CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 01-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7979 |
0.7980 |
0.0002 |
0.0% |
0.8004 |
High |
0.8008 |
0.8006 |
-0.0002 |
0.0% |
0.8039 |
Low |
0.7979 |
0.7970 |
-0.0009 |
-0.1% |
0.7949 |
Close |
0.8006 |
0.7988 |
-0.0018 |
-0.2% |
0.7988 |
Range |
0.0029 |
0.0036 |
0.0007 |
22.4% |
0.0090 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
51 |
7 |
-44 |
-86.3% |
132 |
|
Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8094 |
0.8076 |
0.8007 |
|
R3 |
0.8059 |
0.8041 |
0.7997 |
|
R2 |
0.8023 |
0.8023 |
0.7994 |
|
R1 |
0.8005 |
0.8005 |
0.7991 |
0.8014 |
PP |
0.7988 |
0.7988 |
0.7988 |
0.7992 |
S1 |
0.7970 |
0.7970 |
0.7984 |
0.7979 |
S2 |
0.7952 |
0.7952 |
0.7981 |
|
S3 |
0.7917 |
0.7934 |
0.7978 |
|
S4 |
0.7881 |
0.7899 |
0.7968 |
|
|
Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8260 |
0.8213 |
0.8037 |
|
R3 |
0.8171 |
0.8124 |
0.8012 |
|
R2 |
0.8081 |
0.8081 |
0.8004 |
|
R1 |
0.8034 |
0.8034 |
0.7996 |
0.8013 |
PP |
0.7992 |
0.7992 |
0.7992 |
0.7981 |
S1 |
0.7945 |
0.7945 |
0.7979 |
0.7924 |
S2 |
0.7902 |
0.7902 |
0.7971 |
|
S3 |
0.7813 |
0.7855 |
0.7963 |
|
S4 |
0.7723 |
0.7766 |
0.7938 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8039 |
0.7949 |
0.0090 |
1.1% |
0.0038 |
0.5% |
43% |
False |
False |
26 |
10 |
0.8039 |
0.7925 |
0.0114 |
1.4% |
0.0035 |
0.4% |
55% |
False |
False |
28 |
20 |
0.8039 |
0.7755 |
0.0284 |
3.6% |
0.0041 |
0.5% |
82% |
False |
False |
110 |
40 |
0.8039 |
0.7755 |
0.0284 |
3.6% |
0.0042 |
0.5% |
82% |
False |
False |
108 |
60 |
0.8039 |
0.7755 |
0.0284 |
3.6% |
0.0039 |
0.5% |
82% |
False |
False |
88 |
80 |
0.8039 |
0.7699 |
0.0340 |
4.3% |
0.0035 |
0.4% |
85% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8156 |
2.618 |
0.8098 |
1.618 |
0.8063 |
1.000 |
0.8041 |
0.618 |
0.8027 |
HIGH |
0.8006 |
0.618 |
0.7992 |
0.500 |
0.7988 |
0.382 |
0.7984 |
LOW |
0.7970 |
0.618 |
0.7948 |
1.000 |
0.7935 |
1.618 |
0.7913 |
2.618 |
0.7877 |
4.250 |
0.7819 |
|
|
Fisher Pivots for day following 01-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7988 |
0.8004 |
PP |
0.7988 |
0.7999 |
S1 |
0.7988 |
0.7993 |
|