CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 28-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2022 |
28-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7780 |
0.7780 |
0.0000 |
0.0% |
0.7912 |
| High |
0.7805 |
0.7811 |
0.0007 |
0.1% |
0.8007 |
| Low |
0.7771 |
0.7760 |
-0.0012 |
-0.1% |
0.7848 |
| Close |
0.7785 |
0.7802 |
0.0018 |
0.2% |
0.7851 |
| Range |
0.0034 |
0.0052 |
0.0018 |
53.7% |
0.0159 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.5% |
0.0000 |
| Volume |
283 |
150 |
-133 |
-47.0% |
372 |
|
| Daily Pivots for day following 28-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7945 |
0.7925 |
0.7830 |
|
| R3 |
0.7894 |
0.7874 |
0.7816 |
|
| R2 |
0.7842 |
0.7842 |
0.7811 |
|
| R1 |
0.7822 |
0.7822 |
0.7807 |
0.7832 |
| PP |
0.7791 |
0.7791 |
0.7791 |
0.7796 |
| S1 |
0.7771 |
0.7771 |
0.7797 |
0.7781 |
| S2 |
0.7739 |
0.7739 |
0.7793 |
|
| S3 |
0.7688 |
0.7719 |
0.7788 |
|
| S4 |
0.7636 |
0.7668 |
0.7774 |
|
|
| 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 |
0.7944 |
0.7760 |
0.0185 |
2.4% |
0.0052 |
0.7% |
23% |
False |
True |
182 |
| 10 |
0.8007 |
0.7760 |
0.0248 |
3.2% |
0.0044 |
0.6% |
17% |
False |
True |
116 |
| 20 |
0.8053 |
0.7760 |
0.0294 |
3.8% |
0.0039 |
0.5% |
14% |
False |
True |
88 |
| 40 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0041 |
0.5% |
16% |
False |
False |
106 |
| 60 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0041 |
0.5% |
16% |
False |
False |
103 |
| 80 |
0.8053 |
0.7755 |
0.0299 |
3.8% |
0.0039 |
0.5% |
16% |
False |
False |
89 |
| 100 |
0.8053 |
0.7699 |
0.0354 |
4.5% |
0.0036 |
0.5% |
29% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8030 |
|
2.618 |
0.7946 |
|
1.618 |
0.7894 |
|
1.000 |
0.7863 |
|
0.618 |
0.7843 |
|
HIGH |
0.7811 |
|
0.618 |
0.7791 |
|
0.500 |
0.7785 |
|
0.382 |
0.7779 |
|
LOW |
0.7760 |
|
0.618 |
0.7728 |
|
1.000 |
0.7708 |
|
1.618 |
0.7676 |
|
2.618 |
0.7625 |
|
4.250 |
0.7541 |
|
|
| Fisher Pivots for day following 28-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7796 |
0.7801 |
| PP |
0.7791 |
0.7801 |
| S1 |
0.7785 |
0.7800 |
|