CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 05-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2022 |
05-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.8013 |
0.8023 |
0.0011 |
0.1% |
0.7999 |
High |
0.8014 |
0.8055 |
0.0041 |
0.5% |
0.8033 |
Low |
0.7994 |
0.8000 |
0.0006 |
0.1% |
0.7943 |
Close |
0.8005 |
0.8014 |
0.0009 |
0.1% |
0.7989 |
Range |
0.0020 |
0.0055 |
0.0035 |
175.0% |
0.0091 |
ATR |
0.0042 |
0.0042 |
0.0001 |
2.3% |
0.0000 |
Volume |
3 |
47 |
44 |
1,466.7% |
123 |
|
Daily Pivots for day following 05-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8188 |
0.8156 |
0.8044 |
|
R3 |
0.8133 |
0.8101 |
0.8029 |
|
R2 |
0.8078 |
0.8078 |
0.8024 |
|
R1 |
0.8046 |
0.8046 |
0.8019 |
0.8034 |
PP |
0.8023 |
0.8023 |
0.8023 |
0.8017 |
S1 |
0.7991 |
0.7991 |
0.8008 |
0.7979 |
S2 |
0.7968 |
0.7968 |
0.8003 |
|
S3 |
0.7913 |
0.7936 |
0.7998 |
|
S4 |
0.7858 |
0.7881 |
0.7983 |
|
|
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 |
0.8055 |
0.7973 |
0.0083 |
1.0% |
0.0034 |
0.4% |
50% |
True |
False |
23 |
10 |
0.8055 |
0.7935 |
0.0120 |
1.5% |
0.0038 |
0.5% |
65% |
True |
False |
48 |
20 |
0.8055 |
0.7783 |
0.0273 |
3.4% |
0.0035 |
0.4% |
85% |
True |
False |
95 |
40 |
0.8055 |
0.7755 |
0.0301 |
3.7% |
0.0037 |
0.5% |
86% |
True |
False |
89 |
60 |
0.8055 |
0.7755 |
0.0301 |
3.7% |
0.0035 |
0.4% |
86% |
True |
False |
69 |
80 |
0.8055 |
0.7709 |
0.0347 |
4.3% |
0.0030 |
0.4% |
88% |
True |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8289 |
2.618 |
0.8199 |
1.618 |
0.8144 |
1.000 |
0.8110 |
0.618 |
0.8089 |
HIGH |
0.8055 |
0.618 |
0.8034 |
0.500 |
0.8028 |
0.382 |
0.8021 |
LOW |
0.8000 |
0.618 |
0.7966 |
1.000 |
0.7945 |
1.618 |
0.7911 |
2.618 |
0.7856 |
4.250 |
0.7766 |
|
|
Fisher Pivots for day following 05-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.8028 |
0.8014 |
PP |
0.8023 |
0.8014 |
S1 |
0.8018 |
0.8014 |
|