CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 18-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2022 |
18-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7955 |
0.7922 |
-0.0033 |
-0.4% |
0.7947 |
High |
0.7976 |
0.7926 |
-0.0050 |
-0.6% |
0.7976 |
Low |
0.7906 |
0.7910 |
0.0004 |
0.1% |
0.7890 |
Close |
0.7925 |
0.7921 |
-0.0005 |
-0.1% |
0.7925 |
Range |
0.0070 |
0.0016 |
-0.0054 |
-77.1% |
0.0086 |
ATR |
0.0045 |
0.0043 |
-0.0002 |
-4.6% |
0.0000 |
Volume |
35 |
30 |
-5 |
-14.3% |
335 |
|
Daily Pivots for day following 18-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7967 |
0.7960 |
0.7929 |
|
R3 |
0.7951 |
0.7944 |
0.7925 |
|
R2 |
0.7935 |
0.7935 |
0.7923 |
|
R1 |
0.7928 |
0.7928 |
0.7922 |
0.7923 |
PP |
0.7919 |
0.7919 |
0.7919 |
0.7917 |
S1 |
0.7912 |
0.7912 |
0.7919 |
0.7907 |
S2 |
0.7903 |
0.7903 |
0.7918 |
|
S3 |
0.7887 |
0.7896 |
0.7916 |
|
S4 |
0.7871 |
0.7880 |
0.7912 |
|
|
Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8188 |
0.8143 |
0.7972 |
|
R3 |
0.8102 |
0.8057 |
0.7949 |
|
R2 |
0.8016 |
0.8016 |
0.7941 |
|
R1 |
0.7971 |
0.7971 |
0.7933 |
0.7951 |
PP |
0.7930 |
0.7930 |
0.7930 |
0.7920 |
S1 |
0.7885 |
0.7885 |
0.7917 |
0.7865 |
S2 |
0.7844 |
0.7844 |
0.7909 |
|
S3 |
0.7758 |
0.7799 |
0.7901 |
|
S4 |
0.7672 |
0.7713 |
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% |
0.0043 |
0.5% |
35% |
False |
False |
73 |
10 |
0.8055 |
0.7890 |
0.0165 |
2.1% |
0.0037 |
0.5% |
18% |
False |
False |
50 |
20 |
0.8055 |
0.7890 |
0.0165 |
2.1% |
0.0036 |
0.4% |
18% |
False |
False |
48 |
40 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0040 |
0.5% |
55% |
False |
False |
95 |
60 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0037 |
0.5% |
55% |
False |
False |
75 |
80 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0032 |
0.4% |
55% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7994 |
2.618 |
0.7968 |
1.618 |
0.7952 |
1.000 |
0.7942 |
0.618 |
0.7936 |
HIGH |
0.7926 |
0.618 |
0.7920 |
0.500 |
0.7918 |
0.382 |
0.7916 |
LOW |
0.7910 |
0.618 |
0.7900 |
1.000 |
0.7894 |
1.618 |
0.7884 |
2.618 |
0.7868 |
4.250 |
0.7842 |
|
|
Fisher Pivots for day following 18-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7920 |
0.7933 |
PP |
0.7919 |
0.7929 |
S1 |
0.7918 |
0.7925 |
|