CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 11-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2022 |
11-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7940 |
0.7940 |
0.0000 |
0.0% |
0.7996 |
High |
0.7950 |
0.7940 |
-0.0010 |
-0.1% |
0.8053 |
Low |
0.7920 |
0.7910 |
-0.0010 |
-0.1% |
0.7920 |
Close |
0.7950 |
0.7917 |
-0.0033 |
-0.4% |
0.7950 |
Range |
0.0030 |
0.0030 |
0.0001 |
1.7% |
0.0133 |
ATR |
0.0042 |
0.0041 |
0.0000 |
-0.4% |
0.0000 |
Volume |
33 |
61 |
28 |
84.8% |
263 |
|
Daily Pivots for day following 11-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8012 |
0.7994 |
0.7933 |
|
R3 |
0.7982 |
0.7964 |
0.7925 |
|
R2 |
0.7952 |
0.7952 |
0.7922 |
|
R1 |
0.7934 |
0.7934 |
0.7919 |
0.7928 |
PP |
0.7922 |
0.7922 |
0.7922 |
0.7919 |
S1 |
0.7904 |
0.7904 |
0.7914 |
0.7898 |
S2 |
0.7892 |
0.7892 |
0.7911 |
|
S3 |
0.7862 |
0.7874 |
0.7908 |
|
S4 |
0.7832 |
0.7844 |
0.7900 |
|
|
Weekly Pivots for week ending 08-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8373 |
0.8294 |
0.8023 |
|
R3 |
0.8240 |
0.8161 |
0.7986 |
|
R2 |
0.8107 |
0.8107 |
0.7974 |
|
R1 |
0.8028 |
0.8028 |
0.7962 |
0.8001 |
PP |
0.7974 |
0.7974 |
0.7974 |
0.7961 |
S1 |
0.7895 |
0.7895 |
0.7937 |
0.7868 |
S2 |
0.7841 |
0.7841 |
0.7925 |
|
S3 |
0.7708 |
0.7762 |
0.7913 |
|
S4 |
0.7575 |
0.7629 |
0.7876 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8053 |
0.7910 |
0.0143 |
1.8% |
0.0032 |
0.4% |
5% |
False |
True |
56 |
10 |
0.8053 |
0.7910 |
0.0143 |
1.8% |
0.0030 |
0.4% |
5% |
False |
True |
43 |
20 |
0.8053 |
0.7775 |
0.0278 |
3.5% |
0.0034 |
0.4% |
51% |
False |
False |
36 |
40 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0040 |
0.5% |
54% |
False |
False |
102 |
60 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0039 |
0.5% |
54% |
False |
False |
91 |
80 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0036 |
0.5% |
61% |
False |
False |
74 |
100 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0034 |
0.4% |
61% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8068 |
2.618 |
0.8019 |
1.618 |
0.7989 |
1.000 |
0.7970 |
0.618 |
0.7959 |
HIGH |
0.7940 |
0.618 |
0.7929 |
0.500 |
0.7925 |
0.382 |
0.7921 |
LOW |
0.7910 |
0.618 |
0.7891 |
1.000 |
0.7880 |
1.618 |
0.7861 |
2.618 |
0.7831 |
4.250 |
0.7783 |
|
|
Fisher Pivots for day following 11-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7925 |
0.7933 |
PP |
0.7922 |
0.7927 |
S1 |
0.7919 |
0.7922 |
|