CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 26-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2022 |
26-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7824 |
0.7840 |
0.0016 |
0.2% |
0.7912 |
| High |
0.7848 |
0.7840 |
-0.0008 |
-0.1% |
0.8007 |
| Low |
0.7818 |
0.7792 |
-0.0027 |
-0.3% |
0.7848 |
| Close |
0.7848 |
0.7806 |
-0.0043 |
-0.5% |
0.7851 |
| Range |
0.0030 |
0.0049 |
0.0019 |
61.7% |
0.0159 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.2% |
0.0000 |
| Volume |
152 |
149 |
-3 |
-2.0% |
372 |
|
| Daily Pivots for day following 26-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7958 |
0.7930 |
0.7832 |
|
| R3 |
0.7909 |
0.7882 |
0.7819 |
|
| R2 |
0.7861 |
0.7861 |
0.7814 |
|
| R1 |
0.7833 |
0.7833 |
0.7810 |
0.7823 |
| PP |
0.7812 |
0.7812 |
0.7812 |
0.7807 |
| S1 |
0.7785 |
0.7785 |
0.7801 |
0.7774 |
| S2 |
0.7764 |
0.7764 |
0.7797 |
|
| S3 |
0.7715 |
0.7736 |
0.7792 |
|
| S4 |
0.7667 |
0.7688 |
0.7779 |
|
|
| 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 |
0.7792 |
0.0216 |
2.8% |
0.0052 |
0.7% |
6% |
False |
True |
119 |
| 10 |
0.8007 |
0.7792 |
0.0216 |
2.8% |
0.0046 |
0.6% |
6% |
False |
True |
96 |
| 20 |
0.8053 |
0.7792 |
0.0262 |
3.4% |
0.0038 |
0.5% |
5% |
False |
True |
70 |
| 40 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0041 |
0.5% |
17% |
False |
False |
100 |
| 60 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0040 |
0.5% |
17% |
False |
False |
99 |
| 80 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0039 |
0.5% |
17% |
False |
False |
84 |
| 100 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0035 |
0.5% |
30% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8046 |
|
2.618 |
0.7967 |
|
1.618 |
0.7918 |
|
1.000 |
0.7889 |
|
0.618 |
0.7870 |
|
HIGH |
0.7840 |
|
0.618 |
0.7821 |
|
0.500 |
0.7816 |
|
0.382 |
0.7810 |
|
LOW |
0.7792 |
|
0.618 |
0.7762 |
|
1.000 |
0.7743 |
|
1.618 |
0.7713 |
|
2.618 |
0.7665 |
|
4.250 |
0.7585 |
|
|
| Fisher Pivots for day following 26-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7816 |
0.7868 |
| PP |
0.7812 |
0.7847 |
| S1 |
0.7809 |
0.7826 |
|