CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 12-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2022 |
12-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7940 |
0.7904 |
-0.0036 |
-0.5% |
0.7996 |
| High |
0.7940 |
0.7929 |
-0.0012 |
-0.1% |
0.8053 |
| Low |
0.7910 |
0.7892 |
-0.0019 |
-0.2% |
0.7920 |
| Close |
0.7917 |
0.7908 |
-0.0009 |
-0.1% |
0.7950 |
| Range |
0.0030 |
0.0037 |
0.0007 |
23.3% |
0.0133 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
61 |
178 |
117 |
191.8% |
263 |
|
| Daily Pivots for day following 12-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8020 |
0.8001 |
0.7928 |
|
| R3 |
0.7983 |
0.7964 |
0.7918 |
|
| R2 |
0.7946 |
0.7946 |
0.7914 |
|
| R1 |
0.7927 |
0.7927 |
0.7911 |
0.7937 |
| PP |
0.7909 |
0.7909 |
0.7909 |
0.7914 |
| S1 |
0.7890 |
0.7890 |
0.7904 |
0.7900 |
| S2 |
0.7872 |
0.7872 |
0.7901 |
|
| S3 |
0.7835 |
0.7853 |
0.7897 |
|
| S4 |
0.7798 |
0.7816 |
0.7887 |
|
|
| 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 |
0.8005 |
0.7892 |
0.0114 |
1.4% |
0.0031 |
0.4% |
14% |
False |
True |
78 |
| 10 |
0.8053 |
0.7892 |
0.0162 |
2.0% |
0.0032 |
0.4% |
10% |
False |
True |
58 |
| 20 |
0.8053 |
0.7827 |
0.0226 |
2.9% |
0.0033 |
0.4% |
36% |
False |
False |
42 |
| 40 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0041 |
0.5% |
51% |
False |
False |
106 |
| 60 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0039 |
0.5% |
51% |
False |
False |
94 |
| 80 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0037 |
0.5% |
59% |
False |
False |
77 |
| 100 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0034 |
0.4% |
59% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8086 |
|
2.618 |
0.8025 |
|
1.618 |
0.7988 |
|
1.000 |
0.7966 |
|
0.618 |
0.7951 |
|
HIGH |
0.7929 |
|
0.618 |
0.7914 |
|
0.500 |
0.7910 |
|
0.382 |
0.7906 |
|
LOW |
0.7892 |
|
0.618 |
0.7869 |
|
1.000 |
0.7855 |
|
1.618 |
0.7832 |
|
2.618 |
0.7795 |
|
4.250 |
0.7734 |
|
|
| Fisher Pivots for day following 12-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7910 |
0.7921 |
| PP |
0.7909 |
0.7916 |
| S1 |
0.7908 |
0.7912 |
|