CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 14-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2022 |
14-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7909 |
0.7958 |
0.0049 |
0.6% |
0.7985 |
High |
0.7962 |
0.7984 |
0.0022 |
0.3% |
0.8061 |
Low |
0.7886 |
0.7908 |
0.0022 |
0.3% |
0.7922 |
Close |
0.7954 |
0.7928 |
-0.0026 |
-0.3% |
0.7954 |
Range |
0.0076 |
0.0076 |
0.0001 |
0.7% |
0.0139 |
ATR |
0.0053 |
0.0055 |
0.0002 |
3.1% |
0.0000 |
Volume |
81,724 |
77,080 |
-4,644 |
-5.7% |
317,317 |
|
Daily Pivots for day following 14-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8168 |
0.8124 |
0.7970 |
|
R3 |
0.8092 |
0.8048 |
0.7949 |
|
R2 |
0.8016 |
0.8016 |
0.7942 |
|
R1 |
0.7972 |
0.7972 |
0.7935 |
0.7956 |
PP |
0.7940 |
0.7940 |
0.7940 |
0.7932 |
S1 |
0.7896 |
0.7896 |
0.7921 |
0.7880 |
S2 |
0.7864 |
0.7864 |
0.7914 |
|
S3 |
0.7788 |
0.7820 |
0.7907 |
|
S4 |
0.7712 |
0.7744 |
0.7886 |
|
|
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 |
0.7984 |
0.7886 |
0.0098 |
1.2% |
0.0057 |
0.7% |
43% |
True |
False |
64,491 |
10 |
0.8061 |
0.7886 |
0.0175 |
2.2% |
0.0052 |
0.7% |
24% |
False |
False |
64,802 |
20 |
0.8061 |
0.7886 |
0.0175 |
2.2% |
0.0049 |
0.6% |
24% |
False |
False |
70,025 |
40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0056 |
0.7% |
57% |
False |
False |
49,239 |
60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0053 |
0.7% |
57% |
False |
False |
32,977 |
80 |
0.8061 |
0.7725 |
0.0336 |
4.2% |
0.0050 |
0.6% |
61% |
False |
False |
24,780 |
100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0049 |
0.6% |
61% |
False |
False |
19,896 |
120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0046 |
0.6% |
53% |
False |
False |
16,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8307 |
2.618 |
0.8182 |
1.618 |
0.8106 |
1.000 |
0.8060 |
0.618 |
0.8030 |
HIGH |
0.7984 |
0.618 |
0.7954 |
0.500 |
0.7946 |
0.382 |
0.7937 |
LOW |
0.7908 |
0.618 |
0.7861 |
1.000 |
0.7832 |
1.618 |
0.7785 |
2.618 |
0.7709 |
4.250 |
0.7585 |
|
|
Fisher Pivots for day following 14-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7946 |
0.7935 |
PP |
0.7940 |
0.7933 |
S1 |
0.7934 |
0.7930 |
|