CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 08-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2022 |
08-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7670 |
0.7709 |
0.0039 |
0.5% |
0.7763 |
High |
0.7715 |
0.7731 |
0.0016 |
0.2% |
0.7790 |
Low |
0.7660 |
0.7672 |
0.0012 |
0.2% |
0.7643 |
Close |
0.7704 |
0.7718 |
0.0014 |
0.2% |
0.7718 |
Range |
0.0055 |
0.0059 |
0.0004 |
7.3% |
0.0147 |
ATR |
0.0061 |
0.0061 |
0.0000 |
-0.2% |
0.0000 |
Volume |
68,401 |
85,665 |
17,264 |
25.2% |
401,488 |
|
Daily Pivots for day following 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7884 |
0.7860 |
0.7750 |
|
R3 |
0.7825 |
0.7801 |
0.7734 |
|
R2 |
0.7766 |
0.7766 |
0.7728 |
|
R1 |
0.7742 |
0.7742 |
0.7723 |
0.7754 |
PP |
0.7707 |
0.7707 |
0.7707 |
0.7713 |
S1 |
0.7683 |
0.7683 |
0.7712 |
0.7695 |
S2 |
0.7648 |
0.7648 |
0.7707 |
|
S3 |
0.7589 |
0.7624 |
0.7701 |
|
S4 |
0.7530 |
0.7565 |
0.7685 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8158 |
0.8085 |
0.7798 |
|
R3 |
0.8011 |
0.7938 |
0.7758 |
|
R2 |
0.7864 |
0.7864 |
0.7744 |
|
R1 |
0.7791 |
0.7791 |
0.7731 |
0.7754 |
PP |
0.7717 |
0.7717 |
0.7717 |
0.7698 |
S1 |
0.7644 |
0.7644 |
0.7704 |
0.7607 |
S2 |
0.7570 |
0.7570 |
0.7691 |
|
S3 |
0.7423 |
0.7497 |
0.7677 |
|
S4 |
0.7276 |
0.7350 |
0.7637 |
|
|
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% |
0.0072 |
0.9% |
51% |
False |
False |
94,743 |
10 |
0.7802 |
0.7643 |
0.0159 |
2.1% |
0.0058 |
0.8% |
47% |
False |
False |
85,645 |
20 |
0.7964 |
0.7643 |
0.0321 |
4.2% |
0.0065 |
0.8% |
23% |
False |
False |
95,793 |
40 |
0.7984 |
0.7643 |
0.0341 |
4.4% |
0.0058 |
0.8% |
22% |
False |
False |
52,272 |
60 |
0.8008 |
0.7643 |
0.0365 |
4.7% |
0.0056 |
0.7% |
20% |
False |
False |
34,921 |
80 |
0.8055 |
0.7643 |
0.0412 |
5.3% |
0.0051 |
0.7% |
18% |
False |
False |
26,205 |
100 |
0.8055 |
0.7643 |
0.0412 |
5.3% |
0.0049 |
0.6% |
18% |
False |
False |
20,988 |
120 |
0.8055 |
0.7643 |
0.0412 |
5.3% |
0.0046 |
0.6% |
18% |
False |
False |
17,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7981 |
2.618 |
0.7885 |
1.618 |
0.7826 |
1.000 |
0.7790 |
0.618 |
0.7767 |
HIGH |
0.7731 |
0.618 |
0.7708 |
0.500 |
0.7701 |
0.382 |
0.7694 |
LOW |
0.7672 |
0.618 |
0.7635 |
1.000 |
0.7613 |
1.618 |
0.7576 |
2.618 |
0.7517 |
4.250 |
0.7421 |
|
|
Fisher Pivots for day following 08-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7712 |
0.7708 |
PP |
0.7707 |
0.7698 |
S1 |
0.7701 |
0.7689 |
|