CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7825 |
0.7750 |
-0.0076 |
-1.0% |
0.7726 |
| High |
0.7830 |
0.7792 |
-0.0038 |
-0.5% |
0.7855 |
| Low |
0.7730 |
0.7733 |
0.0004 |
0.0% |
0.7720 |
| Close |
0.7744 |
0.7782 |
0.0038 |
0.5% |
0.7826 |
| Range |
0.0100 |
0.0059 |
-0.0042 |
-41.5% |
0.0135 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
82,767 |
74,367 |
-8,400 |
-10.1% |
351,339 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7922 |
0.7814 |
|
| R3 |
0.7886 |
0.7863 |
0.7798 |
|
| R2 |
0.7827 |
0.7827 |
0.7793 |
|
| R1 |
0.7805 |
0.7805 |
0.7787 |
0.7816 |
| PP |
0.7769 |
0.7769 |
0.7769 |
0.7775 |
| S1 |
0.7746 |
0.7746 |
0.7777 |
0.7758 |
| S2 |
0.7710 |
0.7710 |
0.7771 |
|
| S3 |
0.7652 |
0.7688 |
0.7766 |
|
| S4 |
0.7593 |
0.7629 |
0.7750 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8205 |
0.8151 |
0.7900 |
|
| R3 |
0.8070 |
0.8016 |
0.7863 |
|
| R2 |
0.7935 |
0.7935 |
0.7851 |
|
| R1 |
0.7881 |
0.7881 |
0.7838 |
0.7908 |
| PP |
0.7800 |
0.7800 |
0.7800 |
0.7814 |
| S1 |
0.7746 |
0.7746 |
0.7814 |
0.7773 |
| S2 |
0.7665 |
0.7665 |
0.7801 |
|
| S3 |
0.7530 |
0.7611 |
0.7789 |
|
| S4 |
0.7395 |
0.7476 |
0.7752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7855 |
0.7730 |
0.0126 |
1.6% |
0.0065 |
0.8% |
42% |
False |
False |
77,018 |
| 10 |
0.7855 |
0.7699 |
0.0156 |
2.0% |
0.0057 |
0.7% |
53% |
False |
False |
72,392 |
| 20 |
0.7855 |
0.7699 |
0.0156 |
2.0% |
0.0053 |
0.7% |
53% |
False |
False |
78,026 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0059 |
0.8% |
75% |
False |
False |
84,560 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0059 |
0.8% |
52% |
False |
False |
72,609 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0059 |
0.8% |
52% |
False |
False |
54,567 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0055 |
0.7% |
45% |
False |
False |
43,666 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0053 |
0.7% |
45% |
False |
False |
36,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8040 |
|
2.618 |
0.7945 |
|
1.618 |
0.7886 |
|
1.000 |
0.7850 |
|
0.618 |
0.7828 |
|
HIGH |
0.7792 |
|
0.618 |
0.7769 |
|
0.500 |
0.7762 |
|
0.382 |
0.7755 |
|
LOW |
0.7733 |
|
0.618 |
0.7697 |
|
1.000 |
0.7675 |
|
1.618 |
0.7638 |
|
2.618 |
0.7580 |
|
4.250 |
0.7484 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7775 |
0.7789 |
| PP |
0.7769 |
0.7786 |
| S1 |
0.7762 |
0.7784 |
|