CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 19-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2022 |
19-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7922 |
0.7935 |
0.0013 |
0.2% |
0.7947 |
| High |
0.7926 |
0.7937 |
0.0011 |
0.1% |
0.7976 |
| Low |
0.7910 |
0.7911 |
0.0001 |
0.0% |
0.7890 |
| Close |
0.7921 |
0.7915 |
-0.0006 |
-0.1% |
0.7925 |
| Range |
0.0016 |
0.0027 |
0.0011 |
65.6% |
0.0086 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
30 |
60 |
30 |
100.0% |
335 |
|
| Daily Pivots for day following 19-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8000 |
0.7984 |
0.7929 |
|
| R3 |
0.7974 |
0.7957 |
0.7922 |
|
| R2 |
0.7947 |
0.7947 |
0.7919 |
|
| R1 |
0.7931 |
0.7931 |
0.7917 |
0.7926 |
| PP |
0.7921 |
0.7921 |
0.7921 |
0.7918 |
| S1 |
0.7904 |
0.7904 |
0.7912 |
0.7899 |
| S2 |
0.7894 |
0.7894 |
0.7910 |
|
| S3 |
0.7868 |
0.7878 |
0.7907 |
|
| S4 |
0.7841 |
0.7851 |
0.7900 |
|
|
| 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% |
0.0041 |
0.5% |
28% |
False |
False |
76 |
| 10 |
0.8055 |
0.7890 |
0.0165 |
2.1% |
0.0038 |
0.5% |
15% |
False |
False |
55 |
| 20 |
0.8055 |
0.7890 |
0.0165 |
2.1% |
0.0036 |
0.5% |
15% |
False |
False |
50 |
| 40 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0039 |
0.5% |
53% |
False |
False |
95 |
| 60 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0037 |
0.5% |
53% |
False |
False |
75 |
| 80 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0032 |
0.4% |
53% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8050 |
|
2.618 |
0.8006 |
|
1.618 |
0.7980 |
|
1.000 |
0.7964 |
|
0.618 |
0.7953 |
|
HIGH |
0.7937 |
|
0.618 |
0.7927 |
|
0.500 |
0.7924 |
|
0.382 |
0.7921 |
|
LOW |
0.7911 |
|
0.618 |
0.7894 |
|
1.000 |
0.7884 |
|
1.618 |
0.7868 |
|
2.618 |
0.7841 |
|
4.250 |
0.7798 |
|
|
| Fisher Pivots for day following 19-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7924 |
0.7941 |
| PP |
0.7921 |
0.7932 |
| S1 |
0.7918 |
0.7923 |
|