CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 02-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2022 |
02-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7811 |
0.7787 |
-0.0024 |
-0.3% |
0.7740 |
| High |
0.7831 |
0.7790 |
-0.0041 |
-0.5% |
0.7818 |
| Low |
0.7777 |
0.7758 |
-0.0019 |
-0.2% |
0.7723 |
| Close |
0.7783 |
0.7776 |
-0.0008 |
-0.1% |
0.7804 |
| Range |
0.0054 |
0.0032 |
-0.0022 |
-40.7% |
0.0095 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
66,053 |
78,913 |
12,860 |
19.5% |
416,217 |
|
| Daily Pivots for day following 02-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7870 |
0.7855 |
0.7793 |
|
| R3 |
0.7838 |
0.7823 |
0.7784 |
|
| R2 |
0.7806 |
0.7806 |
0.7781 |
|
| R1 |
0.7791 |
0.7791 |
0.7778 |
0.7783 |
| PP |
0.7774 |
0.7774 |
0.7774 |
0.7770 |
| S1 |
0.7759 |
0.7759 |
0.7773 |
0.7751 |
| S2 |
0.7742 |
0.7742 |
0.7770 |
|
| S3 |
0.7710 |
0.7727 |
0.7767 |
|
| S4 |
0.7678 |
0.7695 |
0.7758 |
|
|
| Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8066 |
0.8030 |
0.7856 |
|
| R3 |
0.7971 |
0.7935 |
0.7830 |
|
| R2 |
0.7876 |
0.7876 |
0.7821 |
|
| R1 |
0.7840 |
0.7840 |
0.7813 |
0.7858 |
| PP |
0.7781 |
0.7781 |
0.7781 |
0.7790 |
| S1 |
0.7745 |
0.7745 |
0.7795 |
0.7763 |
| S2 |
0.7686 |
0.7686 |
0.7787 |
|
| S3 |
0.7591 |
0.7650 |
0.7778 |
|
| S4 |
0.7496 |
0.7555 |
0.7752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7831 |
0.7744 |
0.0087 |
1.1% |
0.0047 |
0.6% |
37% |
False |
False |
82,943 |
| 10 |
0.7831 |
0.7723 |
0.0108 |
1.4% |
0.0050 |
0.6% |
49% |
False |
False |
83,660 |
| 20 |
0.7831 |
0.7561 |
0.0270 |
3.5% |
0.0060 |
0.8% |
80% |
False |
False |
89,570 |
| 40 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0062 |
0.8% |
51% |
False |
False |
89,721 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0059 |
0.8% |
51% |
False |
False |
60,651 |
| 80 |
0.8008 |
0.7561 |
0.0447 |
5.7% |
0.0056 |
0.7% |
48% |
False |
False |
45,529 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0052 |
0.7% |
43% |
False |
False |
36,440 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0050 |
0.6% |
43% |
False |
False |
30,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7926 |
|
2.618 |
0.7873 |
|
1.618 |
0.7841 |
|
1.000 |
0.7822 |
|
0.618 |
0.7809 |
|
HIGH |
0.7790 |
|
0.618 |
0.7777 |
|
0.500 |
0.7774 |
|
0.382 |
0.7770 |
|
LOW |
0.7758 |
|
0.618 |
0.7738 |
|
1.000 |
0.7726 |
|
1.618 |
0.7706 |
|
2.618 |
0.7674 |
|
4.250 |
0.7622 |
|
|
| Fisher Pivots for day following 02-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7775 |
0.7794 |
| PP |
0.7774 |
0.7788 |
| S1 |
0.7774 |
0.7782 |
|