CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 27-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2022 |
27-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7840 |
0.7780 |
-0.0060 |
-0.8% |
0.7912 |
| High |
0.7840 |
0.7805 |
-0.0036 |
-0.5% |
0.8007 |
| Low |
0.7792 |
0.7771 |
-0.0021 |
-0.3% |
0.7848 |
| Close |
0.7806 |
0.7785 |
-0.0021 |
-0.3% |
0.7851 |
| Range |
0.0049 |
0.0034 |
-0.0015 |
-30.9% |
0.0159 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
149 |
283 |
134 |
89.9% |
372 |
|
| Daily Pivots for day following 27-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7887 |
0.7869 |
0.7803 |
|
| R3 |
0.7854 |
0.7836 |
0.7794 |
|
| R2 |
0.7820 |
0.7820 |
0.7791 |
|
| R1 |
0.7802 |
0.7802 |
0.7788 |
0.7811 |
| PP |
0.7787 |
0.7787 |
0.7787 |
0.7791 |
| S1 |
0.7769 |
0.7769 |
0.7781 |
0.7778 |
| S2 |
0.7753 |
0.7753 |
0.7778 |
|
| S3 |
0.7720 |
0.7735 |
0.7775 |
|
| S4 |
0.7686 |
0.7702 |
0.7766 |
|
|
| 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 |
0.8005 |
0.7771 |
0.0234 |
3.0% |
0.0055 |
0.7% |
6% |
False |
True |
168 |
| 10 |
0.8007 |
0.7771 |
0.0236 |
3.0% |
0.0046 |
0.6% |
6% |
False |
True |
106 |
| 20 |
0.8053 |
0.7771 |
0.0282 |
3.6% |
0.0039 |
0.5% |
5% |
False |
True |
82 |
| 40 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0041 |
0.5% |
10% |
False |
False |
104 |
| 60 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0040 |
0.5% |
10% |
False |
False |
102 |
| 80 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0039 |
0.5% |
10% |
False |
False |
87 |
| 100 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0036 |
0.5% |
24% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7947 |
|
2.618 |
0.7892 |
|
1.618 |
0.7859 |
|
1.000 |
0.7838 |
|
0.618 |
0.7825 |
|
HIGH |
0.7805 |
|
0.618 |
0.7792 |
|
0.500 |
0.7788 |
|
0.382 |
0.7784 |
|
LOW |
0.7771 |
|
0.618 |
0.7750 |
|
1.000 |
0.7738 |
|
1.618 |
0.7717 |
|
2.618 |
0.7683 |
|
4.250 |
0.7629 |
|
|
| Fisher Pivots for day following 27-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7788 |
0.7810 |
| PP |
0.7787 |
0.7801 |
| S1 |
0.7786 |
0.7793 |
|