CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 18-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7621 |
0.7676 |
0.0055 |
0.7% |
0.7728 |
| High |
0.7682 |
0.7752 |
0.0070 |
0.9% |
0.7730 |
| Low |
0.7612 |
0.7676 |
0.0064 |
0.8% |
0.7561 |
| Close |
0.7671 |
0.7710 |
0.0039 |
0.5% |
0.7671 |
| Range |
0.0071 |
0.0076 |
0.0006 |
7.8% |
0.0170 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
1.4% |
0.0000 |
| Volume |
102,942 |
93,893 |
-9,049 |
-8.8% |
541,647 |
|
| Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7940 |
0.7901 |
0.7751 |
|
| R3 |
0.7864 |
0.7825 |
0.7730 |
|
| R2 |
0.7788 |
0.7788 |
0.7723 |
|
| R1 |
0.7749 |
0.7749 |
0.7716 |
0.7769 |
| PP |
0.7712 |
0.7712 |
0.7712 |
0.7722 |
| S1 |
0.7673 |
0.7673 |
0.7703 |
0.7693 |
| S2 |
0.7636 |
0.7636 |
0.7696 |
|
| S3 |
0.7560 |
0.7597 |
0.7689 |
|
| S4 |
0.7484 |
0.7521 |
0.7668 |
|
|
| 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 |
0.7752 |
0.7561 |
0.0191 |
2.5% |
0.0081 |
1.1% |
78% |
True |
False |
114,111 |
| 10 |
0.7790 |
0.7561 |
0.0230 |
3.0% |
0.0077 |
1.0% |
65% |
False |
False |
103,702 |
| 20 |
0.7802 |
0.7561 |
0.0241 |
3.1% |
0.0066 |
0.9% |
62% |
False |
False |
92,808 |
| 40 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0061 |
0.8% |
35% |
False |
False |
68,051 |
| 60 |
0.8008 |
0.7561 |
0.0447 |
5.8% |
0.0060 |
0.8% |
33% |
False |
False |
45,500 |
| 80 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0054 |
0.7% |
30% |
False |
False |
34,143 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0052 |
0.7% |
30% |
False |
False |
27,342 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0049 |
0.6% |
30% |
False |
False |
22,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8075 |
|
2.618 |
0.7950 |
|
1.618 |
0.7874 |
|
1.000 |
0.7828 |
|
0.618 |
0.7798 |
|
HIGH |
0.7752 |
|
0.618 |
0.7722 |
|
0.500 |
0.7714 |
|
0.382 |
0.7705 |
|
LOW |
0.7676 |
|
0.618 |
0.7629 |
|
1.000 |
0.7600 |
|
1.618 |
0.7553 |
|
2.618 |
0.7477 |
|
4.250 |
0.7353 |
|
|
| Fisher Pivots for day following 18-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7714 |
0.7692 |
| PP |
0.7712 |
0.7674 |
| S1 |
0.7711 |
0.7656 |
|