CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 20-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2022 |
20-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7927 |
0.7922 |
-0.0005 |
-0.1% |
0.7954 |
High |
0.7954 |
0.8015 |
0.0061 |
0.8% |
0.7984 |
Low |
0.7904 |
0.7919 |
0.0015 |
0.2% |
0.7886 |
Close |
0.7918 |
0.7994 |
0.0076 |
1.0% |
0.7928 |
Range |
0.0051 |
0.0097 |
0.0046 |
91.1% |
0.0098 |
ATR |
0.0052 |
0.0056 |
0.0003 |
6.1% |
0.0000 |
Volume |
52,786 |
83,024 |
30,238 |
57.3% |
270,218 |
|
Daily Pivots for day following 20-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8265 |
0.8226 |
0.8047 |
|
R3 |
0.8169 |
0.8129 |
0.8020 |
|
R2 |
0.8072 |
0.8072 |
0.8011 |
|
R1 |
0.8033 |
0.8033 |
0.8002 |
0.8053 |
PP |
0.7976 |
0.7976 |
0.7976 |
0.7986 |
S1 |
0.7936 |
0.7936 |
0.7985 |
0.7956 |
S2 |
0.7879 |
0.7879 |
0.7976 |
|
S3 |
0.7783 |
0.7840 |
0.7967 |
|
S4 |
0.7686 |
0.7743 |
0.7940 |
|
|
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 |
0.8015 |
0.7886 |
0.0129 |
1.6% |
0.0065 |
0.8% |
83% |
True |
False |
65,800 |
10 |
0.8015 |
0.7886 |
0.0129 |
1.6% |
0.0055 |
0.7% |
83% |
True |
False |
62,674 |
20 |
0.8061 |
0.7886 |
0.0175 |
2.2% |
0.0052 |
0.7% |
62% |
False |
False |
68,998 |
40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0058 |
0.7% |
78% |
False |
False |
53,435 |
60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0053 |
0.7% |
78% |
False |
False |
35,801 |
80 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0051 |
0.6% |
78% |
False |
False |
26,904 |
100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0050 |
0.6% |
80% |
False |
False |
21,596 |
120 |
0.8096 |
0.7719 |
0.0377 |
4.7% |
0.0046 |
0.6% |
73% |
False |
False |
18,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8425 |
2.618 |
0.8268 |
1.618 |
0.8171 |
1.000 |
0.8112 |
0.618 |
0.8075 |
HIGH |
0.8015 |
0.618 |
0.7978 |
0.500 |
0.7967 |
0.382 |
0.7955 |
LOW |
0.7919 |
0.618 |
0.7859 |
1.000 |
0.7822 |
1.618 |
0.7762 |
2.618 |
0.7666 |
4.250 |
0.7508 |
|
|
Fisher Pivots for day following 20-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7985 |
0.7982 |
PP |
0.7976 |
0.7971 |
S1 |
0.7967 |
0.7959 |
|