CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 05-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2022 |
05-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7769 |
0.7763 |
-0.0006 |
-0.1% |
0.7757 |
High |
0.7772 |
0.7790 |
0.0018 |
0.2% |
0.7802 |
Low |
0.7712 |
0.7643 |
-0.0069 |
-0.9% |
0.7712 |
Close |
0.7761 |
0.7665 |
-0.0096 |
-1.2% |
0.7761 |
Range |
0.0060 |
0.0147 |
0.0087 |
145.0% |
0.0090 |
ATR |
0.0057 |
0.0063 |
0.0006 |
11.3% |
0.0000 |
Volume |
72,230 |
157,043 |
84,813 |
117.4% |
382,331 |
|
Daily Pivots for day following 05-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8140 |
0.8049 |
0.7745 |
|
R3 |
0.7993 |
0.7902 |
0.7705 |
|
R2 |
0.7846 |
0.7846 |
0.7691 |
|
R1 |
0.7755 |
0.7755 |
0.7678 |
0.7727 |
PP |
0.7699 |
0.7699 |
0.7699 |
0.7685 |
S1 |
0.7608 |
0.7608 |
0.7651 |
0.7580 |
S2 |
0.7552 |
0.7552 |
0.7638 |
|
S3 |
0.7405 |
0.7461 |
0.7624 |
|
S4 |
0.7258 |
0.7314 |
0.7584 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8027 |
0.7983 |
0.7810 |
|
R3 |
0.7937 |
0.7894 |
0.7785 |
|
R2 |
0.7848 |
0.7848 |
0.7777 |
|
R1 |
0.7804 |
0.7804 |
0.7769 |
0.7826 |
PP |
0.7758 |
0.7758 |
0.7758 |
0.7769 |
S1 |
0.7715 |
0.7715 |
0.7752 |
0.7736 |
S2 |
0.7669 |
0.7669 |
0.7744 |
|
S3 |
0.7579 |
0.7625 |
0.7736 |
|
S4 |
0.7490 |
0.7536 |
0.7711 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7802 |
0.7643 |
0.0159 |
2.1% |
0.0066 |
0.9% |
14% |
False |
True |
94,017 |
10 |
0.7802 |
0.7643 |
0.0159 |
2.1% |
0.0061 |
0.8% |
14% |
False |
True |
86,708 |
20 |
0.7984 |
0.7643 |
0.0341 |
4.4% |
0.0064 |
0.8% |
6% |
False |
True |
89,871 |
40 |
0.7984 |
0.7643 |
0.0341 |
4.4% |
0.0058 |
0.8% |
6% |
False |
True |
46,191 |
60 |
0.8008 |
0.7643 |
0.0365 |
4.8% |
0.0055 |
0.7% |
6% |
False |
True |
30,848 |
80 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0050 |
0.7% |
5% |
False |
True |
23,158 |
100 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0048 |
0.6% |
5% |
False |
True |
18,545 |
120 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0045 |
0.6% |
5% |
False |
True |
15,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8415 |
2.618 |
0.8175 |
1.618 |
0.8028 |
1.000 |
0.7937 |
0.618 |
0.7881 |
HIGH |
0.7790 |
0.618 |
0.7734 |
0.500 |
0.7717 |
0.382 |
0.7699 |
LOW |
0.7643 |
0.618 |
0.7552 |
1.000 |
0.7496 |
1.618 |
0.7405 |
2.618 |
0.7258 |
4.250 |
0.7018 |
|
|
Fisher Pivots for day following 05-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7717 |
0.7717 |
PP |
0.7699 |
0.7699 |
S1 |
0.7682 |
0.7682 |
|