CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 20-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2022 |
20-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7935 |
0.7960 |
0.0025 |
0.3% |
0.7947 |
| High |
0.7937 |
0.8002 |
0.0065 |
0.8% |
0.7976 |
| Low |
0.7911 |
0.7960 |
0.0050 |
0.6% |
0.7890 |
| Close |
0.7915 |
0.7990 |
0.0076 |
1.0% |
0.7925 |
| Range |
0.0027 |
0.0042 |
0.0016 |
58.5% |
0.0086 |
| ATR |
0.0042 |
0.0045 |
0.0003 |
7.8% |
0.0000 |
| Volume |
60 |
414 |
354 |
590.0% |
335 |
|
| Daily Pivots for day following 20-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8110 |
0.8092 |
0.8013 |
|
| R3 |
0.8068 |
0.8050 |
0.8002 |
|
| R2 |
0.8026 |
0.8026 |
0.7998 |
|
| R1 |
0.8008 |
0.8008 |
0.7994 |
0.8017 |
| PP |
0.7984 |
0.7984 |
0.7984 |
0.7989 |
| S1 |
0.7966 |
0.7966 |
0.7986 |
0.7975 |
| S2 |
0.7942 |
0.7942 |
0.7982 |
|
| S3 |
0.7900 |
0.7924 |
0.7978 |
|
| S4 |
0.7858 |
0.7882 |
0.7967 |
|
|
| 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 |
0.8002 |
0.7890 |
0.0112 |
1.4% |
0.0044 |
0.5% |
89% |
True |
False |
152 |
| 10 |
0.8002 |
0.7890 |
0.0112 |
1.4% |
0.0036 |
0.5% |
89% |
True |
False |
92 |
| 20 |
0.8055 |
0.7890 |
0.0165 |
2.1% |
0.0037 |
0.5% |
61% |
False |
False |
70 |
| 40 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0039 |
0.5% |
78% |
False |
False |
105 |
| 60 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0037 |
0.5% |
78% |
False |
False |
81 |
| 80 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0032 |
0.4% |
78% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8181 |
|
2.618 |
0.8112 |
|
1.618 |
0.8070 |
|
1.000 |
0.8044 |
|
0.618 |
0.8028 |
|
HIGH |
0.8002 |
|
0.618 |
0.7986 |
|
0.500 |
0.7981 |
|
0.382 |
0.7976 |
|
LOW |
0.7960 |
|
0.618 |
0.7934 |
|
1.000 |
0.7918 |
|
1.618 |
0.7892 |
|
2.618 |
0.7850 |
|
4.250 |
0.7782 |
|
|
| Fisher Pivots for day following 20-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7987 |
0.7979 |
| PP |
0.7984 |
0.7967 |
| S1 |
0.7981 |
0.7956 |
|