CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 12-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2022 |
12-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7954 |
0.7915 |
-0.0039 |
-0.5% |
0.7985 |
| High |
0.7956 |
0.7946 |
-0.0010 |
-0.1% |
0.8061 |
| Low |
0.7908 |
0.7896 |
-0.0013 |
-0.2% |
0.7922 |
| Close |
0.7921 |
0.7913 |
-0.0008 |
-0.1% |
0.7954 |
| Range |
0.0048 |
0.0051 |
0.0003 |
6.3% |
0.0139 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
51,155 |
60,259 |
9,104 |
17.8% |
317,317 |
|
| Daily Pivots for day following 12-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8070 |
0.8042 |
0.7940 |
|
| R3 |
0.8019 |
0.7991 |
0.7926 |
|
| R2 |
0.7969 |
0.7969 |
0.7922 |
|
| R1 |
0.7941 |
0.7941 |
0.7917 |
0.7929 |
| PP |
0.7918 |
0.7918 |
0.7918 |
0.7912 |
| S1 |
0.7890 |
0.7890 |
0.7908 |
0.7879 |
| S2 |
0.7868 |
0.7868 |
0.7903 |
|
| S3 |
0.7817 |
0.7840 |
0.7899 |
|
| S4 |
0.7767 |
0.7789 |
0.7885 |
|
|
| 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 |
0.8011 |
0.7896 |
0.0115 |
1.5% |
0.0046 |
0.6% |
15% |
False |
True |
59,548 |
| 10 |
0.8061 |
0.7896 |
0.0165 |
2.1% |
0.0046 |
0.6% |
10% |
False |
True |
66,131 |
| 20 |
0.8061 |
0.7826 |
0.0235 |
3.0% |
0.0047 |
0.6% |
37% |
False |
False |
69,927 |
| 40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0054 |
0.7% |
52% |
False |
False |
45,330 |
| 60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0052 |
0.7% |
52% |
False |
False |
30,349 |
| 80 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0050 |
0.6% |
57% |
False |
False |
22,798 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0048 |
0.6% |
57% |
False |
False |
18,310 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0045 |
0.6% |
49% |
False |
False |
15,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8161 |
|
2.618 |
0.8078 |
|
1.618 |
0.8028 |
|
1.000 |
0.7997 |
|
0.618 |
0.7977 |
|
HIGH |
0.7946 |
|
0.618 |
0.7927 |
|
0.500 |
0.7921 |
|
0.382 |
0.7915 |
|
LOW |
0.7896 |
|
0.618 |
0.7864 |
|
1.000 |
0.7845 |
|
1.618 |
0.7814 |
|
2.618 |
0.7763 |
|
4.250 |
0.7681 |
|
|
| Fisher Pivots for day following 12-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7921 |
0.7926 |
| PP |
0.7918 |
0.7921 |
| S1 |
0.7915 |
0.7917 |
|