CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 22-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7760 |
0.7770 |
0.0010 |
0.1% |
0.7676 |
| High |
0.7775 |
0.7797 |
0.0023 |
0.3% |
0.7797 |
| Low |
0.7727 |
0.7733 |
0.0006 |
0.1% |
0.7676 |
| Close |
0.7753 |
0.7737 |
-0.0016 |
-0.2% |
0.7737 |
| Range |
0.0048 |
0.0064 |
0.0017 |
34.7% |
0.0122 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
94,948 |
92,986 |
-1,962 |
-2.1% |
444,142 |
|
| Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7948 |
0.7906 |
0.7772 |
|
| R3 |
0.7884 |
0.7842 |
0.7755 |
|
| R2 |
0.7820 |
0.7820 |
0.7749 |
|
| R1 |
0.7778 |
0.7778 |
0.7743 |
0.7767 |
| PP |
0.7756 |
0.7756 |
0.7756 |
0.7750 |
| S1 |
0.7714 |
0.7714 |
0.7731 |
0.7703 |
| S2 |
0.7692 |
0.7692 |
0.7725 |
|
| S3 |
0.7628 |
0.7650 |
0.7719 |
|
| S4 |
0.7564 |
0.7586 |
0.7702 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8101 |
0.8041 |
0.7804 |
|
| R3 |
0.7980 |
0.7919 |
0.7770 |
|
| R2 |
0.7858 |
0.7858 |
0.7759 |
|
| R1 |
0.7798 |
0.7798 |
0.7748 |
0.7828 |
| PP |
0.7737 |
0.7737 |
0.7737 |
0.7752 |
| S1 |
0.7676 |
0.7676 |
0.7726 |
0.7706 |
| S2 |
0.7615 |
0.7615 |
0.7715 |
|
| S3 |
0.7494 |
0.7555 |
0.7704 |
|
| S4 |
0.7372 |
0.7433 |
0.7670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7797 |
0.7676 |
0.0122 |
1.6% |
0.0059 |
0.8% |
51% |
True |
False |
88,828 |
| 10 |
0.7797 |
0.7561 |
0.0237 |
3.1% |
0.0069 |
0.9% |
75% |
True |
False |
98,578 |
| 20 |
0.7802 |
0.7561 |
0.0241 |
3.1% |
0.0064 |
0.8% |
73% |
False |
False |
92,112 |
| 40 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0061 |
0.8% |
42% |
False |
False |
76,688 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0060 |
0.8% |
42% |
False |
False |
51,324 |
| 80 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0055 |
0.7% |
36% |
False |
False |
38,516 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0052 |
0.7% |
36% |
False |
False |
30,840 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0049 |
0.6% |
36% |
False |
False |
25,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8069 |
|
2.618 |
0.7965 |
|
1.618 |
0.7901 |
|
1.000 |
0.7861 |
|
0.618 |
0.7837 |
|
HIGH |
0.7797 |
|
0.618 |
0.7773 |
|
0.500 |
0.7765 |
|
0.382 |
0.7757 |
|
LOW |
0.7733 |
|
0.618 |
0.7693 |
|
1.000 |
0.7669 |
|
1.618 |
0.7629 |
|
2.618 |
0.7565 |
|
4.250 |
0.7461 |
|
|
| Fisher Pivots for day following 22-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7765 |
0.7762 |
| PP |
0.7756 |
0.7754 |
| S1 |
0.7746 |
0.7745 |
|