CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 05-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2022 |
05-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7985 |
0.8005 |
0.0020 |
0.3% |
0.8011 |
| High |
0.8018 |
0.8061 |
0.0043 |
0.5% |
0.8044 |
| Low |
0.7980 |
0.7999 |
0.0019 |
0.2% |
0.7940 |
| Close |
0.8007 |
0.8016 |
0.0009 |
0.1% |
0.7991 |
| Range |
0.0039 |
0.0062 |
0.0024 |
61.0% |
0.0104 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.4% |
0.0000 |
| Volume |
47,328 |
83,659 |
36,331 |
76.8% |
408,003 |
|
| Daily Pivots for day following 05-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8211 |
0.8175 |
0.8050 |
|
| R3 |
0.8149 |
0.8113 |
0.8033 |
|
| R2 |
0.8087 |
0.8087 |
0.8027 |
|
| R1 |
0.8051 |
0.8051 |
0.8021 |
0.8069 |
| PP |
0.8025 |
0.8025 |
0.8025 |
0.8034 |
| S1 |
0.7989 |
0.7989 |
0.8010 |
0.8007 |
| S2 |
0.7963 |
0.7963 |
0.8004 |
|
| S3 |
0.7901 |
0.7927 |
0.7998 |
|
| S4 |
0.7839 |
0.7865 |
0.7981 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8303 |
0.8251 |
0.8048 |
|
| R3 |
0.8199 |
0.8147 |
0.8019 |
|
| R2 |
0.8095 |
0.8095 |
0.8010 |
|
| R1 |
0.8043 |
0.8043 |
0.8000 |
0.8017 |
| PP |
0.7991 |
0.7991 |
0.7991 |
0.7978 |
| S1 |
0.7939 |
0.7939 |
0.7981 |
0.7913 |
| S2 |
0.7887 |
0.7887 |
0.7971 |
|
| S3 |
0.7783 |
0.7835 |
0.7962 |
|
| S4 |
0.7679 |
0.7731 |
0.7933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8061 |
0.7973 |
0.0088 |
1.1% |
0.0047 |
0.6% |
49% |
True |
False |
72,713 |
| 10 |
0.8061 |
0.7932 |
0.0129 |
1.6% |
0.0049 |
0.6% |
65% |
True |
False |
75,321 |
| 20 |
0.8061 |
0.7757 |
0.0304 |
3.8% |
0.0051 |
0.6% |
85% |
True |
False |
72,443 |
| 40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0053 |
0.7% |
85% |
True |
False |
37,942 |
| 60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0052 |
0.6% |
85% |
True |
False |
25,396 |
| 80 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0049 |
0.6% |
87% |
True |
False |
19,092 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0047 |
0.6% |
87% |
True |
False |
15,338 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0044 |
0.5% |
75% |
False |
False |
12,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8324 |
|
2.618 |
0.8223 |
|
1.618 |
0.8161 |
|
1.000 |
0.8123 |
|
0.618 |
0.8099 |
|
HIGH |
0.8061 |
|
0.618 |
0.8037 |
|
0.500 |
0.8030 |
|
0.382 |
0.8022 |
|
LOW |
0.7999 |
|
0.618 |
0.7960 |
|
1.000 |
0.7937 |
|
1.618 |
0.7898 |
|
2.618 |
0.7836 |
|
4.250 |
0.7735 |
|
|
| Fisher Pivots for day following 05-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.8030 |
0.8017 |
| PP |
0.8025 |
0.8016 |
| S1 |
0.8020 |
0.8016 |
|