CME Canadian Dollar Future June 2022
Trading Metrics calculated at close of trading on 29-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2022 |
29-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7800 |
0.7806 |
0.0006 |
0.1% |
0.7864 |
High |
0.7816 |
0.7861 |
0.0046 |
0.6% |
0.7881 |
Low |
0.7762 |
0.7772 |
0.0010 |
0.1% |
0.7762 |
Close |
0.7807 |
0.7791 |
-0.0016 |
-0.2% |
0.7791 |
Range |
0.0054 |
0.0090 |
0.0036 |
65.7% |
0.0120 |
ATR |
0.0060 |
0.0062 |
0.0002 |
3.5% |
0.0000 |
Volume |
86,149 |
97,903 |
11,754 |
13.6% |
458,758 |
|
Daily Pivots for day following 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8076 |
0.8023 |
0.7840 |
|
R3 |
0.7987 |
0.7933 |
0.7815 |
|
R2 |
0.7897 |
0.7897 |
0.7807 |
|
R1 |
0.7844 |
0.7844 |
0.7799 |
0.7826 |
PP |
0.7808 |
0.7808 |
0.7808 |
0.7799 |
S1 |
0.7754 |
0.7754 |
0.7782 |
0.7736 |
S2 |
0.7718 |
0.7718 |
0.7774 |
|
S3 |
0.7629 |
0.7665 |
0.7766 |
|
S4 |
0.7539 |
0.7575 |
0.7741 |
|
|
Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8170 |
0.8100 |
0.7856 |
|
R3 |
0.8050 |
0.7980 |
0.7823 |
|
R2 |
0.7931 |
0.7931 |
0.7812 |
|
R1 |
0.7861 |
0.7861 |
0.7801 |
0.7836 |
PP |
0.7811 |
0.7811 |
0.7811 |
0.7799 |
S1 |
0.7741 |
0.7741 |
0.7780 |
0.7716 |
S2 |
0.7692 |
0.7692 |
0.7769 |
|
S3 |
0.7572 |
0.7622 |
0.7758 |
|
S4 |
0.7453 |
0.7502 |
0.7725 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7881 |
0.7762 |
0.0120 |
1.5% |
0.0065 |
0.8% |
24% |
False |
False |
91,751 |
10 |
0.8024 |
0.7762 |
0.0263 |
3.4% |
0.0068 |
0.9% |
11% |
False |
False |
81,040 |
20 |
0.8061 |
0.7762 |
0.0299 |
3.8% |
0.0060 |
0.8% |
10% |
False |
False |
72,921 |
40 |
0.8061 |
0.7752 |
0.0309 |
4.0% |
0.0058 |
0.7% |
13% |
False |
False |
68,931 |
60 |
0.8061 |
0.7752 |
0.0309 |
4.0% |
0.0056 |
0.7% |
13% |
False |
False |
46,430 |
80 |
0.8061 |
0.7752 |
0.0309 |
4.0% |
0.0054 |
0.7% |
13% |
False |
False |
34,899 |
100 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0052 |
0.7% |
21% |
False |
False |
27,974 |
120 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0049 |
0.6% |
21% |
False |
False |
23,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8241 |
2.618 |
0.8095 |
1.618 |
0.8006 |
1.000 |
0.7951 |
0.618 |
0.7916 |
HIGH |
0.7861 |
0.618 |
0.7827 |
0.500 |
0.7816 |
0.382 |
0.7806 |
LOW |
0.7772 |
0.618 |
0.7716 |
1.000 |
0.7682 |
1.618 |
0.7627 |
2.618 |
0.7537 |
4.250 |
0.7391 |
|
|
Fisher Pivots for day following 29-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7816 |
0.7811 |
PP |
0.7808 |
0.7804 |
S1 |
0.7799 |
0.7797 |
|