CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 21-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7766 |
0.7760 |
-0.0006 |
-0.1% |
0.7728 |
| High |
0.7778 |
0.7775 |
-0.0003 |
0.0% |
0.7730 |
| Low |
0.7746 |
0.7727 |
-0.0019 |
-0.2% |
0.7561 |
| Close |
0.7762 |
0.7753 |
-0.0009 |
-0.1% |
0.7671 |
| Range |
0.0032 |
0.0048 |
0.0016 |
48.4% |
0.0170 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
87,486 |
94,948 |
7,462 |
8.5% |
541,647 |
|
| Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7894 |
0.7871 |
0.7779 |
|
| R3 |
0.7847 |
0.7824 |
0.7766 |
|
| R2 |
0.7799 |
0.7799 |
0.7762 |
|
| R1 |
0.7776 |
0.7776 |
0.7757 |
0.7764 |
| PP |
0.7752 |
0.7752 |
0.7752 |
0.7745 |
| S1 |
0.7729 |
0.7729 |
0.7749 |
0.7716 |
| S2 |
0.7704 |
0.7704 |
0.7744 |
|
| S3 |
0.7657 |
0.7681 |
0.7740 |
|
| S4 |
0.7609 |
0.7634 |
0.7727 |
|
|
| 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 |
0.7778 |
0.7612 |
0.0166 |
2.1% |
0.0060 |
0.8% |
85% |
False |
False |
90,819 |
| 10 |
0.7778 |
0.7561 |
0.0217 |
2.8% |
0.0068 |
0.9% |
89% |
False |
False |
97,846 |
| 20 |
0.7802 |
0.7561 |
0.0241 |
3.1% |
0.0063 |
0.8% |
80% |
False |
False |
91,330 |
| 40 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0061 |
0.8% |
46% |
False |
False |
74,411 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0059 |
0.8% |
46% |
False |
False |
49,776 |
| 80 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0055 |
0.7% |
39% |
False |
False |
37,355 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0052 |
0.7% |
39% |
False |
False |
29,912 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0049 |
0.6% |
39% |
False |
False |
24,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7976 |
|
2.618 |
0.7899 |
|
1.618 |
0.7851 |
|
1.000 |
0.7822 |
|
0.618 |
0.7804 |
|
HIGH |
0.7775 |
|
0.618 |
0.7756 |
|
0.500 |
0.7751 |
|
0.382 |
0.7745 |
|
LOW |
0.7727 |
|
0.618 |
0.7698 |
|
1.000 |
0.7680 |
|
1.618 |
0.7650 |
|
2.618 |
0.7603 |
|
4.250 |
0.7525 |
|
|
| Fisher Pivots for day following 21-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7752 |
0.7748 |
| PP |
0.7752 |
0.7742 |
| S1 |
0.7751 |
0.7737 |
|