CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 04-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2022 |
04-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7995 |
0.8013 |
0.0018 |
0.2% |
0.7999 |
| High |
0.8008 |
0.8014 |
0.0007 |
0.1% |
0.8033 |
| Low |
0.7973 |
0.7994 |
0.0022 |
0.3% |
0.7943 |
| Close |
0.7989 |
0.8005 |
0.0017 |
0.2% |
0.7989 |
| Range |
0.0035 |
0.0020 |
-0.0015 |
-42.9% |
0.0091 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
23 |
3 |
-20 |
-87.0% |
123 |
|
| Daily Pivots for day following 04-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.8055 |
0.8016 |
|
| R3 |
0.8044 |
0.8035 |
0.8011 |
|
| R2 |
0.8024 |
0.8024 |
0.8009 |
|
| R1 |
0.8015 |
0.8015 |
0.8007 |
0.8010 |
| PP |
0.8004 |
0.8004 |
0.8004 |
0.8002 |
| S1 |
0.7995 |
0.7995 |
0.8003 |
0.7990 |
| S2 |
0.7984 |
0.7984 |
0.8001 |
|
| S3 |
0.7964 |
0.7975 |
0.8000 |
|
| S4 |
0.7944 |
0.7955 |
0.7994 |
|
|
| 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 |
0.7973 |
0.0061 |
0.8% |
0.0028 |
0.3% |
54% |
False |
False |
16 |
| 10 |
0.8033 |
0.7929 |
0.0104 |
1.3% |
0.0035 |
0.4% |
73% |
False |
False |
45 |
| 20 |
0.8033 |
0.7755 |
0.0279 |
3.5% |
0.0035 |
0.4% |
90% |
False |
False |
99 |
| 40 |
0.8033 |
0.7755 |
0.0279 |
3.5% |
0.0036 |
0.4% |
90% |
False |
False |
88 |
| 60 |
0.8033 |
0.7755 |
0.0279 |
3.5% |
0.0034 |
0.4% |
90% |
False |
False |
68 |
| 80 |
0.8033 |
0.7709 |
0.0325 |
4.1% |
0.0029 |
0.4% |
91% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8099 |
|
2.618 |
0.8066 |
|
1.618 |
0.8046 |
|
1.000 |
0.8034 |
|
0.618 |
0.8026 |
|
HIGH |
0.8014 |
|
0.618 |
0.8006 |
|
0.500 |
0.8004 |
|
0.382 |
0.8002 |
|
LOW |
0.7994 |
|
0.618 |
0.7982 |
|
1.000 |
0.7974 |
|
1.618 |
0.7962 |
|
2.618 |
0.7942 |
|
4.250 |
0.7909 |
|
|
| Fisher Pivots for day following 04-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8005 |
0.8001 |
| PP |
0.8004 |
0.7997 |
| S1 |
0.8004 |
0.7993 |
|