CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 07-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7674 |
0.7670 |
-0.0004 |
-0.1% |
0.7757 |
High |
0.7686 |
0.7715 |
0.0029 |
0.4% |
0.7802 |
Low |
0.7647 |
0.7660 |
0.0013 |
0.2% |
0.7712 |
Close |
0.7668 |
0.7704 |
0.0036 |
0.5% |
0.7761 |
Range |
0.0039 |
0.0055 |
0.0016 |
41.0% |
0.0090 |
ATR |
0.0062 |
0.0061 |
0.0000 |
-0.8% |
0.0000 |
Volume |
90,379 |
68,401 |
-21,978 |
-24.3% |
382,331 |
|
Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7858 |
0.7836 |
0.7734 |
|
R3 |
0.7803 |
0.7781 |
0.7719 |
|
R2 |
0.7748 |
0.7748 |
0.7714 |
|
R1 |
0.7726 |
0.7726 |
0.7709 |
0.7737 |
PP |
0.7693 |
0.7693 |
0.7693 |
0.7698 |
S1 |
0.7671 |
0.7671 |
0.7699 |
0.7682 |
S2 |
0.7638 |
0.7638 |
0.7694 |
|
S3 |
0.7583 |
0.7616 |
0.7689 |
|
S4 |
0.7528 |
0.7561 |
0.7674 |
|
|
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% |
0.0069 |
0.9% |
41% |
False |
False |
96,694 |
10 |
0.7802 |
0.7643 |
0.0159 |
2.1% |
0.0057 |
0.7% |
38% |
False |
False |
84,815 |
20 |
0.7984 |
0.7643 |
0.0341 |
4.4% |
0.0064 |
0.8% |
18% |
False |
False |
94,647 |
40 |
0.7984 |
0.7643 |
0.0341 |
4.4% |
0.0058 |
0.8% |
18% |
False |
False |
50,136 |
60 |
0.8008 |
0.7643 |
0.0365 |
4.7% |
0.0056 |
0.7% |
17% |
False |
False |
33,494 |
80 |
0.8055 |
0.7643 |
0.0412 |
5.3% |
0.0051 |
0.7% |
15% |
False |
False |
25,135 |
100 |
0.8055 |
0.7643 |
0.0412 |
5.3% |
0.0049 |
0.6% |
15% |
False |
False |
20,132 |
120 |
0.8055 |
0.7643 |
0.0412 |
5.3% |
0.0045 |
0.6% |
15% |
False |
False |
16,782 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7948 |
2.618 |
0.7858 |
1.618 |
0.7803 |
1.000 |
0.7770 |
0.618 |
0.7748 |
HIGH |
0.7715 |
0.618 |
0.7693 |
0.500 |
0.7687 |
0.382 |
0.7681 |
LOW |
0.7660 |
0.618 |
0.7626 |
1.000 |
0.7605 |
1.618 |
0.7571 |
2.618 |
0.7516 |
4.250 |
0.7426 |
|
|
Fisher Pivots for day following 07-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7698 |
0.7717 |
PP |
0.7693 |
0.7712 |
S1 |
0.7687 |
0.7708 |
|