CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 08-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7772 |
0.7726 |
-0.0046 |
-0.6% |
0.7811 |
| High |
0.7772 |
0.7787 |
0.0015 |
0.2% |
0.7831 |
| Low |
0.7699 |
0.7720 |
0.0021 |
0.3% |
0.7699 |
| Close |
0.7727 |
0.7772 |
0.0045 |
0.6% |
0.7727 |
| Range |
0.0073 |
0.0067 |
-0.0006 |
-8.3% |
0.0132 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.2% |
0.0000 |
| Volume |
92,379 |
71,869 |
-20,510 |
-22.2% |
360,420 |
|
| Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7959 |
0.7932 |
0.7808 |
|
| R3 |
0.7892 |
0.7865 |
0.7790 |
|
| R2 |
0.7826 |
0.7826 |
0.7784 |
|
| R1 |
0.7799 |
0.7799 |
0.7778 |
0.7812 |
| PP |
0.7759 |
0.7759 |
0.7759 |
0.7766 |
| S1 |
0.7732 |
0.7732 |
0.7765 |
0.7746 |
| S2 |
0.7693 |
0.7693 |
0.7759 |
|
| S3 |
0.7626 |
0.7666 |
0.7753 |
|
| S4 |
0.7560 |
0.7599 |
0.7735 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8147 |
0.8068 |
0.7799 |
|
| R3 |
0.8015 |
0.7937 |
0.7763 |
|
| R2 |
0.7884 |
0.7884 |
0.7751 |
|
| R1 |
0.7805 |
0.7805 |
0.7739 |
0.7779 |
| PP |
0.7752 |
0.7752 |
0.7752 |
0.7739 |
| S1 |
0.7674 |
0.7674 |
0.7715 |
0.7647 |
| S2 |
0.7621 |
0.7621 |
0.7703 |
|
| S3 |
0.7489 |
0.7542 |
0.7691 |
|
| S4 |
0.7358 |
0.7411 |
0.7655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7799 |
0.7699 |
0.0100 |
1.3% |
0.0048 |
0.6% |
73% |
False |
False |
73,247 |
| 10 |
0.7831 |
0.7699 |
0.0132 |
1.7% |
0.0050 |
0.6% |
55% |
False |
False |
77,689 |
| 20 |
0.7831 |
0.7561 |
0.0270 |
3.5% |
0.0059 |
0.8% |
78% |
False |
False |
88,465 |
| 40 |
0.7881 |
0.7561 |
0.0321 |
4.1% |
0.0061 |
0.8% |
66% |
False |
False |
91,898 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0058 |
0.8% |
50% |
False |
False |
65,415 |
| 80 |
0.8008 |
0.7561 |
0.0447 |
5.8% |
0.0058 |
0.7% |
47% |
False |
False |
49,119 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0053 |
0.7% |
43% |
False |
False |
39,307 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0051 |
0.7% |
43% |
False |
False |
32,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8069 |
|
2.618 |
0.7961 |
|
1.618 |
0.7894 |
|
1.000 |
0.7853 |
|
0.618 |
0.7828 |
|
HIGH |
0.7787 |
|
0.618 |
0.7761 |
|
0.500 |
0.7753 |
|
0.382 |
0.7745 |
|
LOW |
0.7720 |
|
0.618 |
0.7679 |
|
1.000 |
0.7654 |
|
1.618 |
0.7612 |
|
2.618 |
0.7546 |
|
4.250 |
0.7437 |
|
|
| Fisher Pivots for day following 08-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7765 |
0.7764 |
| PP |
0.7759 |
0.7756 |
| S1 |
0.7753 |
0.7749 |
|