CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 29-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2022 |
29-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7791 |
0.7828 |
0.0038 |
0.5% |
0.7850 |
| High |
0.7809 |
0.7858 |
0.0049 |
0.6% |
0.7858 |
| Low |
0.7763 |
0.7772 |
0.0009 |
0.1% |
0.7763 |
| Close |
0.7804 |
0.7788 |
-0.0016 |
-0.2% |
0.7788 |
| Range |
0.0046 |
0.0086 |
0.0040 |
87.0% |
0.0095 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
5.7% |
0.0000 |
| Volume |
155 |
202 |
47 |
30.3% |
1,068 |
|
| Daily Pivots for day following 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.8012 |
0.7835 |
|
| R3 |
0.7978 |
0.7926 |
0.7812 |
|
| R2 |
0.7892 |
0.7892 |
0.7804 |
|
| R1 |
0.7840 |
0.7840 |
0.7796 |
0.7823 |
| PP |
0.7806 |
0.7806 |
0.7806 |
0.7798 |
| S1 |
0.7754 |
0.7754 |
0.7780 |
0.7737 |
| S2 |
0.7720 |
0.7720 |
0.7772 |
|
| S3 |
0.7634 |
0.7668 |
0.7764 |
|
| S4 |
0.7548 |
0.7582 |
0.7741 |
|
|
| Weekly Pivots for week ending 29-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8088 |
0.8033 |
0.7840 |
|
| R3 |
0.7993 |
0.7938 |
0.7814 |
|
| R2 |
0.7898 |
0.7898 |
0.7805 |
|
| R1 |
0.7843 |
0.7843 |
0.7797 |
0.7823 |
| PP |
0.7803 |
0.7803 |
0.7803 |
0.7793 |
| S1 |
0.7748 |
0.7748 |
0.7779 |
0.7728 |
| S2 |
0.7708 |
0.7708 |
0.7771 |
|
| S3 |
0.7613 |
0.7653 |
0.7762 |
|
| S4 |
0.7518 |
0.7558 |
0.7736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7858 |
0.7763 |
0.0095 |
1.2% |
0.0050 |
0.6% |
26% |
True |
False |
213 |
| 10 |
0.8008 |
0.7763 |
0.0245 |
3.1% |
0.0050 |
0.6% |
10% |
False |
False |
200 |
| 20 |
0.8055 |
0.7763 |
0.0292 |
3.7% |
0.0044 |
0.6% |
9% |
False |
False |
124 |
| 40 |
0.8055 |
0.7755 |
0.0301 |
3.9% |
0.0041 |
0.5% |
11% |
False |
False |
123 |
| 60 |
0.8055 |
0.7755 |
0.0301 |
3.9% |
0.0039 |
0.5% |
11% |
False |
False |
101 |
| 80 |
0.8055 |
0.7755 |
0.0301 |
3.9% |
0.0037 |
0.5% |
11% |
False |
False |
82 |
| 100 |
0.8055 |
0.7709 |
0.0347 |
4.4% |
0.0032 |
0.4% |
23% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8224 |
|
2.618 |
0.8083 |
|
1.618 |
0.7997 |
|
1.000 |
0.7944 |
|
0.618 |
0.7911 |
|
HIGH |
0.7858 |
|
0.618 |
0.7825 |
|
0.500 |
0.7815 |
|
0.382 |
0.7805 |
|
LOW |
0.7772 |
|
0.618 |
0.7719 |
|
1.000 |
0.7686 |
|
1.618 |
0.7633 |
|
2.618 |
0.7547 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 29-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7815 |
0.7811 |
| PP |
0.7806 |
0.7803 |
| S1 |
0.7797 |
0.7796 |
|