CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7706 |
0.7621 |
-0.0085 |
-1.1% |
0.7728 |
| High |
0.7708 |
0.7682 |
-0.0026 |
-0.3% |
0.7730 |
| Low |
0.7561 |
0.7612 |
0.0051 |
0.7% |
0.7561 |
| Close |
0.7628 |
0.7671 |
0.0043 |
0.6% |
0.7671 |
| Range |
0.0147 |
0.0071 |
-0.0077 |
-52.0% |
0.0170 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.4% |
0.0000 |
| Volume |
161,623 |
102,942 |
-58,681 |
-36.3% |
541,647 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7866 |
0.7839 |
0.7710 |
|
| R3 |
0.7796 |
0.7769 |
0.7690 |
|
| R2 |
0.7725 |
0.7725 |
0.7684 |
|
| R1 |
0.7698 |
0.7698 |
0.7677 |
0.7712 |
| PP |
0.7655 |
0.7655 |
0.7655 |
0.7662 |
| S1 |
0.7628 |
0.7628 |
0.7665 |
0.7641 |
| S2 |
0.7584 |
0.7584 |
0.7658 |
|
| S3 |
0.7514 |
0.7557 |
0.7652 |
|
| S4 |
0.7443 |
0.7487 |
0.7632 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8162 |
0.8086 |
0.7764 |
|
| R3 |
0.7993 |
0.7917 |
0.7718 |
|
| R2 |
0.7823 |
0.7823 |
0.7702 |
|
| R1 |
0.7747 |
0.7747 |
0.7687 |
0.7701 |
| PP |
0.7654 |
0.7654 |
0.7654 |
0.7631 |
| S1 |
0.7578 |
0.7578 |
0.7655 |
0.7531 |
| S2 |
0.7484 |
0.7484 |
0.7640 |
|
| S3 |
0.7315 |
0.7408 |
0.7624 |
|
| S4 |
0.7145 |
0.7239 |
0.7578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7730 |
0.7561 |
0.0170 |
2.2% |
0.0079 |
1.0% |
65% |
False |
False |
108,329 |
| 10 |
0.7790 |
0.7561 |
0.0230 |
3.0% |
0.0076 |
1.0% |
48% |
False |
False |
101,536 |
| 20 |
0.7802 |
0.7561 |
0.0241 |
3.1% |
0.0065 |
0.8% |
46% |
False |
False |
93,745 |
| 40 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0061 |
0.8% |
26% |
False |
False |
65,723 |
| 60 |
0.8008 |
0.7561 |
0.0447 |
5.8% |
0.0060 |
0.8% |
25% |
False |
False |
43,942 |
| 80 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0054 |
0.7% |
22% |
False |
False |
32,969 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0051 |
0.7% |
22% |
False |
False |
26,403 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0048 |
0.6% |
22% |
False |
False |
22,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7982 |
|
2.618 |
0.7867 |
|
1.618 |
0.7796 |
|
1.000 |
0.7753 |
|
0.618 |
0.7726 |
|
HIGH |
0.7682 |
|
0.618 |
0.7655 |
|
0.500 |
0.7647 |
|
0.382 |
0.7638 |
|
LOW |
0.7612 |
|
0.618 |
0.7568 |
|
1.000 |
0.7541 |
|
1.618 |
0.7497 |
|
2.618 |
0.7427 |
|
4.250 |
0.7312 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7663 |
0.7662 |
| PP |
0.7655 |
0.7654 |
| S1 |
0.7647 |
0.7645 |
|