CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 13-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2022 |
13-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7901 |
0.7908 |
0.0007 |
0.1% |
0.8013 |
| High |
0.7930 |
0.7955 |
0.0026 |
0.3% |
0.8055 |
| Low |
0.7901 |
0.7890 |
-0.0011 |
-0.1% |
0.7922 |
| Close |
0.7911 |
0.7951 |
0.0040 |
0.5% |
0.7952 |
| Range |
0.0029 |
0.0065 |
0.0037 |
128.1% |
0.0133 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
4.0% |
0.0000 |
| Volume |
32 |
225 |
193 |
603.1% |
137 |
|
| Daily Pivots for day following 13-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8127 |
0.8104 |
0.7986 |
|
| R3 |
0.8062 |
0.8039 |
0.7968 |
|
| R2 |
0.7997 |
0.7997 |
0.7962 |
|
| R1 |
0.7974 |
0.7974 |
0.7956 |
0.7985 |
| PP |
0.7932 |
0.7932 |
0.7932 |
0.7938 |
| S1 |
0.7909 |
0.7909 |
0.7945 |
0.7920 |
| S2 |
0.7867 |
0.7867 |
0.7939 |
|
| S3 |
0.7802 |
0.7844 |
0.7933 |
|
| S4 |
0.7737 |
0.7779 |
0.7915 |
|
|
| 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 |
0.7955 |
0.7890 |
0.0065 |
0.8% |
0.0036 |
0.5% |
93% |
True |
True |
64 |
| 10 |
0.8055 |
0.7890 |
0.0165 |
2.1% |
0.0035 |
0.4% |
37% |
False |
True |
48 |
| 20 |
0.8055 |
0.7880 |
0.0175 |
2.2% |
0.0035 |
0.4% |
40% |
False |
False |
62 |
| 40 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0038 |
0.5% |
65% |
False |
False |
94 |
| 60 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0036 |
0.5% |
65% |
False |
False |
75 |
| 80 |
0.8055 |
0.7709 |
0.0347 |
4.4% |
0.0031 |
0.4% |
70% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8231 |
|
2.618 |
0.8125 |
|
1.618 |
0.8060 |
|
1.000 |
0.8020 |
|
0.618 |
0.7995 |
|
HIGH |
0.7955 |
|
0.618 |
0.7930 |
|
0.500 |
0.7923 |
|
0.382 |
0.7915 |
|
LOW |
0.7890 |
|
0.618 |
0.7850 |
|
1.000 |
0.7825 |
|
1.618 |
0.7785 |
|
2.618 |
0.7720 |
|
4.250 |
0.7614 |
|
|
| Fisher Pivots for day following 13-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7941 |
0.7941 |
| PP |
0.7932 |
0.7932 |
| S1 |
0.7923 |
0.7923 |
|