7935 |
|
LOW |
0.7922 |
|
0.618 |
0.7901 |
|
1.000 |
0.7888 |
|
1.618 |
0.7867 |
|
2.618 |
0.7833 |
|
4.250 |
0.7778 |
|
|
| Fisher Pivots for day following 08-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7949 |
0.7966 |
| PP |
0.7944 |
0.7962 |
| S1 |
0.7939 |
0.7958 |
|