CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 25-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2022 |
25-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7943 |
0.7850 |
-0.0093 |
-1.2% |
0.7922 |
High |
0.7948 |
0.7854 |
-0.0094 |
-1.2% |
0.8008 |
Low |
0.7852 |
0.7821 |
-0.0031 |
-0.4% |
0.7852 |
Close |
0.7853 |
0.7850 |
-0.0003 |
0.0% |
0.7853 |
Range |
0.0096 |
0.0033 |
-0.0063 |
-66.0% |
0.0156 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
403 |
306 |
-97 |
-24.1% |
936 |
|
Daily Pivots for day following 25-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7939 |
0.7927 |
0.7868 |
|
R3 |
0.7907 |
0.7895 |
0.7859 |
|
R2 |
0.7874 |
0.7874 |
0.7856 |
|
R1 |
0.7862 |
0.7862 |
0.7853 |
0.7866 |
PP |
0.7842 |
0.7842 |
0.7842 |
0.7844 |
S1 |
0.7830 |
0.7830 |
0.7847 |
0.7834 |
S2 |
0.7809 |
0.7809 |
0.7844 |
|
S3 |
0.7777 |
0.7797 |
0.7841 |
|
S4 |
0.7744 |
0.7765 |
0.7832 |
|
|
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 |
0.7821 |
0.0187 |
2.4% |
0.0053 |
0.7% |
16% |
False |
True |
242 |
10 |
0.8008 |
0.7821 |
0.0187 |
2.4% |
0.0048 |
0.6% |
16% |
False |
True |
157 |
20 |
0.8055 |
0.7821 |
0.0234 |
3.0% |
0.0041 |
0.5% |
12% |
False |
True |
91 |
40 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0041 |
0.5% |
32% |
False |
False |
116 |
60 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0038 |
0.5% |
32% |
False |
False |
91 |
80 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0035 |
0.4% |
32% |
False |
False |
73 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7992 |
2.618 |
0.7939 |
1.618 |
0.7906 |
1.000 |
0.7886 |
0.618 |
0.7874 |
HIGH |
0.7854 |
0.618 |
0.7841 |
0.500 |
0.7837 |
0.382 |
0.7833 |
LOW |
0.7821 |
0.618 |
0.7801 |
1.000 |
0.7789 |
1.618 |
0.7768 |
2.618 |
0.7736 |
4.250 |
0.7683 |
|
|
Fisher Pivots for day following 25-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7846 |
0.7914 |
PP |
0.7842 |
0.7893 |
S1 |
0.7837 |
0.7871 |
|