CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7676 |
0.7701 |
0.0026 |
0.3% |
0.7728 |
| High |
0.7752 |
0.7769 |
0.0018 |
0.2% |
0.7730 |
| Low |
0.7676 |
0.7696 |
0.0021 |
0.3% |
0.7561 |
| Close |
0.7710 |
0.7762 |
0.0053 |
0.7% |
0.7671 |
| Range |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0170 |
| ATR |
0.0068 |
0.0069 |
0.0000 |
0.5% |
0.0000 |
| Volume |
93,893 |
74,829 |
-19,064 |
-20.3% |
541,647 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7935 |
0.7802 |
|
| R3 |
0.7888 |
0.7862 |
0.7782 |
|
| R2 |
0.7815 |
0.7815 |
0.7775 |
|
| R1 |
0.7789 |
0.7789 |
0.7769 |
0.7802 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7749 |
| S1 |
0.7716 |
0.7716 |
0.7755 |
0.7729 |
| S2 |
0.7669 |
0.7669 |
0.7749 |
|
| S3 |
0.7596 |
0.7643 |
0.7742 |
|
| S4 |
0.7523 |
0.7570 |
0.7722 |
|
|
| 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 |
0.7769 |
0.7561 |
0.0209 |
2.7% |
0.0088 |
1.1% |
97% |
True |
False |
113,206 |
| 10 |
0.7769 |
0.7561 |
0.0209 |
2.7% |
0.0070 |
0.9% |
97% |
True |
False |
95,481 |
| 20 |
0.7802 |
0.7561 |
0.0241 |
3.1% |
0.0065 |
0.8% |
84% |
False |
False |
91,094 |
| 40 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0061 |
0.8% |
48% |
False |
False |
69,900 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0060 |
0.8% |
48% |
False |
False |
46,747 |
| 80 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0055 |
0.7% |
41% |
False |
False |
35,076 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0052 |
0.7% |
41% |
False |
False |
28,090 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0049 |
0.6% |
41% |
False |
False |
23,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8079 |
|
2.618 |
0.7960 |
|
1.618 |
0.7887 |
|
1.000 |
0.7842 |
|
0.618 |
0.7814 |
|
HIGH |
0.7769 |
|
0.618 |
0.7741 |
|
0.500 |
0.7733 |
|
0.382 |
0.7724 |
|
LOW |
0.7696 |
|
0.618 |
0.7651 |
|
1.000 |
0.7623 |
|
1.618 |
0.7578 |
|
2.618 |
0.7505 |
|
4.250 |
0.7386 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7752 |
0.7738 |
| PP |
0.7742 |
0.7714 |
| S1 |
0.7733 |
0.7690 |
|