CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 20-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2022 |
20-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7923 |
0.7995 |
0.0072 |
0.9% |
0.7940 |
| High |
0.7925 |
0.8007 |
0.0082 |
1.0% |
0.7975 |
| Low |
0.7910 |
0.7986 |
0.0076 |
1.0% |
0.7884 |
| Close |
0.7912 |
0.7986 |
0.0074 |
0.9% |
0.7922 |
| Range |
0.0015 |
0.0022 |
0.0007 |
43.3% |
0.0091 |
| ATR |
0.0041 |
0.0045 |
0.0004 |
9.6% |
0.0000 |
| Volume |
60 |
38 |
-22 |
-36.7% |
352 |
|
| Daily Pivots for day following 20-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8057 |
0.8043 |
0.7997 |
|
| R3 |
0.8036 |
0.8021 |
0.7991 |
|
| R2 |
0.8014 |
0.8014 |
0.7989 |
|
| R1 |
0.8000 |
0.8000 |
0.7987 |
0.7996 |
| PP |
0.7993 |
0.7993 |
0.7993 |
0.7991 |
| S1 |
0.7978 |
0.7978 |
0.7984 |
0.7975 |
| S2 |
0.7971 |
0.7971 |
0.7982 |
|
| S3 |
0.7950 |
0.7957 |
0.7980 |
|
| S4 |
0.7928 |
0.7935 |
0.7974 |
|
|
| Weekly Pivots for week ending 15-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8200 |
0.8152 |
0.7972 |
|
| R3 |
0.8109 |
0.8061 |
0.7947 |
|
| R2 |
0.8018 |
0.8018 |
0.7939 |
|
| R1 |
0.7970 |
0.7970 |
0.7930 |
0.7949 |
| PP |
0.7927 |
0.7927 |
0.7927 |
0.7916 |
| S1 |
0.7879 |
0.7879 |
0.7914 |
0.7858 |
| S2 |
0.7836 |
0.7836 |
0.7905 |
|
| S3 |
0.7745 |
0.7788 |
0.7897 |
|
| S4 |
0.7654 |
0.7697 |
0.7872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8007 |
0.7884 |
0.0123 |
1.5% |
0.0038 |
0.5% |
83% |
True |
False |
45 |
| 10 |
0.8007 |
0.7884 |
0.0123 |
1.5% |
0.0034 |
0.4% |
83% |
True |
False |
61 |
| 20 |
0.8053 |
0.7884 |
0.0169 |
2.1% |
0.0035 |
0.4% |
60% |
False |
False |
47 |
| 40 |
0.8053 |
0.7755 |
0.0299 |
3.7% |
0.0041 |
0.5% |
77% |
False |
False |
104 |
| 60 |
0.8053 |
0.7755 |
0.0299 |
3.7% |
0.0040 |
0.5% |
77% |
False |
False |
93 |
| 80 |
0.8053 |
0.7755 |
0.0299 |
3.7% |
0.0037 |
0.5% |
77% |
False |
False |
77 |
| 100 |
0.8053 |
0.7699 |
0.0354 |
4.4% |
0.0035 |
0.4% |
81% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8098 |
|
2.618 |
0.8063 |
|
1.618 |
0.8042 |
|
1.000 |
0.8029 |
|
0.618 |
0.8020 |
|
HIGH |
0.8007 |
|
0.618 |
0.7999 |
|
0.500 |
0.7996 |
|
0.382 |
0.7994 |
|
LOW |
0.7986 |
|
0.618 |
0.7972 |
|
1.000 |
0.7964 |
|
1.618 |
0.7951 |
|
2.618 |
0.7929 |
|
4.250 |
0.7894 |
|
|
| Fisher Pivots for day following 20-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7996 |
0.7977 |
| PP |
0.7993 |
0.7968 |
| S1 |
0.7989 |
0.7959 |
|