CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 12-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2022 |
12-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7947 |
0.7901 |
-0.0046 |
-0.6% |
0.8013 |
| High |
0.7947 |
0.7930 |
-0.0018 |
-0.2% |
0.8055 |
| Low |
0.7910 |
0.7901 |
-0.0009 |
-0.1% |
0.7922 |
| Close |
0.7919 |
0.7911 |
-0.0008 |
-0.1% |
0.7952 |
| Range |
0.0037 |
0.0029 |
-0.0009 |
-23.0% |
0.0133 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
43 |
32 |
-11 |
-25.6% |
137 |
|
| Daily Pivots for day following 12-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7983 |
0.7926 |
|
| R3 |
0.7971 |
0.7955 |
0.7918 |
|
| R2 |
0.7942 |
0.7942 |
0.7916 |
|
| R1 |
0.7926 |
0.7926 |
0.7913 |
0.7934 |
| PP |
0.7914 |
0.7914 |
0.7914 |
0.7918 |
| S1 |
0.7898 |
0.7898 |
0.7908 |
0.7906 |
| S2 |
0.7885 |
0.7885 |
0.7905 |
|
| S3 |
0.7857 |
0.7869 |
0.7903 |
|
| S4 |
0.7828 |
0.7841 |
0.7895 |
|
|
| 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 |
0.7996 |
0.7901 |
0.0095 |
1.2% |
0.0029 |
0.4% |
10% |
False |
True |
32 |
| 10 |
0.8055 |
0.7901 |
0.0154 |
1.9% |
0.0031 |
0.4% |
6% |
False |
True |
27 |
| 20 |
0.8055 |
0.7846 |
0.0210 |
2.6% |
0.0034 |
0.4% |
31% |
False |
False |
57 |
| 40 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0037 |
0.5% |
52% |
False |
False |
88 |
| 60 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0035 |
0.4% |
52% |
False |
False |
71 |
| 80 |
0.8055 |
0.7709 |
0.0347 |
4.4% |
0.0031 |
0.4% |
58% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.8004 |
|
1.618 |
0.7976 |
|
1.000 |
0.7958 |
|
0.618 |
0.7947 |
|
HIGH |
0.7930 |
|
0.618 |
0.7919 |
|
0.500 |
0.7915 |
|
0.382 |
0.7912 |
|
LOW |
0.7901 |
|
0.618 |
0.7883 |
|
1.000 |
0.7873 |
|
1.618 |
0.7855 |
|
2.618 |
0.7826 |
|
4.250 |
0.7780 |
|
|
| Fisher Pivots for day following 12-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7915 |
0.7927 |
| PP |
0.7914 |
0.7921 |
| S1 |
0.7912 |
0.7916 |
|