CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 13-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2022 |
13-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7915 |
0.7909 |
-0.0006 |
-0.1% |
0.7985 |
| High |
0.7946 |
0.7962 |
0.0016 |
0.2% |
0.8061 |
| Low |
0.7896 |
0.7886 |
-0.0010 |
-0.1% |
0.7922 |
| Close |
0.7913 |
0.7954 |
0.0041 |
0.5% |
0.7954 |
| Range |
0.0051 |
0.0076 |
0.0025 |
49.5% |
0.0139 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.4% |
0.0000 |
| Volume |
60,259 |
81,724 |
21,465 |
35.6% |
317,317 |
|
| Daily Pivots for day following 13-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8160 |
0.8132 |
0.7995 |
|
| R3 |
0.8085 |
0.8057 |
0.7974 |
|
| R2 |
0.8009 |
0.8009 |
0.7967 |
|
| R1 |
0.7981 |
0.7981 |
0.7960 |
0.7995 |
| PP |
0.7934 |
0.7934 |
0.7934 |
0.7941 |
| S1 |
0.7906 |
0.7906 |
0.7947 |
0.7920 |
| S2 |
0.7858 |
0.7858 |
0.7940 |
|
| S3 |
0.7783 |
0.7830 |
0.7933 |
|
| S4 |
0.7707 |
0.7755 |
0.7912 |
|
|
| 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 |
0.7973 |
0.7886 |
0.0087 |
1.1% |
0.0051 |
0.6% |
78% |
False |
True |
62,440 |
| 10 |
0.8061 |
0.7886 |
0.0175 |
2.2% |
0.0049 |
0.6% |
39% |
False |
True |
65,636 |
| 20 |
0.8061 |
0.7875 |
0.0186 |
2.3% |
0.0048 |
0.6% |
42% |
False |
False |
70,194 |
| 40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0055 |
0.7% |
65% |
False |
False |
47,330 |
| 60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0053 |
0.7% |
65% |
False |
False |
31,699 |
| 80 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0050 |
0.6% |
69% |
False |
False |
23,818 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0049 |
0.6% |
69% |
False |
False |
19,126 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0045 |
0.6% |
59% |
False |
False |
15,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8282 |
|
2.618 |
0.8159 |
|
1.618 |
0.8084 |
|
1.000 |
0.8037 |
|
0.618 |
0.8008 |
|
HIGH |
0.7962 |
|
0.618 |
0.7933 |
|
0.500 |
0.7924 |
|
0.382 |
0.7915 |
|
LOW |
0.7886 |
|
0.618 |
0.7839 |
|
1.000 |
0.7811 |
|
1.618 |
0.7764 |
|
2.618 |
0.7688 |
|
4.250 |
0.7565 |
|
|
| Fisher Pivots for day following 13-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7944 |
0.7944 |
| PP |
0.7934 |
0.7934 |
| S1 |
0.7924 |
0.7924 |
|