CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7750 |
0.7782 |
0.0032 |
0.4% |
0.7726 |
| High |
0.7792 |
0.7794 |
0.0002 |
0.0% |
0.7855 |
| Low |
0.7733 |
0.7728 |
-0.0006 |
-0.1% |
0.7720 |
| Close |
0.7782 |
0.7751 |
-0.0032 |
-0.4% |
0.7826 |
| Range |
0.0059 |
0.0066 |
0.0008 |
12.8% |
0.0135 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
0.9% |
0.0000 |
| Volume |
74,367 |
73,162 |
-1,205 |
-1.6% |
351,339 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7955 |
0.7919 |
0.7787 |
|
| R3 |
0.7889 |
0.7853 |
0.7769 |
|
| R2 |
0.7823 |
0.7823 |
0.7763 |
|
| R1 |
0.7787 |
0.7787 |
0.7757 |
0.7772 |
| PP |
0.7757 |
0.7757 |
0.7757 |
0.7750 |
| S1 |
0.7721 |
0.7721 |
0.7744 |
0.7706 |
| S2 |
0.7691 |
0.7691 |
0.7738 |
|
| S3 |
0.7625 |
0.7655 |
0.7732 |
|
| S4 |
0.7559 |
0.7589 |
0.7714 |
|
|
| 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 |
0.7728 |
0.0128 |
1.6% |
0.0060 |
0.8% |
18% |
False |
True |
71,928 |
| 10 |
0.7855 |
0.7699 |
0.0156 |
2.0% |
0.0060 |
0.8% |
33% |
False |
False |
73,040 |
| 20 |
0.7855 |
0.7699 |
0.0156 |
2.0% |
0.0055 |
0.7% |
33% |
False |
False |
77,310 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0059 |
0.8% |
65% |
False |
False |
83,858 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0059 |
0.8% |
45% |
False |
False |
73,804 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0058 |
0.8% |
45% |
False |
False |
55,476 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0055 |
0.7% |
38% |
False |
False |
44,397 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0053 |
0.7% |
38% |
False |
False |
37,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8074 |
|
2.618 |
0.7966 |
|
1.618 |
0.7900 |
|
1.000 |
0.7860 |
|
0.618 |
0.7834 |
|
HIGH |
0.7794 |
|
0.618 |
0.7768 |
|
0.500 |
0.7761 |
|
0.382 |
0.7753 |
|
LOW |
0.7728 |
|
0.618 |
0.7687 |
|
1.000 |
0.7662 |
|
1.618 |
0.7621 |
|
2.618 |
0.7555 |
|
4.250 |
0.7447 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7761 |
0.7779 |
| PP |
0.7757 |
0.7769 |
| S1 |
0.7754 |
0.7760 |
|