CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7782 |
0.7743 |
-0.0039 |
-0.5% |
0.7726 |
| High |
0.7794 |
0.7762 |
-0.0032 |
-0.4% |
0.7855 |
| Low |
0.7728 |
0.7710 |
-0.0018 |
-0.2% |
0.7720 |
| Close |
0.7751 |
0.7725 |
-0.0026 |
-0.3% |
0.7826 |
| Range |
0.0066 |
0.0052 |
-0.0014 |
-21.2% |
0.0135 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
73,162 |
73,333 |
171 |
0.2% |
351,339 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7888 |
0.7858 |
0.7753 |
|
| R3 |
0.7836 |
0.7806 |
0.7739 |
|
| R2 |
0.7784 |
0.7784 |
0.7734 |
|
| R1 |
0.7754 |
0.7754 |
0.7729 |
0.7743 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7726 |
| S1 |
0.7702 |
0.7702 |
0.7720 |
0.7691 |
| S2 |
0.7680 |
0.7680 |
0.7715 |
|
| S3 |
0.7628 |
0.7650 |
0.7710 |
|
| S4 |
0.7576 |
0.7598 |
0.7696 |
|
|
| 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 |
0.7848 |
0.7710 |
0.0138 |
1.8% |
0.0063 |
0.8% |
11% |
False |
True |
71,666 |
| 10 |
0.7855 |
0.7699 |
0.0156 |
2.0% |
0.0062 |
0.8% |
16% |
False |
False |
74,734 |
| 20 |
0.7855 |
0.7699 |
0.0156 |
2.0% |
0.0055 |
0.7% |
16% |
False |
False |
76,229 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0059 |
0.8% |
56% |
False |
False |
83,780 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0059 |
0.8% |
39% |
False |
False |
75,017 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0058 |
0.8% |
39% |
False |
False |
56,389 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0055 |
0.7% |
33% |
False |
False |
45,129 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0053 |
0.7% |
33% |
False |
False |
37,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7983 |
|
2.618 |
0.7898 |
|
1.618 |
0.7846 |
|
1.000 |
0.7814 |
|
0.618 |
0.7794 |
|
HIGH |
0.7762 |
|
0.618 |
0.7742 |
|
0.500 |
0.7736 |
|
0.382 |
0.7729 |
|
LOW |
0.7710 |
|
0.618 |
0.7677 |
|
1.000 |
0.7658 |
|
1.618 |
0.7625 |
|
2.618 |
0.7573 |
|
4.250 |
0.7489 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7736 |
0.7752 |
| PP |
0.7732 |
0.7743 |
| S1 |
0.7728 |
0.7734 |
|