CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 22-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2022 |
22-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8005 |
0.7919 |
-0.0087 |
-1.1% |
0.7912 |
| High |
0.8005 |
0.7944 |
-0.0061 |
-0.8% |
0.8007 |
| Low |
0.7940 |
0.7848 |
-0.0092 |
-1.2% |
0.7848 |
| Close |
0.7940 |
0.7851 |
-0.0089 |
-1.1% |
0.7851 |
| Range |
0.0066 |
0.0096 |
0.0031 |
46.6% |
0.0159 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
7.7% |
0.0000 |
| Volume |
83 |
177 |
94 |
113.3% |
372 |
|
| Daily Pivots for day following 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8169 |
0.8106 |
0.7903 |
|
| R3 |
0.8073 |
0.8010 |
0.7877 |
|
| R2 |
0.7977 |
0.7977 |
0.7868 |
|
| R1 |
0.7914 |
0.7914 |
0.7859 |
0.7897 |
| PP |
0.7881 |
0.7881 |
0.7881 |
0.7873 |
| S1 |
0.7818 |
0.7818 |
0.7842 |
0.7801 |
| S2 |
0.7785 |
0.7785 |
0.7833 |
|
| S3 |
0.7689 |
0.7722 |
0.7824 |
|
| S4 |
0.7593 |
0.7626 |
0.7798 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8379 |
0.8274 |
0.7938 |
|
| R3 |
0.8220 |
0.8115 |
0.7894 |
|
| R2 |
0.8061 |
0.8061 |
0.7880 |
|
| R1 |
0.7956 |
0.7956 |
0.7865 |
0.7929 |
| PP |
0.7902 |
0.7902 |
0.7902 |
0.7888 |
| S1 |
0.7797 |
0.7797 |
0.7836 |
0.7770 |
| S2 |
0.7743 |
0.7743 |
0.7821 |
|
| S3 |
0.7584 |
0.7638 |
0.7807 |
|
| S4 |
0.7425 |
0.7479 |
0.7763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8007 |
0.7848 |
0.0159 |
2.0% |
0.0042 |
0.5% |
2% |
False |
True |
74 |
| 10 |
0.8007 |
0.7848 |
0.0159 |
2.0% |
0.0045 |
0.6% |
2% |
False |
True |
75 |
| 20 |
0.8053 |
0.7848 |
0.0205 |
2.6% |
0.0040 |
0.5% |
1% |
False |
True |
58 |
| 40 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0043 |
0.5% |
32% |
False |
False |
97 |
| 60 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0041 |
0.5% |
32% |
False |
False |
97 |
| 80 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0038 |
0.5% |
32% |
False |
False |
80 |
| 100 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0035 |
0.4% |
43% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8352 |
|
2.618 |
0.8195 |
|
1.618 |
0.8099 |
|
1.000 |
0.8040 |
|
0.618 |
0.8003 |
|
HIGH |
0.7944 |
|
0.618 |
0.7907 |
|
0.500 |
0.7896 |
|
0.382 |
0.7885 |
|
LOW |
0.7848 |
|
0.618 |
0.7789 |
|
1.000 |
0.7752 |
|
1.618 |
0.7693 |
|
2.618 |
0.7597 |
|
4.250 |
0.7440 |
|
|
| Fisher Pivots for day following 22-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7896 |
0.7928 |
| PP |
0.7881 |
0.7902 |
| S1 |
0.7866 |
0.7876 |
|