CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 14-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2022 |
14-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7908 |
0.7955 |
0.0047 |
0.6% |
0.8013 |
| High |
0.7955 |
0.7976 |
0.0021 |
0.3% |
0.8055 |
| Low |
0.7890 |
0.7906 |
0.0016 |
0.2% |
0.7922 |
| Close |
0.7951 |
0.7925 |
-0.0026 |
-0.3% |
0.7952 |
| Range |
0.0065 |
0.0070 |
0.0005 |
7.7% |
0.0133 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.4% |
0.0000 |
| Volume |
225 |
35 |
-190 |
-84.4% |
137 |
|
| Daily Pivots for day following 14-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8146 |
0.8105 |
0.7964 |
|
| R3 |
0.8076 |
0.8035 |
0.7944 |
|
| R2 |
0.8006 |
0.8006 |
0.7938 |
|
| R1 |
0.7965 |
0.7965 |
0.7931 |
0.7951 |
| PP |
0.7936 |
0.7936 |
0.7936 |
0.7928 |
| S1 |
0.7895 |
0.7895 |
0.7919 |
0.7881 |
| S2 |
0.7866 |
0.7866 |
0.7912 |
|
| S3 |
0.7796 |
0.7825 |
0.7906 |
|
| S4 |
0.7726 |
0.7755 |
0.7887 |
|
|
| 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 |
0.7976 |
0.7890 |
0.0086 |
1.1% |
0.0046 |
0.6% |
41% |
True |
False |
69 |
| 10 |
0.8055 |
0.7890 |
0.0165 |
2.1% |
0.0039 |
0.5% |
21% |
False |
False |
49 |
| 20 |
0.8055 |
0.7890 |
0.0165 |
2.1% |
0.0036 |
0.5% |
21% |
False |
False |
60 |
| 40 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0039 |
0.5% |
57% |
False |
False |
94 |
| 60 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0037 |
0.5% |
57% |
False |
False |
75 |
| 80 |
0.8055 |
0.7723 |
0.0333 |
4.2% |
0.0031 |
0.4% |
61% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8274 |
|
2.618 |
0.8159 |
|
1.618 |
0.8089 |
|
1.000 |
0.8046 |
|
0.618 |
0.8019 |
|
HIGH |
0.7976 |
|
0.618 |
0.7949 |
|
0.500 |
0.7941 |
|
0.382 |
0.7933 |
|
LOW |
0.7906 |
|
0.618 |
0.7863 |
|
1.000 |
0.7836 |
|
1.618 |
0.7793 |
|
2.618 |
0.7723 |
|
4.250 |
0.7609 |
|
|
| Fisher Pivots for day following 14-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7941 |
0.7933 |
| PP |
0.7936 |
0.7930 |
| S1 |
0.7930 |
0.7928 |
|