CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 03-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2022 |
03-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7787 |
0.7764 |
-0.0023 |
-0.3% |
0.7740 |
| High |
0.7790 |
0.7791 |
0.0001 |
0.0% |
0.7818 |
| Low |
0.7758 |
0.7755 |
-0.0003 |
0.0% |
0.7723 |
| Close |
0.7776 |
0.7784 |
0.0009 |
0.1% |
0.7804 |
| Range |
0.0032 |
0.0036 |
0.0004 |
12.5% |
0.0095 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
78,913 |
66,682 |
-12,231 |
-15.5% |
416,217 |
|
| Daily Pivots for day following 03-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7884 |
0.7870 |
0.7804 |
|
| R3 |
0.7848 |
0.7834 |
0.7794 |
|
| R2 |
0.7812 |
0.7812 |
0.7791 |
|
| R1 |
0.7798 |
0.7798 |
0.7787 |
0.7805 |
| PP |
0.7776 |
0.7776 |
0.7776 |
0.7780 |
| S1 |
0.7762 |
0.7762 |
0.7781 |
0.7769 |
| S2 |
0.7740 |
0.7740 |
0.7777 |
|
| S3 |
0.7704 |
0.7726 |
0.7774 |
|
| S4 |
0.7668 |
0.7690 |
0.7764 |
|
|
| 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 |
0.7755 |
0.0076 |
1.0% |
0.0042 |
0.5% |
39% |
False |
True |
78,129 |
| 10 |
0.7831 |
0.7723 |
0.0108 |
1.4% |
0.0050 |
0.6% |
57% |
False |
False |
81,579 |
| 20 |
0.7831 |
0.7561 |
0.0270 |
3.5% |
0.0060 |
0.8% |
83% |
False |
False |
88,386 |
| 40 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0062 |
0.8% |
53% |
False |
False |
90,852 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0059 |
0.8% |
53% |
False |
False |
61,759 |
| 80 |
0.8008 |
0.7561 |
0.0447 |
5.7% |
0.0057 |
0.7% |
50% |
False |
False |
46,362 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0052 |
0.7% |
45% |
False |
False |
37,102 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0050 |
0.6% |
45% |
False |
False |
30,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7944 |
|
2.618 |
0.7885 |
|
1.618 |
0.7849 |
|
1.000 |
0.7827 |
|
0.618 |
0.7813 |
|
HIGH |
0.7791 |
|
0.618 |
0.7777 |
|
0.500 |
0.7773 |
|
0.382 |
0.7768 |
|
LOW |
0.7755 |
|
0.618 |
0.7732 |
|
1.000 |
0.7719 |
|
1.618 |
0.7696 |
|
2.618 |
0.7660 |
|
4.250 |
0.7602 |
|
|
| Fisher Pivots for day following 03-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7780 |
0.7793 |
| PP |
0.7776 |
0.7790 |
| S1 |
0.7773 |
0.7787 |
|