CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 19-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2022 |
19-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7930 |
0.7927 |
-0.0003 |
0.0% |
0.7954 |
High |
0.7932 |
0.7954 |
0.0023 |
0.3% |
0.7984 |
Low |
0.7906 |
0.7904 |
-0.0002 |
0.0% |
0.7886 |
Close |
0.7924 |
0.7918 |
-0.0006 |
-0.1% |
0.7928 |
Range |
0.0026 |
0.0051 |
0.0025 |
94.2% |
0.0098 |
ATR |
0.0053 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
Volume |
34,389 |
52,786 |
18,397 |
53.5% |
270,218 |
|
Daily Pivots for day following 19-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8077 |
0.8048 |
0.7945 |
|
R3 |
0.8026 |
0.7997 |
0.7931 |
|
R2 |
0.7976 |
0.7976 |
0.7927 |
|
R1 |
0.7947 |
0.7947 |
0.7922 |
0.7936 |
PP |
0.7925 |
0.7925 |
0.7925 |
0.7920 |
S1 |
0.7896 |
0.7896 |
0.7913 |
0.7885 |
S2 |
0.7875 |
0.7875 |
0.7908 |
|
S3 |
0.7824 |
0.7846 |
0.7904 |
|
S4 |
0.7774 |
0.7795 |
0.7890 |
|
|
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% |
0.0056 |
0.7% |
32% |
False |
False |
61,247 |
10 |
0.8061 |
0.7886 |
0.0175 |
2.2% |
0.0052 |
0.7% |
18% |
False |
False |
62,738 |
20 |
0.8061 |
0.7886 |
0.0175 |
2.2% |
0.0049 |
0.6% |
18% |
False |
False |
68,014 |
40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0056 |
0.7% |
54% |
False |
False |
51,386 |
60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0053 |
0.7% |
54% |
False |
False |
34,422 |
80 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0051 |
0.6% |
54% |
False |
False |
25,868 |
100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0049 |
0.6% |
58% |
False |
False |
20,766 |
120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0046 |
0.6% |
50% |
False |
False |
17,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8169 |
2.618 |
0.8086 |
1.618 |
0.8036 |
1.000 |
0.8005 |
0.618 |
0.7985 |
HIGH |
0.7954 |
0.618 |
0.7935 |
0.500 |
0.7929 |
0.382 |
0.7923 |
LOW |
0.7904 |
0.618 |
0.7872 |
1.000 |
0.7853 |
1.618 |
0.7822 |
2.618 |
0.7771 |
4.250 |
0.7689 |
|
|
Fisher Pivots for day following 19-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7929 |
0.7944 |
PP |
0.7925 |
0.7935 |
S1 |
0.7921 |
0.7926 |
|