CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 06-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2022 |
06-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8035 |
0.7993 |
-0.0042 |
-0.5% |
0.8004 |
| High |
0.8053 |
0.8005 |
-0.0048 |
-0.6% |
0.8039 |
| Low |
0.8010 |
0.7979 |
-0.0032 |
-0.4% |
0.7949 |
| Close |
0.8012 |
0.7979 |
-0.0034 |
-0.4% |
0.7988 |
| Range |
0.0043 |
0.0027 |
-0.0017 |
-38.4% |
0.0090 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
70 |
72 |
2 |
2.9% |
132 |
|
| Daily Pivots for day following 06-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8067 |
0.8049 |
0.7993 |
|
| R3 |
0.8040 |
0.8023 |
0.7986 |
|
| R2 |
0.8014 |
0.8014 |
0.7983 |
|
| R1 |
0.7996 |
0.7996 |
0.7981 |
0.7992 |
| PP |
0.7987 |
0.7987 |
0.7987 |
0.7985 |
| S1 |
0.7970 |
0.7970 |
0.7976 |
0.7965 |
| S2 |
0.7961 |
0.7961 |
0.7974 |
|
| S3 |
0.7934 |
0.7943 |
0.7971 |
|
| S4 |
0.7908 |
0.7917 |
0.7964 |
|
|
| 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 |
0.8053 |
0.7970 |
0.0083 |
1.0% |
0.0030 |
0.4% |
10% |
False |
False |
48 |
| 10 |
0.8053 |
0.7949 |
0.0104 |
1.3% |
0.0034 |
0.4% |
28% |
False |
False |
37 |
| 20 |
0.8053 |
0.7775 |
0.0278 |
3.5% |
0.0037 |
0.5% |
73% |
False |
False |
50 |
| 40 |
0.8053 |
0.7755 |
0.0299 |
3.7% |
0.0041 |
0.5% |
75% |
False |
False |
110 |
| 60 |
0.8053 |
0.7755 |
0.0299 |
3.7% |
0.0039 |
0.5% |
75% |
False |
False |
90 |
| 80 |
0.8053 |
0.7699 |
0.0354 |
4.4% |
0.0036 |
0.4% |
79% |
False |
False |
74 |
| 100 |
0.8053 |
0.7699 |
0.0354 |
4.4% |
0.0034 |
0.4% |
79% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8118 |
|
2.618 |
0.8074 |
|
1.618 |
0.8048 |
|
1.000 |
0.8032 |
|
0.618 |
0.8021 |
|
HIGH |
0.8005 |
|
0.618 |
0.7995 |
|
0.500 |
0.7992 |
|
0.382 |
0.7989 |
|
LOW |
0.7979 |
|
0.618 |
0.7962 |
|
1.000 |
0.7952 |
|
1.618 |
0.7936 |
|
2.618 |
0.7909 |
|
4.250 |
0.7866 |
|
|
| Fisher Pivots for day following 06-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7992 |
0.8016 |
| PP |
0.7987 |
0.8003 |
| S1 |
0.7983 |
0.7991 |
|