CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 27-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2022 |
27-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7845 |
0.7793 |
-0.0053 |
-0.7% |
0.7922 |
High |
0.7849 |
0.7807 |
-0.0042 |
-0.5% |
0.8008 |
Low |
0.7794 |
0.7777 |
-0.0018 |
-0.2% |
0.7852 |
Close |
0.7808 |
0.7787 |
-0.0021 |
-0.3% |
0.7853 |
Range |
0.0055 |
0.0031 |
-0.0025 |
-44.5% |
0.0156 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
91 |
314 |
223 |
245.1% |
936 |
|
Daily Pivots for day following 27-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7882 |
0.7865 |
0.7804 |
|
R3 |
0.7851 |
0.7834 |
0.7795 |
|
R2 |
0.7821 |
0.7821 |
0.7793 |
|
R1 |
0.7804 |
0.7804 |
0.7790 |
0.7797 |
PP |
0.7790 |
0.7790 |
0.7790 |
0.7787 |
S1 |
0.7773 |
0.7773 |
0.7784 |
0.7767 |
S2 |
0.7760 |
0.7760 |
0.7781 |
|
S3 |
0.7729 |
0.7743 |
0.7779 |
|
S4 |
0.7699 |
0.7712 |
0.7770 |
|
|
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 |
0.7777 |
0.0231 |
3.0% |
0.0056 |
0.7% |
5% |
False |
True |
228 |
10 |
0.8008 |
0.7777 |
0.0231 |
3.0% |
0.0050 |
0.6% |
5% |
False |
True |
190 |
20 |
0.8055 |
0.7777 |
0.0279 |
3.6% |
0.0041 |
0.5% |
4% |
False |
True |
109 |
40 |
0.8055 |
0.7755 |
0.0301 |
3.9% |
0.0040 |
0.5% |
11% |
False |
False |
119 |
60 |
0.8055 |
0.7755 |
0.0301 |
3.9% |
0.0038 |
0.5% |
11% |
False |
False |
95 |
80 |
0.8055 |
0.7755 |
0.0301 |
3.9% |
0.0036 |
0.5% |
11% |
False |
False |
78 |
100 |
0.8055 |
0.7709 |
0.0347 |
4.4% |
0.0031 |
0.4% |
23% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7937 |
2.618 |
0.7887 |
1.618 |
0.7856 |
1.000 |
0.7838 |
0.618 |
0.7826 |
HIGH |
0.7807 |
0.618 |
0.7795 |
0.500 |
0.7792 |
0.382 |
0.7788 |
LOW |
0.7777 |
0.618 |
0.7758 |
1.000 |
0.7746 |
1.618 |
0.7727 |
2.618 |
0.7697 |
4.250 |
0.7647 |
|
|
Fisher Pivots for day following 27-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7792 |
0.7815 |
PP |
0.7790 |
0.7806 |
S1 |
0.7789 |
0.7796 |
|