CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 14-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7681 |
0.7706 |
0.0025 |
0.3% |
0.7763 |
| High |
0.7730 |
0.7708 |
-0.0023 |
-0.3% |
0.7790 |
| Low |
0.7657 |
0.7561 |
-0.0096 |
-1.3% |
0.7643 |
| Close |
0.7711 |
0.7628 |
-0.0083 |
-1.1% |
0.7718 |
| Range |
0.0074 |
0.0147 |
0.0074 |
100.0% |
0.0147 |
| ATR |
0.0061 |
0.0067 |
0.0006 |
10.6% |
0.0000 |
| Volume |
132,743 |
161,623 |
28,880 |
21.8% |
401,488 |
|
| Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8073 |
0.7998 |
0.7709 |
|
| R3 |
0.7926 |
0.7851 |
0.7668 |
|
| R2 |
0.7779 |
0.7779 |
0.7655 |
|
| R1 |
0.7704 |
0.7704 |
0.7641 |
0.7668 |
| PP |
0.7632 |
0.7632 |
0.7632 |
0.7614 |
| S1 |
0.7557 |
0.7557 |
0.7615 |
0.7521 |
| S2 |
0.7485 |
0.7485 |
0.7601 |
|
| S3 |
0.7338 |
0.7410 |
0.7588 |
|
| S4 |
0.7191 |
0.7263 |
0.7547 |
|
|
| 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 |
0.7561 |
0.0170 |
2.2% |
0.0077 |
1.0% |
40% |
False |
True |
104,874 |
| 10 |
0.7790 |
0.7561 |
0.0230 |
3.0% |
0.0073 |
1.0% |
29% |
False |
True |
100,784 |
| 20 |
0.7802 |
0.7561 |
0.0241 |
3.2% |
0.0066 |
0.9% |
28% |
False |
True |
95,585 |
| 40 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0060 |
0.8% |
16% |
False |
True |
63,192 |
| 60 |
0.8008 |
0.7561 |
0.0447 |
5.9% |
0.0059 |
0.8% |
15% |
False |
True |
42,227 |
| 80 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0053 |
0.7% |
14% |
False |
True |
31,683 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0051 |
0.7% |
14% |
False |
True |
25,374 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0048 |
0.6% |
14% |
False |
True |
21,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8332 |
|
2.618 |
0.8092 |
|
1.618 |
0.7945 |
|
1.000 |
0.7855 |
|
0.618 |
0.7798 |
|
HIGH |
0.7708 |
|
0.618 |
0.7651 |
|
0.500 |
0.7634 |
|
0.382 |
0.7617 |
|
LOW |
0.7561 |
|
0.618 |
0.7470 |
|
1.000 |
0.7414 |
|
1.618 |
0.7323 |
|
2.618 |
0.7176 |
|
4.250 |
0.6936 |
|
|
| Fisher Pivots for day following 14-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7645 |
| PP |
0.7632 |
0.7640 |
| S1 |
0.7630 |
0.7634 |
|