CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 23-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2021 |
23-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7773 |
0.7794 |
0.0021 |
0.3% |
0.7803 |
| High |
0.7779 |
0.7798 |
0.0019 |
0.2% |
0.7810 |
| Low |
0.7773 |
0.7781 |
0.0008 |
0.1% |
0.7733 |
| Close |
0.7773 |
0.7796 |
0.0023 |
0.3% |
0.7752 |
| Range |
0.0006 |
0.0018 |
0.0012 |
191.7% |
0.0077 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
93 |
8 |
-85 |
-91.4% |
22 |
|
| Daily Pivots for day following 23-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7837 |
0.7805 |
|
| R3 |
0.7826 |
0.7820 |
0.7800 |
|
| R2 |
0.7809 |
0.7809 |
0.7799 |
|
| R1 |
0.7802 |
0.7802 |
0.7797 |
0.7806 |
| PP |
0.7791 |
0.7791 |
0.7791 |
0.7793 |
| S1 |
0.7785 |
0.7785 |
0.7794 |
0.7788 |
| S2 |
0.7774 |
0.7774 |
0.7792 |
|
| S3 |
0.7756 |
0.7767 |
0.7791 |
|
| S4 |
0.7739 |
0.7750 |
0.7786 |
|
|
| Weekly Pivots for week ending 17-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7994 |
0.7949 |
0.7794 |
|
| R3 |
0.7918 |
0.7873 |
0.7773 |
|
| R2 |
0.7841 |
0.7841 |
0.7766 |
|
| R1 |
0.7796 |
0.7796 |
0.7759 |
0.7781 |
| PP |
0.7765 |
0.7765 |
0.7765 |
0.7757 |
| S1 |
0.7720 |
0.7720 |
0.7744 |
0.7704 |
| S2 |
0.7688 |
0.7688 |
0.7737 |
|
| S3 |
0.7612 |
0.7643 |
0.7730 |
|
| S4 |
0.7535 |
0.7567 |
0.7709 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7872 |
|
2.618 |
0.7844 |
|
1.618 |
0.7826 |
|
1.000 |
0.7816 |
|
0.618 |
0.7809 |
|
HIGH |
0.7798 |
|
0.618 |
0.7791 |
|
0.500 |
0.7789 |
|
0.382 |
0.7787 |
|
LOW |
0.7781 |
|
0.618 |
0.7770 |
|
1.000 |
0.7763 |
|
1.618 |
0.7752 |
|
2.618 |
0.7735 |
|
4.250 |
0.7706 |
|
|
| Fisher Pivots for day following 23-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7793 |
0.7784 |
| PP |
0.7791 |
0.7772 |
| S1 |
0.7789 |
0.7760 |
|