CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 11-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2022 |
11-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7943 |
0.7954 |
0.0011 |
0.1% |
0.7985 |
| High |
0.7956 |
0.7956 |
-0.0001 |
0.0% |
0.8061 |
| Low |
0.7922 |
0.7908 |
-0.0014 |
-0.2% |
0.7922 |
| Close |
0.7954 |
0.7921 |
-0.0033 |
-0.4% |
0.7954 |
| Range |
0.0034 |
0.0048 |
0.0014 |
39.7% |
0.0139 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
52,240 |
51,155 |
-1,085 |
-2.1% |
317,317 |
|
| Daily Pivots for day following 11-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8071 |
0.8043 |
0.7947 |
|
| R3 |
0.8023 |
0.7996 |
0.7934 |
|
| R2 |
0.7976 |
0.7976 |
0.7929 |
|
| R1 |
0.7948 |
0.7948 |
0.7925 |
0.7938 |
| PP |
0.7928 |
0.7928 |
0.7928 |
0.7923 |
| S1 |
0.7901 |
0.7901 |
0.7916 |
0.7891 |
| S2 |
0.7881 |
0.7881 |
0.7912 |
|
| S3 |
0.7833 |
0.7853 |
0.7907 |
|
| S4 |
0.7786 |
0.7806 |
0.7894 |
|
|
| 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 |
0.7908 |
0.0153 |
1.9% |
0.0048 |
0.6% |
8% |
False |
True |
64,228 |
| 10 |
0.8061 |
0.7908 |
0.0153 |
1.9% |
0.0045 |
0.6% |
8% |
False |
True |
68,961 |
| 20 |
0.8061 |
0.7770 |
0.0291 |
3.7% |
0.0048 |
0.6% |
52% |
False |
False |
69,784 |
| 40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0054 |
0.7% |
55% |
False |
False |
43,829 |
| 60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0052 |
0.7% |
55% |
False |
False |
29,348 |
| 80 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0050 |
0.6% |
59% |
False |
False |
22,046 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0048 |
0.6% |
59% |
False |
False |
17,708 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0045 |
0.6% |
51% |
False |
False |
14,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8157 |
|
2.618 |
0.8080 |
|
1.618 |
0.8032 |
|
1.000 |
0.8003 |
|
0.618 |
0.7985 |
|
HIGH |
0.7956 |
|
0.618 |
0.7937 |
|
0.500 |
0.7932 |
|
0.382 |
0.7926 |
|
LOW |
0.7908 |
|
0.618 |
0.7879 |
|
1.000 |
0.7861 |
|
1.618 |
0.7831 |
|
2.618 |
0.7784 |
|
4.250 |
0.7706 |
|
|
| Fisher Pivots for day following 11-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7932 |
0.7941 |
| PP |
0.7928 |
0.7934 |
| S1 |
0.7924 |
0.7927 |
|