CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7693 |
0.7660 |
-0.0033 |
-0.4% |
0.7825 |
| High |
0.7707 |
0.7730 |
0.0023 |
0.3% |
0.7830 |
| Low |
0.7654 |
0.7653 |
-0.0002 |
0.0% |
0.7685 |
| Close |
0.7659 |
0.7711 |
0.0053 |
0.7% |
0.7694 |
| Range |
0.0053 |
0.0077 |
0.0025 |
46.7% |
0.0145 |
| ATR |
0.0057 |
0.0059 |
0.0001 |
2.5% |
0.0000 |
| Volume |
69,584 |
92,265 |
22,681 |
32.6% |
374,606 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7929 |
0.7897 |
0.7753 |
|
| R3 |
0.7852 |
0.7820 |
0.7732 |
|
| R2 |
0.7775 |
0.7775 |
0.7725 |
|
| R1 |
0.7743 |
0.7743 |
0.7718 |
0.7759 |
| PP |
0.7698 |
0.7698 |
0.7698 |
0.7706 |
| S1 |
0.7666 |
0.7666 |
0.7704 |
0.7682 |
| S2 |
0.7621 |
0.7621 |
0.7697 |
|
| S3 |
0.7544 |
0.7589 |
0.7690 |
|
| S4 |
0.7467 |
0.7512 |
0.7669 |
|
|
| 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 |
0.7653 |
0.0141 |
1.8% |
0.0057 |
0.7% |
41% |
False |
True |
75,864 |
| 10 |
0.7855 |
0.7653 |
0.0203 |
2.6% |
0.0061 |
0.8% |
29% |
False |
True |
76,441 |
| 20 |
0.7855 |
0.7653 |
0.0203 |
2.6% |
0.0055 |
0.7% |
29% |
False |
True |
75,898 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0060 |
0.8% |
51% |
False |
False |
84,118 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0060 |
0.8% |
36% |
False |
False |
78,835 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0059 |
0.8% |
36% |
False |
False |
59,292 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0055 |
0.7% |
30% |
False |
False |
47,457 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0053 |
0.7% |
30% |
False |
False |
39,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8057 |
|
2.618 |
0.7931 |
|
1.618 |
0.7854 |
|
1.000 |
0.7807 |
|
0.618 |
0.7777 |
|
HIGH |
0.7730 |
|
0.618 |
0.7700 |
|
0.500 |
0.7691 |
|
0.382 |
0.7682 |
|
LOW |
0.7653 |
|
0.618 |
0.7605 |
|
1.000 |
0.7576 |
|
1.618 |
0.7528 |
|
2.618 |
0.7451 |
|
4.250 |
0.7325 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7704 |
0.7704 |
| PP |
0.7698 |
0.7698 |
| S1 |
0.7691 |
0.7691 |
|