CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 22-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2022 |
22-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.7946 |
-0.0055 |
-0.7% |
0.7930 |
| High |
0.8024 |
0.7954 |
-0.0070 |
-0.9% |
0.8024 |
| Low |
0.7939 |
0.7855 |
-0.0085 |
-1.1% |
0.7855 |
| Close |
0.7947 |
0.7858 |
-0.0089 |
-1.1% |
0.7858 |
| Range |
0.0085 |
0.0100 |
0.0015 |
17.1% |
0.0170 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
5.2% |
0.0000 |
| Volume |
80,317 |
101,134 |
20,817 |
25.9% |
351,650 |
|
| Daily Pivots for day following 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8187 |
0.8122 |
0.7913 |
|
| R3 |
0.8088 |
0.8023 |
0.7885 |
|
| R2 |
0.7988 |
0.7988 |
0.7876 |
|
| R1 |
0.7923 |
0.7923 |
0.7867 |
0.7906 |
| PP |
0.7889 |
0.7889 |
0.7889 |
0.7880 |
| S1 |
0.7824 |
0.7824 |
0.7849 |
0.7807 |
| S2 |
0.7789 |
0.7789 |
0.7840 |
|
| S3 |
0.7690 |
0.7724 |
0.7831 |
|
| S4 |
0.7590 |
0.7625 |
0.7803 |
|
|
| Weekly Pivots for week ending 22-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8421 |
0.8309 |
0.7951 |
|
| R3 |
0.8251 |
0.8139 |
0.7905 |
|
| R2 |
0.8082 |
0.8082 |
0.7889 |
|
| R1 |
0.7970 |
0.7970 |
0.7874 |
0.7941 |
| PP |
0.7912 |
0.7912 |
0.7912 |
0.7898 |
| S1 |
0.7800 |
0.7800 |
0.7842 |
0.7772 |
| S2 |
0.7743 |
0.7743 |
0.7827 |
|
| S3 |
0.7573 |
0.7631 |
0.7811 |
|
| S4 |
0.7404 |
0.7461 |
0.7765 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8024 |
0.7855 |
0.0170 |
2.2% |
0.0072 |
0.9% |
2% |
False |
True |
70,330 |
| 10 |
0.8024 |
0.7855 |
0.0170 |
2.2% |
0.0064 |
0.8% |
2% |
False |
True |
67,410 |
| 20 |
0.8061 |
0.7855 |
0.0206 |
2.6% |
0.0057 |
0.7% |
2% |
False |
True |
71,505 |
| 40 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0059 |
0.7% |
34% |
False |
False |
57,858 |
| 60 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0054 |
0.7% |
34% |
False |
False |
38,807 |
| 80 |
0.8061 |
0.7752 |
0.0309 |
3.9% |
0.0053 |
0.7% |
34% |
False |
False |
29,171 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0050 |
0.6% |
41% |
False |
False |
23,408 |
| 120 |
0.8084 |
0.7719 |
0.0365 |
4.6% |
0.0047 |
0.6% |
38% |
False |
False |
19,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8377 |
|
2.618 |
0.8214 |
|
1.618 |
0.8115 |
|
1.000 |
0.8054 |
|
0.618 |
0.8015 |
|
HIGH |
0.7954 |
|
0.618 |
0.7916 |
|
0.500 |
0.7904 |
|
0.382 |
0.7893 |
|
LOW |
0.7855 |
|
0.618 |
0.7793 |
|
1.000 |
0.7755 |
|
1.618 |
0.7694 |
|
2.618 |
0.7594 |
|
4.250 |
0.7432 |
|
|
| Fisher Pivots for day following 22-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7904 |
0.7939 |
| PP |
0.7889 |
0.7912 |
| S1 |
0.7873 |
0.7885 |
|