CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 01-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7984 |
0.7995 |
0.0011 |
0.1% |
0.7999 |
High |
0.8007 |
0.8008 |
0.0001 |
0.0% |
0.8033 |
Low |
0.7976 |
0.7973 |
-0.0004 |
0.0% |
0.7943 |
Close |
0.8007 |
0.7989 |
-0.0019 |
-0.2% |
0.7989 |
Range |
0.0031 |
0.0035 |
0.0004 |
12.9% |
0.0091 |
ATR |
0.0043 |
0.0043 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
23 |
23 |
0 |
0.0% |
123 |
|
Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8095 |
0.8077 |
0.8008 |
|
R3 |
0.8060 |
0.8042 |
0.7998 |
|
R2 |
0.8025 |
0.8025 |
0.7995 |
|
R1 |
0.8007 |
0.8007 |
0.7992 |
0.7998 |
PP |
0.7990 |
0.7990 |
0.7990 |
0.7985 |
S1 |
0.7972 |
0.7972 |
0.7985 |
0.7963 |
S2 |
0.7955 |
0.7955 |
0.7982 |
|
S3 |
0.7920 |
0.7937 |
0.7979 |
|
S4 |
0.7885 |
0.7902 |
0.7969 |
|
|
Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8260 |
0.8215 |
0.8038 |
|
R3 |
0.8169 |
0.8124 |
0.8013 |
|
R2 |
0.8079 |
0.8079 |
0.8005 |
|
R1 |
0.8034 |
0.8034 |
0.7997 |
0.8011 |
PP |
0.7988 |
0.7988 |
0.7988 |
0.7977 |
S1 |
0.7943 |
0.7943 |
0.7980 |
0.7920 |
S2 |
0.7898 |
0.7898 |
0.7972 |
|
S3 |
0.7807 |
0.7853 |
0.7964 |
|
S4 |
0.7717 |
0.7762 |
0.7939 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8033 |
0.7943 |
0.0091 |
1.1% |
0.0036 |
0.4% |
51% |
False |
False |
24 |
10 |
0.8033 |
0.7929 |
0.0105 |
1.3% |
0.0034 |
0.4% |
57% |
False |
False |
47 |
20 |
0.8033 |
0.7755 |
0.0279 |
3.5% |
0.0037 |
0.5% |
84% |
False |
False |
117 |
40 |
0.8033 |
0.7755 |
0.0279 |
3.5% |
0.0037 |
0.5% |
84% |
False |
False |
89 |
60 |
0.8033 |
0.7755 |
0.0279 |
3.5% |
0.0035 |
0.4% |
84% |
False |
False |
69 |
80 |
0.8033 |
0.7709 |
0.0325 |
4.1% |
0.0029 |
0.4% |
86% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8156 |
2.618 |
0.8099 |
1.618 |
0.8064 |
1.000 |
0.8043 |
0.618 |
0.8029 |
HIGH |
0.8008 |
0.618 |
0.7994 |
0.500 |
0.7990 |
0.382 |
0.7986 |
LOW |
0.7973 |
0.618 |
0.7951 |
1.000 |
0.7938 |
1.618 |
0.7916 |
2.618 |
0.7881 |
4.250 |
0.7824 |
|
|
Fisher Pivots for day following 01-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7990 |
0.8003 |
PP |
0.7990 |
0.7998 |
S1 |
0.7989 |
0.7993 |
|