CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 27-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2022 |
27-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7782 |
0.7761 |
-0.0021 |
-0.3% |
0.7676 |
| High |
0.7802 |
0.7806 |
0.0005 |
0.1% |
0.7797 |
| Low |
0.7750 |
0.7744 |
-0.0006 |
-0.1% |
0.7676 |
| Close |
0.7753 |
0.7789 |
0.0036 |
0.5% |
0.7737 |
| Range |
0.0052 |
0.0063 |
0.0011 |
20.2% |
0.0122 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
74,852 |
90,754 |
15,902 |
21.2% |
444,142 |
|
| Daily Pivots for day following 27-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7967 |
0.7940 |
0.7823 |
|
| R3 |
0.7904 |
0.7878 |
0.7806 |
|
| R2 |
0.7842 |
0.7842 |
0.7800 |
|
| R1 |
0.7815 |
0.7815 |
0.7794 |
0.7829 |
| PP |
0.7779 |
0.7779 |
0.7779 |
0.7786 |
| S1 |
0.7753 |
0.7753 |
0.7783 |
0.7766 |
| S2 |
0.7717 |
0.7717 |
0.7777 |
|
| S3 |
0.7654 |
0.7690 |
0.7771 |
|
| S4 |
0.7592 |
0.7628 |
0.7754 |
|
|
| 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 |
0.7806 |
0.7723 |
0.0084 |
1.1% |
0.0059 |
0.8% |
79% |
True |
False |
85,030 |
| 10 |
0.7806 |
0.7561 |
0.0246 |
3.2% |
0.0069 |
0.9% |
93% |
True |
False |
94,592 |
| 20 |
0.7806 |
0.7561 |
0.0246 |
3.2% |
0.0065 |
0.8% |
93% |
True |
False |
92,958 |
| 40 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0063 |
0.8% |
54% |
False |
False |
82,537 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0060 |
0.8% |
54% |
False |
False |
55,266 |
| 80 |
0.8055 |
0.7561 |
0.0495 |
6.3% |
0.0056 |
0.7% |
46% |
False |
False |
41,481 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.3% |
0.0053 |
0.7% |
46% |
False |
False |
33,209 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.3% |
0.0050 |
0.6% |
46% |
False |
False |
27,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8072 |
|
2.618 |
0.7970 |
|
1.618 |
0.7907 |
|
1.000 |
0.7869 |
|
0.618 |
0.7845 |
|
HIGH |
0.7806 |
|
0.618 |
0.7782 |
|
0.500 |
0.7775 |
|
0.382 |
0.7767 |
|
LOW |
0.7744 |
|
0.618 |
0.7705 |
|
1.000 |
0.7681 |
|
1.618 |
0.7642 |
|
2.618 |
0.7580 |
|
4.250 |
0.7478 |
|
|
| Fisher Pivots for day following 27-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7784 |
0.7780 |
| PP |
0.7779 |
0.7772 |
| S1 |
0.7775 |
0.7764 |
|