CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7743 |
0.7723 |
-0.0020 |
-0.3% |
0.7825 |
| High |
0.7762 |
0.7723 |
-0.0039 |
-0.5% |
0.7830 |
| Low |
0.7710 |
0.7685 |
-0.0025 |
-0.3% |
0.7685 |
| Close |
0.7725 |
0.7694 |
-0.0031 |
-0.4% |
0.7694 |
| Range |
0.0052 |
0.0038 |
-0.0015 |
-27.9% |
0.0145 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
73,333 |
70,977 |
-2,356 |
-3.2% |
374,606 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7813 |
0.7791 |
0.7714 |
|
| R3 |
0.7775 |
0.7753 |
0.7704 |
|
| R2 |
0.7738 |
0.7738 |
0.7700 |
|
| R1 |
0.7716 |
0.7716 |
0.7697 |
0.7708 |
| PP |
0.7700 |
0.7700 |
0.7700 |
0.7697 |
| S1 |
0.7678 |
0.7678 |
0.7690 |
0.7671 |
| S2 |
0.7663 |
0.7663 |
0.7687 |
|
| S3 |
0.7625 |
0.7641 |
0.7683 |
|
| S4 |
0.7588 |
0.7603 |
0.7673 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8170 |
0.8076 |
0.7773 |
|
| R3 |
0.8025 |
0.7932 |
0.7733 |
|
| R2 |
0.7881 |
0.7881 |
0.7720 |
|
| R1 |
0.7787 |
0.7787 |
0.7707 |
0.7762 |
| PP |
0.7736 |
0.7736 |
0.7736 |
0.7723 |
| S1 |
0.7643 |
0.7643 |
0.7680 |
0.7617 |
| S2 |
0.7592 |
0.7592 |
0.7667 |
|
| S3 |
0.7447 |
0.7498 |
0.7654 |
|
| S4 |
0.7303 |
0.7354 |
0.7614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7830 |
0.7685 |
0.0145 |
1.9% |
0.0063 |
0.8% |
6% |
False |
True |
74,921 |
| 10 |
0.7855 |
0.7685 |
0.0170 |
2.2% |
0.0058 |
0.8% |
5% |
False |
True |
72,594 |
| 20 |
0.7855 |
0.7685 |
0.0170 |
2.2% |
0.0054 |
0.7% |
5% |
False |
True |
75,129 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0059 |
0.8% |
45% |
False |
False |
83,620 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0059 |
0.8% |
31% |
False |
False |
76,168 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0058 |
0.8% |
31% |
False |
False |
57,275 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0055 |
0.7% |
27% |
False |
False |
45,839 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0052 |
0.7% |
27% |
False |
False |
38,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7882 |
|
2.618 |
0.7821 |
|
1.618 |
0.7783 |
|
1.000 |
0.7760 |
|
0.618 |
0.7746 |
|
HIGH |
0.7723 |
|
0.618 |
0.7708 |
|
0.500 |
0.7704 |
|
0.382 |
0.7699 |
|
LOW |
0.7685 |
|
0.618 |
0.7662 |
|
1.000 |
0.7648 |
|
1.618 |
0.7624 |
|
2.618 |
0.7587 |
|
4.250 |
0.7526 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7704 |
0.7739 |
| PP |
0.7700 |
0.7724 |
| S1 |
0.7697 |
0.7709 |
|