CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 18-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2022 |
18-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7958 |
0.7930 |
-0.0028 |
-0.4% |
0.7954 |
High |
0.7984 |
0.7932 |
-0.0052 |
-0.7% |
0.7984 |
Low |
0.7908 |
0.7906 |
-0.0002 |
0.0% |
0.7886 |
Close |
0.7928 |
0.7924 |
-0.0005 |
-0.1% |
0.7928 |
Range |
0.0076 |
0.0026 |
-0.0050 |
-65.8% |
0.0098 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
77,080 |
34,389 |
-42,691 |
-55.4% |
270,218 |
|
Daily Pivots for day following 18-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7998 |
0.7987 |
0.7938 |
|
R3 |
0.7972 |
0.7961 |
0.7931 |
|
R2 |
0.7946 |
0.7946 |
0.7928 |
|
R1 |
0.7935 |
0.7935 |
0.7926 |
0.7928 |
PP |
0.7920 |
0.7920 |
0.7920 |
0.7917 |
S1 |
0.7909 |
0.7909 |
0.7921 |
0.7902 |
S2 |
0.7894 |
0.7894 |
0.7919 |
|
S3 |
0.7868 |
0.7883 |
0.7916 |
|
S4 |
0.7842 |
0.7857 |
0.7909 |
|
|
Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8225 |
0.8174 |
0.7982 |
|
R3 |
0.8128 |
0.8077 |
0.7955 |
|
R2 |
0.8030 |
0.8030 |
0.7946 |
|
R1 |
0.7979 |
0.7979 |
0.7937 |
0.7956 |
PP |
0.7933 |
0.7933 |
0.7933 |
0.7921 |
S1 |
0.7882 |
0.7882 |
0.7919 |
0.7858 |
S2 |
0.7835 |
0.7835 |
0.7910 |
|
S3 |
0.7738 |
0.7784 |
0.7901 |
|
S4 |
0.7640 |
0.7687 |
0.7874 |
|
|
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% |
0.0055 |
0.7% |
38% |
False |
False |
60,921 |
10 |
0.8061 |
0.7886 |
0.0175 |
2.2% |
0.0051 |
0.6% |
21% |
False |
False |
62,192 |
20 |
0.8061 |
0.7886 |
0.0175 |
2.2% |
0.0049 |
0.6% |
21% |
False |
False |
68,501 |
40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0056 |
0.7% |
56% |
False |
False |
50,089 |
60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0053 |
0.7% |
56% |
False |
False |
33,546 |
80 |
0.8061 |
0.7738 |
0.0323 |
4.1% |
0.0051 |
0.6% |
58% |
False |
False |
25,210 |
100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0049 |
0.6% |
60% |
False |
False |
20,239 |
120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0046 |
0.6% |
52% |
False |
False |
16,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8042 |
2.618 |
0.8000 |
1.618 |
0.7974 |
1.000 |
0.7958 |
0.618 |
0.7948 |
HIGH |
0.7932 |
0.618 |
0.7922 |
0.500 |
0.7919 |
0.382 |
0.7915 |
LOW |
0.7906 |
0.618 |
0.7889 |
1.000 |
0.7880 |
1.618 |
0.7863 |
2.618 |
0.7837 |
4.250 |
0.7795 |
|
|
Fisher Pivots for day following 18-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7922 |
0.7935 |
PP |
0.7920 |
0.7931 |
S1 |
0.7919 |
0.7927 |
|