CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 13-Apr-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2022 |
13-Apr-2022 |
Change |
Change % |
Previous Week |
Open |
0.7904 |
0.7895 |
-0.0009 |
-0.1% |
0.7996 |
High |
0.7929 |
0.7954 |
0.0025 |
0.3% |
0.8053 |
Low |
0.7892 |
0.7884 |
-0.0008 |
-0.1% |
0.7920 |
Close |
0.7908 |
0.7948 |
0.0041 |
0.5% |
0.7950 |
Range |
0.0037 |
0.0070 |
0.0033 |
87.8% |
0.0133 |
ATR |
0.0041 |
0.0043 |
0.0002 |
4.9% |
0.0000 |
Volume |
178 |
59 |
-119 |
-66.9% |
263 |
|
Daily Pivots for day following 13-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8137 |
0.8112 |
0.7986 |
|
R3 |
0.8068 |
0.8043 |
0.7967 |
|
R2 |
0.7998 |
0.7998 |
0.7961 |
|
R1 |
0.7973 |
0.7973 |
0.7954 |
0.7986 |
PP |
0.7929 |
0.7929 |
0.7929 |
0.7935 |
S1 |
0.7904 |
0.7904 |
0.7942 |
0.7916 |
S2 |
0.7859 |
0.7859 |
0.7935 |
|
S3 |
0.7790 |
0.7834 |
0.7929 |
|
S4 |
0.7720 |
0.7765 |
0.7910 |
|
|
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 |
0.7955 |
0.7884 |
0.0071 |
0.9% |
0.0039 |
0.5% |
90% |
False |
True |
75 |
10 |
0.8053 |
0.7884 |
0.0169 |
2.1% |
0.0034 |
0.4% |
38% |
False |
True |
61 |
20 |
0.8053 |
0.7883 |
0.0171 |
2.1% |
0.0034 |
0.4% |
38% |
False |
False |
44 |
40 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0041 |
0.5% |
65% |
False |
False |
105 |
60 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0040 |
0.5% |
65% |
False |
False |
94 |
80 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0037 |
0.5% |
70% |
False |
False |
77 |
100 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0035 |
0.4% |
70% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8249 |
2.618 |
0.8135 |
1.618 |
0.8066 |
1.000 |
0.8023 |
0.618 |
0.7996 |
HIGH |
0.7954 |
0.618 |
0.7927 |
0.500 |
0.7919 |
0.382 |
0.7911 |
LOW |
0.7884 |
0.618 |
0.7841 |
1.000 |
0.7815 |
1.618 |
0.7772 |
2.618 |
0.7702 |
4.250 |
0.7589 |
|
|
Fisher Pivots for day following 13-Apr-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7938 |
0.7938 |
PP |
0.7929 |
0.7929 |
S1 |
0.7919 |
0.7919 |
|