CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 07-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2022 |
07-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8003 |
0.7969 |
-0.0034 |
-0.4% |
0.8011 |
| High |
0.8011 |
0.7973 |
-0.0038 |
-0.5% |
0.8044 |
| Low |
0.7960 |
0.7927 |
-0.0033 |
-0.4% |
0.7940 |
| Close |
0.7983 |
0.7949 |
-0.0034 |
-0.4% |
0.7991 |
| Range |
0.0051 |
0.0047 |
-0.0005 |
-8.8% |
0.0104 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.4% |
0.0000 |
| Volume |
67,268 |
66,822 |
-446 |
-0.7% |
408,003 |
|
| Daily Pivots for day following 07-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8089 |
0.8065 |
0.7974 |
|
| R3 |
0.8042 |
0.8019 |
0.7961 |
|
| R2 |
0.7996 |
0.7996 |
0.7957 |
|
| R1 |
0.7972 |
0.7972 |
0.7953 |
0.7961 |
| PP |
0.7949 |
0.7949 |
0.7949 |
0.7944 |
| S1 |
0.7926 |
0.7926 |
0.7944 |
0.7914 |
| S2 |
0.7903 |
0.7903 |
0.7940 |
|
| S3 |
0.7856 |
0.7879 |
0.7936 |
|
| S4 |
0.7810 |
0.7833 |
0.7923 |
|
|
| 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 |
0.7927 |
0.0134 |
1.7% |
0.0047 |
0.6% |
16% |
False |
True |
65,112 |
| 10 |
0.8061 |
0.7927 |
0.0134 |
1.7% |
0.0050 |
0.6% |
16% |
False |
True |
75,600 |
| 20 |
0.8061 |
0.7770 |
0.0291 |
3.7% |
0.0050 |
0.6% |
62% |
False |
False |
72,451 |
| 40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0054 |
0.7% |
64% |
False |
False |
41,274 |
| 60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0052 |
0.7% |
64% |
False |
False |
27,628 |
| 80 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0050 |
0.6% |
67% |
False |
False |
20,758 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.3% |
0.0048 |
0.6% |
67% |
False |
False |
16,677 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
5.0% |
0.0044 |
0.6% |
58% |
False |
False |
13,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8171 |
|
2.618 |
0.8095 |
|
1.618 |
0.8048 |
|
1.000 |
0.8020 |
|
0.618 |
0.8002 |
|
HIGH |
0.7973 |
|
0.618 |
0.7955 |
|
0.500 |
0.7950 |
|
0.382 |
0.7944 |
|
LOW |
0.7927 |
|
0.618 |
0.7898 |
|
1.000 |
0.7880 |
|
1.618 |
0.7851 |
|
2.618 |
0.7805 |
|
4.250 |
0.7729 |
|
|
| Fisher Pivots for day following 07-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7950 |
0.7994 |
| PP |
0.7949 |
0.7979 |
| S1 |
0.7949 |
0.7964 |
|