CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 26-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2022 |
26-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7864 |
0.7851 |
-0.0013 |
-0.2% |
0.7930 |
| High |
0.7868 |
0.7881 |
0.0014 |
0.2% |
0.8024 |
| Low |
0.7824 |
0.7793 |
-0.0031 |
-0.4% |
0.7855 |
| Close |
0.7854 |
0.7811 |
-0.0043 |
-0.5% |
0.7858 |
| Range |
0.0044 |
0.0089 |
0.0045 |
101.1% |
0.0170 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.5% |
0.0000 |
| Volume |
103,701 |
80,249 |
-23,452 |
-22.6% |
351,650 |
|
| Daily Pivots for day following 26-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8094 |
0.8041 |
0.7859 |
|
| R3 |
0.8005 |
0.7952 |
0.7835 |
|
| R2 |
0.7917 |
0.7917 |
0.7827 |
|
| R1 |
0.7864 |
0.7864 |
0.7819 |
0.7846 |
| PP |
0.7828 |
0.7828 |
0.7828 |
0.7819 |
| S1 |
0.7775 |
0.7775 |
0.7802 |
0.7757 |
| S2 |
0.7740 |
0.7740 |
0.7794 |
|
| S3 |
0.7651 |
0.7687 |
0.7786 |
|
| S4 |
0.7563 |
0.7598 |
0.7762 |
|
|
| 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 |
0.7793 |
0.0232 |
3.0% |
0.0083 |
1.1% |
8% |
False |
True |
89,685 |
| 10 |
0.8024 |
0.7793 |
0.0232 |
3.0% |
0.0069 |
0.9% |
8% |
False |
True |
75,466 |
| 20 |
0.8061 |
0.7793 |
0.0268 |
3.4% |
0.0057 |
0.7% |
7% |
False |
True |
72,213 |
| 40 |
0.8061 |
0.7752 |
0.0309 |
4.0% |
0.0058 |
0.7% |
19% |
False |
False |
62,319 |
| 60 |
0.8061 |
0.7752 |
0.0309 |
4.0% |
0.0055 |
0.7% |
19% |
False |
False |
41,859 |
| 80 |
0.8061 |
0.7752 |
0.0309 |
4.0% |
0.0054 |
0.7% |
19% |
False |
False |
31,469 |
| 100 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0051 |
0.7% |
27% |
False |
False |
25,244 |
| 120 |
0.8061 |
0.7719 |
0.0342 |
4.4% |
0.0048 |
0.6% |
27% |
False |
False |
21,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8257 |
|
2.618 |
0.8113 |
|
1.618 |
0.8024 |
|
1.000 |
0.7970 |
|
0.618 |
0.7936 |
|
HIGH |
0.7881 |
|
0.618 |
0.7847 |
|
0.500 |
0.7837 |
|
0.382 |
0.7826 |
|
LOW |
0.7793 |
|
0.618 |
0.7738 |
|
1.000 |
0.7704 |
|
1.618 |
0.7649 |
|
2.618 |
0.7561 |
|
4.250 |
0.7416 |
|
|
| Fisher Pivots for day following 26-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7837 |
0.7873 |
| PP |
0.7828 |
0.7852 |
| S1 |
0.7819 |
0.7831 |
|