CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 06-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2022 |
06-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7763 |
0.7674 |
-0.0089 |
-1.1% |
0.7757 |
| High |
0.7790 |
0.7686 |
-0.0105 |
-1.3% |
0.7802 |
| Low |
0.7643 |
0.7647 |
0.0004 |
0.0% |
0.7712 |
| Close |
0.7665 |
0.7668 |
0.0004 |
0.0% |
0.7761 |
| Range |
0.0147 |
0.0039 |
-0.0108 |
-73.5% |
0.0090 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
157,043 |
90,379 |
-66,664 |
-42.4% |
382,331 |
|
| Daily Pivots for day following 06-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7784 |
0.7765 |
0.7689 |
|
| R3 |
0.7745 |
0.7726 |
0.7679 |
|
| R2 |
0.7706 |
0.7706 |
0.7675 |
|
| R1 |
0.7687 |
0.7687 |
0.7672 |
0.7677 |
| PP |
0.7667 |
0.7667 |
0.7667 |
0.7662 |
| S1 |
0.7648 |
0.7648 |
0.7664 |
0.7638 |
| S2 |
0.7628 |
0.7628 |
0.7661 |
|
| S3 |
0.7589 |
0.7609 |
0.7657 |
|
| S4 |
0.7550 |
0.7570 |
0.7647 |
|
|
| 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 |
0.7790 |
0.7643 |
0.0147 |
1.9% |
0.0065 |
0.8% |
17% |
False |
False |
96,419 |
| 10 |
0.7802 |
0.7643 |
0.0159 |
2.1% |
0.0056 |
0.7% |
16% |
False |
False |
85,621 |
| 20 |
0.7984 |
0.7643 |
0.0341 |
4.4% |
0.0064 |
0.8% |
7% |
False |
False |
93,318 |
| 40 |
0.7984 |
0.7643 |
0.0341 |
4.4% |
0.0058 |
0.8% |
7% |
False |
False |
48,446 |
| 60 |
0.8008 |
0.7643 |
0.0365 |
4.8% |
0.0056 |
0.7% |
7% |
False |
False |
32,354 |
| 80 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0051 |
0.7% |
6% |
False |
False |
24,282 |
| 100 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0048 |
0.6% |
6% |
False |
False |
19,448 |
| 120 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0045 |
0.6% |
6% |
False |
False |
16,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7851 |
|
2.618 |
0.7788 |
|
1.618 |
0.7749 |
|
1.000 |
0.7725 |
|
0.618 |
0.7710 |
|
HIGH |
0.7686 |
|
0.618 |
0.7671 |
|
0.500 |
0.7666 |
|
0.382 |
0.7661 |
|
LOW |
0.7647 |
|
0.618 |
0.7622 |
|
1.000 |
0.7608 |
|
1.618 |
0.7583 |
|
2.618 |
0.7544 |
|
4.250 |
0.7481 |
|
|
| Fisher Pivots for day following 06-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7667 |
0.7717 |
| PP |
0.7667 |
0.7700 |
| S1 |
0.7666 |
0.7684 |
|