CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 28-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2022 |
28-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7796 |
0.7800 |
0.0005 |
0.1% |
0.7930 |
High |
0.7824 |
0.7816 |
-0.0008 |
-0.1% |
0.8024 |
Low |
0.7777 |
0.7762 |
-0.0016 |
-0.2% |
0.7855 |
Close |
0.7791 |
0.7807 |
0.0016 |
0.2% |
0.7858 |
Range |
0.0047 |
0.0054 |
0.0008 |
16.1% |
0.0170 |
ATR |
0.0061 |
0.0060 |
0.0000 |
-0.8% |
0.0000 |
Volume |
90,756 |
86,149 |
-4,607 |
-5.1% |
351,650 |
|
Daily Pivots for day following 28-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7957 |
0.7936 |
0.7836 |
|
R3 |
0.7903 |
0.7882 |
0.7821 |
|
R2 |
0.7849 |
0.7849 |
0.7816 |
|
R1 |
0.7828 |
0.7828 |
0.7811 |
0.7838 |
PP |
0.7795 |
0.7795 |
0.7795 |
0.7800 |
S1 |
0.7774 |
0.7774 |
0.7802 |
0.7784 |
S2 |
0.7741 |
0.7741 |
0.7797 |
|
S3 |
0.7687 |
0.7720 |
0.7792 |
|
S4 |
0.7633 |
0.7666 |
0.7777 |
|
|
Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8421 |
0.8309 |
0.7951 |
|
R3 |
0.8251 |
0.8139 |
0.7905 |
|
R2 |
0.8082 |
0.8082 |
0.7889 |
|
R1 |
0.7970 |
0.7970 |
0.7874 |
0.7941 |
PP |
0.7912 |
0.7912 |
0.7912 |
0.7898 |
S1 |
0.7800 |
0.7800 |
0.7842 |
0.7772 |
S2 |
0.7743 |
0.7743 |
0.7827 |
|
S3 |
0.7573 |
0.7631 |
0.7811 |
|
S4 |
0.7404 |
0.7461 |
0.7765 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7954 |
0.7762 |
0.0193 |
2.5% |
0.0067 |
0.9% |
23% |
False |
True |
92,397 |
10 |
0.8024 |
0.7762 |
0.0263 |
3.4% |
0.0067 |
0.9% |
17% |
False |
True |
78,958 |
20 |
0.8061 |
0.7762 |
0.0299 |
3.8% |
0.0058 |
0.7% |
15% |
False |
True |
72,297 |
40 |
0.8061 |
0.7752 |
0.0309 |
4.0% |
0.0057 |
0.7% |
18% |
False |
False |
66,581 |
60 |
0.8061 |
0.7752 |
0.0309 |
4.0% |
0.0055 |
0.7% |
18% |
False |
False |
44,801 |
80 |
0.8061 |
0.7752 |
0.0309 |
4.0% |
0.0053 |
0.7% |
18% |
False |
False |
33,677 |
100 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0051 |
0.7% |
26% |
False |
False |
26,999 |
120 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0049 |
0.6% |
26% |
False |
False |
22,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8045 |
2.618 |
0.7957 |
1.618 |
0.7903 |
1.000 |
0.7870 |
0.618 |
0.7849 |
HIGH |
0.7816 |
0.618 |
0.7795 |
0.500 |
0.7789 |
0.382 |
0.7782 |
LOW |
0.7762 |
0.618 |
0.7728 |
1.000 |
0.7708 |
1.618 |
0.7674 |
2.618 |
0.7620 |
4.250 |
0.7532 |
|
|
Fisher Pivots for day following 28-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7801 |
0.7821 |
PP |
0.7795 |
0.7816 |
S1 |
0.7789 |
0.7811 |
|