CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 14-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2022 |
14-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7895 |
0.7973 |
0.0078 |
1.0% |
0.7996 |
| High |
0.7954 |
0.7975 |
0.0022 |
0.3% |
0.8053 |
| Low |
0.7884 |
0.7903 |
0.0019 |
0.2% |
0.7920 |
| Close |
0.7948 |
0.7922 |
-0.0026 |
-0.3% |
0.7950 |
| Range |
0.0070 |
0.0072 |
0.0003 |
3.6% |
0.0133 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.8% |
0.0000 |
| Volume |
59 |
54 |
-5 |
-8.5% |
263 |
|
| Daily Pivots for day following 14-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8149 |
0.8108 |
0.7962 |
|
| R3 |
0.8077 |
0.8036 |
0.7942 |
|
| R2 |
0.8005 |
0.8005 |
0.7935 |
|
| R1 |
0.7964 |
0.7964 |
0.7929 |
0.7949 |
| PP |
0.7933 |
0.7933 |
0.7933 |
0.7926 |
| S1 |
0.7892 |
0.7892 |
0.7915 |
0.7877 |
| S2 |
0.7861 |
0.7861 |
0.7909 |
|
| S3 |
0.7789 |
0.7820 |
0.7902 |
|
| S4 |
0.7717 |
0.7748 |
0.7882 |
|
|
| 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 |
0.7975 |
0.7884 |
0.0091 |
1.1% |
0.0048 |
0.6% |
42% |
True |
False |
77 |
| 10 |
0.8053 |
0.7884 |
0.0169 |
2.1% |
0.0039 |
0.5% |
22% |
False |
False |
62 |
| 20 |
0.8053 |
0.7884 |
0.0169 |
2.1% |
0.0037 |
0.5% |
22% |
False |
False |
45 |
| 40 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0043 |
0.5% |
56% |
False |
False |
106 |
| 60 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0041 |
0.5% |
56% |
False |
False |
94 |
| 80 |
0.8053 |
0.7709 |
0.0344 |
4.3% |
0.0037 |
0.5% |
62% |
False |
False |
77 |
| 100 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0035 |
0.4% |
63% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8281 |
|
2.618 |
0.8163 |
|
1.618 |
0.8091 |
|
1.000 |
0.8047 |
|
0.618 |
0.8019 |
|
HIGH |
0.7975 |
|
0.618 |
0.7947 |
|
0.500 |
0.7939 |
|
0.382 |
0.7931 |
|
LOW |
0.7903 |
|
0.618 |
0.7859 |
|
1.000 |
0.7831 |
|
1.618 |
0.7787 |
|
2.618 |
0.7715 |
|
4.250 |
0.7597 |
|
|
| Fisher Pivots for day following 14-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7939 |
0.7930 |
| PP |
0.7933 |
0.7927 |
| S1 |
0.7928 |
0.7925 |
|