CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 11-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2022 |
11-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7925 |
0.7947 |
0.0022 |
0.3% |
0.8013 |
| High |
0.7953 |
0.7947 |
-0.0006 |
-0.1% |
0.8055 |
| Low |
0.7922 |
0.7910 |
-0.0012 |
-0.2% |
0.7922 |
| Close |
0.7952 |
0.7919 |
-0.0033 |
-0.4% |
0.7952 |
| Range |
0.0031 |
0.0037 |
0.0007 |
21.3% |
0.0133 |
| ATR |
0.0043 |
0.0042 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
12 |
43 |
31 |
258.3% |
137 |
|
| Daily Pivots for day following 11-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8036 |
0.8014 |
0.7939 |
|
| R3 |
0.7999 |
0.7977 |
0.7929 |
|
| R2 |
0.7962 |
0.7962 |
0.7925 |
|
| R1 |
0.7940 |
0.7940 |
0.7922 |
0.7933 |
| PP |
0.7925 |
0.7925 |
0.7925 |
0.7921 |
| S1 |
0.7903 |
0.7903 |
0.7915 |
0.7896 |
| S2 |
0.7888 |
0.7888 |
0.7912 |
|
| S3 |
0.7851 |
0.7866 |
0.7908 |
|
| S4 |
0.7814 |
0.7829 |
0.7898 |
|
|
| Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8375 |
0.8296 |
0.8025 |
|
| R3 |
0.8242 |
0.8163 |
0.7988 |
|
| R2 |
0.8109 |
0.8109 |
0.7976 |
|
| R1 |
0.8030 |
0.8030 |
0.7964 |
0.8003 |
| PP |
0.7976 |
0.7976 |
0.7976 |
0.7963 |
| S1 |
0.7897 |
0.7897 |
0.7939 |
0.7870 |
| S2 |
0.7843 |
0.7843 |
0.7927 |
|
| S3 |
0.7710 |
0.7764 |
0.7915 |
|
| S4 |
0.7577 |
0.7631 |
0.7878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8055 |
0.7910 |
0.0145 |
1.8% |
0.0034 |
0.4% |
6% |
False |
True |
35 |
| 10 |
0.8055 |
0.7910 |
0.0145 |
1.8% |
0.0031 |
0.4% |
6% |
False |
True |
25 |
| 20 |
0.8055 |
0.7783 |
0.0273 |
3.4% |
0.0035 |
0.4% |
50% |
False |
False |
56 |
| 40 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0037 |
0.5% |
55% |
False |
False |
88 |
| 60 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0036 |
0.4% |
55% |
False |
False |
71 |
| 80 |
0.8055 |
0.7709 |
0.0347 |
4.4% |
0.0030 |
0.4% |
61% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8104 |
|
2.618 |
0.8044 |
|
1.618 |
0.8007 |
|
1.000 |
0.7984 |
|
0.618 |
0.7970 |
|
HIGH |
0.7947 |
|
0.618 |
0.7933 |
|
0.500 |
0.7929 |
|
0.382 |
0.7924 |
|
LOW |
0.7910 |
|
0.618 |
0.7887 |
|
1.000 |
0.7873 |
|
1.618 |
0.7850 |
|
2.618 |
0.7813 |
|
4.250 |
0.7753 |
|
|
| Fisher Pivots for day following 11-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7929 |
0.7931 |
| PP |
0.7925 |
0.7927 |
| S1 |
0.7922 |
0.7923 |
|