CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 21-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2022 |
21-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7995 |
0.8005 |
0.0010 |
0.1% |
0.7940 |
| High |
0.8007 |
0.8005 |
-0.0002 |
0.0% |
0.7975 |
| Low |
0.7986 |
0.7940 |
-0.0046 |
-0.6% |
0.7884 |
| Close |
0.7986 |
0.7940 |
-0.0046 |
-0.6% |
0.7922 |
| Range |
0.0022 |
0.0066 |
0.0044 |
204.7% |
0.0091 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
3.3% |
0.0000 |
| Volume |
38 |
83 |
45 |
118.4% |
352 |
|
| Daily Pivots for day following 21-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8158 |
0.8114 |
0.7976 |
|
| R3 |
0.8092 |
0.8049 |
0.7958 |
|
| R2 |
0.8027 |
0.8027 |
0.7952 |
|
| R1 |
0.7983 |
0.7983 |
0.7946 |
0.7972 |
| PP |
0.7961 |
0.7961 |
0.7961 |
0.7956 |
| S1 |
0.7918 |
0.7918 |
0.7933 |
0.7907 |
| S2 |
0.7896 |
0.7896 |
0.7927 |
|
| S3 |
0.7830 |
0.7852 |
0.7921 |
|
| S4 |
0.7765 |
0.7787 |
0.7903 |
|
|
| 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 |
0.7903 |
0.0104 |
1.3% |
0.0037 |
0.5% |
35% |
False |
False |
49 |
| 10 |
0.8007 |
0.7884 |
0.0123 |
1.5% |
0.0038 |
0.5% |
45% |
False |
False |
62 |
| 20 |
0.8053 |
0.7884 |
0.0169 |
2.1% |
0.0036 |
0.5% |
33% |
False |
False |
50 |
| 40 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0042 |
0.5% |
62% |
False |
False |
103 |
| 60 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0040 |
0.5% |
62% |
False |
False |
94 |
| 80 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0038 |
0.5% |
62% |
False |
False |
78 |
| 100 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0034 |
0.4% |
68% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8283 |
|
2.618 |
0.8176 |
|
1.618 |
0.8111 |
|
1.000 |
0.8071 |
|
0.618 |
0.8045 |
|
HIGH |
0.8005 |
|
0.618 |
0.7980 |
|
0.500 |
0.7972 |
|
0.382 |
0.7965 |
|
LOW |
0.7940 |
|
0.618 |
0.7899 |
|
1.000 |
0.7874 |
|
1.618 |
0.7834 |
|
2.618 |
0.7768 |
|
4.250 |
0.7661 |
|
|
| Fisher Pivots for day following 21-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7972 |
0.7959 |
| PP |
0.7961 |
0.7952 |
| S1 |
0.7950 |
0.7946 |
|