CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7723 |
0.7693 |
-0.0030 |
-0.4% |
0.7825 |
| High |
0.7723 |
0.7707 |
-0.0016 |
-0.2% |
0.7830 |
| Low |
0.7685 |
0.7654 |
-0.0031 |
-0.4% |
0.7685 |
| Close |
0.7694 |
0.7659 |
-0.0035 |
-0.5% |
0.7694 |
| Range |
0.0038 |
0.0053 |
0.0015 |
40.0% |
0.0145 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
70,977 |
69,584 |
-1,393 |
-2.0% |
374,606 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7831 |
0.7797 |
0.7687 |
|
| R3 |
0.7778 |
0.7745 |
0.7673 |
|
| R2 |
0.7726 |
0.7726 |
0.7668 |
|
| R1 |
0.7692 |
0.7692 |
0.7663 |
0.7683 |
| PP |
0.7673 |
0.7673 |
0.7673 |
0.7668 |
| S1 |
0.7640 |
0.7640 |
0.7654 |
0.7630 |
| S2 |
0.7621 |
0.7621 |
0.7649 |
|
| S3 |
0.7568 |
0.7587 |
0.7644 |
|
| S4 |
0.7516 |
0.7535 |
0.7630 |
|
|
| 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 |
0.7794 |
0.7654 |
0.0140 |
1.8% |
0.0053 |
0.7% |
3% |
False |
True |
72,284 |
| 10 |
0.7855 |
0.7654 |
0.0201 |
2.6% |
0.0057 |
0.7% |
2% |
False |
True |
72,366 |
| 20 |
0.7855 |
0.7654 |
0.0201 |
2.6% |
0.0053 |
0.7% |
2% |
False |
True |
75,027 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0058 |
0.8% |
33% |
False |
False |
83,544 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0059 |
0.8% |
23% |
False |
False |
77,312 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0058 |
0.8% |
23% |
False |
False |
58,141 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0055 |
0.7% |
20% |
False |
False |
46,534 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0052 |
0.7% |
20% |
False |
False |
38,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7930 |
|
2.618 |
0.7844 |
|
1.618 |
0.7791 |
|
1.000 |
0.7759 |
|
0.618 |
0.7739 |
|
HIGH |
0.7707 |
|
0.618 |
0.7686 |
|
0.500 |
0.7680 |
|
0.382 |
0.7674 |
|
LOW |
0.7654 |
|
0.618 |
0.7622 |
|
1.000 |
0.7602 |
|
1.618 |
0.7569 |
|
2.618 |
0.7517 |
|
4.250 |
0.7431 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7708 |
| PP |
0.7673 |
0.7691 |
| S1 |
0.7666 |
0.7675 |
|