CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 26-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2022 |
26-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7850 |
0.7845 |
-0.0005 |
-0.1% |
0.7922 |
| High |
0.7854 |
0.7849 |
-0.0005 |
-0.1% |
0.8008 |
| Low |
0.7821 |
0.7794 |
-0.0027 |
-0.3% |
0.7852 |
| Close |
0.7850 |
0.7808 |
-0.0043 |
-0.5% |
0.7853 |
| Range |
0.0033 |
0.0055 |
0.0023 |
69.2% |
0.0156 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.0% |
0.0000 |
| Volume |
306 |
91 |
-215 |
-70.3% |
936 |
|
| Daily Pivots for day following 26-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7982 |
0.7950 |
0.7838 |
|
| R3 |
0.7927 |
0.7895 |
0.7823 |
|
| R2 |
0.7872 |
0.7872 |
0.7818 |
|
| R1 |
0.7840 |
0.7840 |
0.7813 |
0.7828 |
| PP |
0.7817 |
0.7817 |
0.7817 |
0.7811 |
| S1 |
0.7785 |
0.7785 |
0.7802 |
0.7773 |
| S2 |
0.7762 |
0.7762 |
0.7797 |
|
| S3 |
0.7707 |
0.7730 |
0.7792 |
|
| S4 |
0.7652 |
0.7675 |
0.7777 |
|
|
| 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 |
0.7794 |
0.0214 |
2.7% |
0.0059 |
0.8% |
6% |
False |
True |
248 |
| 10 |
0.8008 |
0.7794 |
0.0214 |
2.7% |
0.0050 |
0.6% |
6% |
False |
True |
162 |
| 20 |
0.8055 |
0.7794 |
0.0261 |
3.3% |
0.0041 |
0.5% |
5% |
False |
True |
94 |
| 40 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0041 |
0.5% |
18% |
False |
False |
114 |
| 60 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0038 |
0.5% |
18% |
False |
False |
92 |
| 80 |
0.8055 |
0.7755 |
0.0301 |
3.8% |
0.0035 |
0.5% |
18% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8083 |
|
2.618 |
0.7993 |
|
1.618 |
0.7938 |
|
1.000 |
0.7904 |
|
0.618 |
0.7883 |
|
HIGH |
0.7849 |
|
0.618 |
0.7828 |
|
0.500 |
0.7822 |
|
0.382 |
0.7815 |
|
LOW |
0.7794 |
|
0.618 |
0.7760 |
|
1.000 |
0.7739 |
|
1.618 |
0.7705 |
|
2.618 |
0.7650 |
|
4.250 |
0.7560 |
|
|
| Fisher Pivots for day following 26-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7822 |
0.7871 |
| PP |
0.7817 |
0.7850 |
| S1 |
0.7812 |
0.7829 |
|