CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 22-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2022 |
22-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8002 |
0.7943 |
-0.0059 |
-0.7% |
0.7922 |
| High |
0.8008 |
0.7948 |
-0.0060 |
-0.7% |
0.8008 |
| Low |
0.7939 |
0.7852 |
-0.0087 |
-1.1% |
0.7852 |
| Close |
0.7943 |
0.7853 |
-0.0090 |
-1.1% |
0.7853 |
| Range |
0.0069 |
0.0096 |
0.0027 |
39.4% |
0.0156 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
7.4% |
0.0000 |
| Volume |
29 |
403 |
374 |
1,289.7% |
936 |
|
| Daily Pivots for day following 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8171 |
0.8107 |
0.7906 |
|
| R3 |
0.8075 |
0.8012 |
0.7879 |
|
| R2 |
0.7980 |
0.7980 |
0.7871 |
|
| R1 |
0.7916 |
0.7916 |
0.7862 |
0.7900 |
| PP |
0.7884 |
0.7884 |
0.7884 |
0.7876 |
| S1 |
0.7821 |
0.7821 |
0.7844 |
0.7805 |
| S2 |
0.7789 |
0.7789 |
0.7835 |
|
| S3 |
0.7693 |
0.7725 |
0.7827 |
|
| S4 |
0.7598 |
0.7630 |
0.7800 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8371 |
0.8267 |
0.7939 |
|
| R3 |
0.8215 |
0.8112 |
0.7896 |
|
| R2 |
0.8060 |
0.8060 |
0.7882 |
|
| R1 |
0.7956 |
0.7956 |
0.7867 |
0.7930 |
| PP |
0.7904 |
0.7904 |
0.7904 |
0.7891 |
| S1 |
0.7801 |
0.7801 |
0.7839 |
0.7775 |
| S2 |
0.7749 |
0.7749 |
0.7824 |
|
| S3 |
0.7593 |
0.7645 |
0.7810 |
|
| S4 |
0.7438 |
0.7490 |
0.7767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8008 |
0.7852 |
0.0156 |
2.0% |
0.0050 |
0.6% |
1% |
False |
True |
187 |
| 10 |
0.8008 |
0.7852 |
0.0156 |
2.0% |
0.0048 |
0.6% |
1% |
False |
True |
128 |
| 20 |
0.8055 |
0.7852 |
0.0203 |
2.6% |
0.0042 |
0.5% |
0% |
False |
True |
83 |
| 40 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0042 |
0.5% |
33% |
False |
False |
112 |
| 60 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0038 |
0.5% |
33% |
False |
False |
87 |
| 80 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0034 |
0.4% |
33% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8353 |
|
2.618 |
0.8198 |
|
1.618 |
0.8102 |
|
1.000 |
0.8043 |
|
0.618 |
0.8007 |
|
HIGH |
0.7948 |
|
0.618 |
0.7911 |
|
0.500 |
0.7900 |
|
0.382 |
0.7888 |
|
LOW |
0.7852 |
|
0.618 |
0.7793 |
|
1.000 |
0.7757 |
|
1.618 |
0.7697 |
|
2.618 |
0.7602 |
|
4.250 |
0.7446 |
|
|
| Fisher Pivots for day following 22-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7900 |
0.7930 |
| PP |
0.7884 |
0.7904 |
| S1 |
0.7869 |
0.7879 |
|