CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 12-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7728 |
0.7689 |
-0.0039 |
-0.5% |
0.7763 |
| High |
0.7728 |
0.7702 |
-0.0026 |
-0.3% |
0.7790 |
| Low |
0.7662 |
0.7662 |
0.0001 |
0.0% |
0.7643 |
| Close |
0.7699 |
0.7688 |
-0.0012 |
-0.1% |
0.7718 |
| Range |
0.0066 |
0.0040 |
-0.0027 |
-40.2% |
0.0147 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
64,983 |
79,356 |
14,373 |
22.1% |
401,488 |
|
| Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7802 |
0.7784 |
0.7709 |
|
| R3 |
0.7763 |
0.7745 |
0.7698 |
|
| R2 |
0.7723 |
0.7723 |
0.7695 |
|
| R1 |
0.7705 |
0.7705 |
0.7691 |
0.7695 |
| PP |
0.7684 |
0.7684 |
0.7684 |
0.7678 |
| S1 |
0.7666 |
0.7666 |
0.7684 |
0.7655 |
| S2 |
0.7644 |
0.7644 |
0.7680 |
|
| S3 |
0.7605 |
0.7626 |
0.7677 |
|
| S4 |
0.7565 |
0.7587 |
0.7666 |
|
|
| 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 |
0.7731 |
0.7647 |
0.0084 |
1.1% |
0.0052 |
0.7% |
49% |
False |
False |
77,756 |
| 10 |
0.7802 |
0.7643 |
0.0159 |
2.1% |
0.0059 |
0.8% |
28% |
False |
False |
85,887 |
| 20 |
0.7819 |
0.7643 |
0.0176 |
2.3% |
0.0061 |
0.8% |
25% |
False |
False |
93,045 |
| 40 |
0.7984 |
0.7643 |
0.0341 |
4.4% |
0.0058 |
0.8% |
13% |
False |
False |
55,849 |
| 60 |
0.8008 |
0.7643 |
0.0365 |
4.7% |
0.0057 |
0.7% |
12% |
False |
False |
37,322 |
| 80 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0051 |
0.7% |
11% |
False |
False |
28,007 |
| 100 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0049 |
0.6% |
11% |
False |
False |
22,431 |
| 120 |
0.8055 |
0.7643 |
0.0412 |
5.4% |
0.0046 |
0.6% |
11% |
False |
False |
18,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7869 |
|
2.618 |
0.7805 |
|
1.618 |
0.7765 |
|
1.000 |
0.7741 |
|
0.618 |
0.7726 |
|
HIGH |
0.7702 |
|
0.618 |
0.7686 |
|
0.500 |
0.7682 |
|
0.382 |
0.7677 |
|
LOW |
0.7662 |
|
0.618 |
0.7638 |
|
1.000 |
0.7623 |
|
1.618 |
0.7598 |
|
2.618 |
0.7559 |
|
4.250 |
0.7494 |
|
|
| Fisher Pivots for day following 12-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7686 |
0.7696 |
| PP |
0.7684 |
0.7693 |
| S1 |
0.7682 |
0.7690 |
|