CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 11-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7709 |
0.7728 |
0.0019 |
0.2% |
0.7763 |
High |
0.7731 |
0.7728 |
-0.0003 |
0.0% |
0.7790 |
Low |
0.7672 |
0.7662 |
-0.0010 |
-0.1% |
0.7643 |
Close |
0.7718 |
0.7699 |
-0.0019 |
-0.2% |
0.7718 |
Range |
0.0059 |
0.0066 |
0.0007 |
11.9% |
0.0147 |
ATR |
0.0061 |
0.0061 |
0.0000 |
0.6% |
0.0000 |
Volume |
85,665 |
64,983 |
-20,682 |
-24.1% |
401,488 |
|
Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7894 |
0.7863 |
0.7735 |
|
R3 |
0.7828 |
0.7797 |
0.7717 |
|
R2 |
0.7762 |
0.7762 |
0.7711 |
|
R1 |
0.7731 |
0.7731 |
0.7705 |
0.7713 |
PP |
0.7696 |
0.7696 |
0.7696 |
0.7687 |
S1 |
0.7665 |
0.7665 |
0.7693 |
0.7647 |
S2 |
0.7630 |
0.7630 |
0.7687 |
|
S3 |
0.7564 |
0.7599 |
0.7681 |
|
S4 |
0.7498 |
0.7533 |
0.7663 |
|
|
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% |
0.0073 |
1.0% |
38% |
False |
False |
93,294 |
10 |
0.7802 |
0.7643 |
0.0159 |
2.1% |
0.0058 |
0.8% |
35% |
False |
False |
84,880 |
20 |
0.7881 |
0.7643 |
0.0238 |
3.1% |
0.0063 |
0.8% |
24% |
False |
False |
95,332 |
40 |
0.7984 |
0.7643 |
0.0341 |
4.4% |
0.0058 |
0.8% |
16% |
False |
False |
53,890 |
60 |
0.8008 |
0.7643 |
0.0365 |
4.7% |
0.0057 |
0.7% |
15% |
False |
False |
36,004 |
80 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0051 |
0.7% |
14% |
False |
False |
27,017 |
100 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0049 |
0.6% |
14% |
False |
False |
21,637 |
120 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0046 |
0.6% |
14% |
False |
False |
18,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8008 |
2.618 |
0.7900 |
1.618 |
0.7834 |
1.000 |
0.7794 |
0.618 |
0.7768 |
HIGH |
0.7728 |
0.618 |
0.7702 |
0.500 |
0.7695 |
0.382 |
0.7687 |
LOW |
0.7662 |
0.618 |
0.7621 |
1.000 |
0.7596 |
1.618 |
0.7555 |
2.618 |
0.7489 |
4.250 |
0.7381 |
|
|
Fisher Pivots for day following 11-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7698 |
0.7698 |
PP |
0.7696 |
0.7696 |
S1 |
0.7695 |
0.7695 |
|