CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7715 |
0.7708 |
-0.0007 |
-0.1% |
0.7825 |
| High |
0.7718 |
0.7753 |
0.0035 |
0.4% |
0.7830 |
| Low |
0.7679 |
0.7704 |
0.0025 |
0.3% |
0.7685 |
| Close |
0.7705 |
0.7727 |
0.0022 |
0.3% |
0.7694 |
| Range |
0.0039 |
0.0049 |
0.0010 |
24.4% |
0.0145 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
69,077 |
65,515 |
-3,562 |
-5.2% |
374,606 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7873 |
0.7849 |
0.7754 |
|
| R3 |
0.7825 |
0.7800 |
0.7740 |
|
| R2 |
0.7776 |
0.7776 |
0.7736 |
|
| R1 |
0.7752 |
0.7752 |
0.7731 |
0.7764 |
| PP |
0.7728 |
0.7728 |
0.7728 |
0.7734 |
| S1 |
0.7703 |
0.7703 |
0.7723 |
0.7716 |
| S2 |
0.7679 |
0.7679 |
0.7718 |
|
| S3 |
0.7631 |
0.7655 |
0.7714 |
|
| S4 |
0.7582 |
0.7606 |
0.7700 |
|
|
| 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 |
0.7753 |
0.7653 |
0.0100 |
1.3% |
0.0051 |
0.7% |
75% |
True |
False |
73,483 |
| 10 |
0.7848 |
0.7653 |
0.0195 |
2.5% |
0.0057 |
0.7% |
38% |
False |
False |
72,574 |
| 20 |
0.7855 |
0.7653 |
0.0203 |
2.6% |
0.0053 |
0.7% |
37% |
False |
False |
73,554 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0060 |
0.8% |
57% |
False |
False |
83,848 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0059 |
0.8% |
39% |
False |
False |
80,985 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0058 |
0.8% |
39% |
False |
False |
60,969 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0056 |
0.7% |
34% |
False |
False |
48,802 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0052 |
0.7% |
34% |
False |
False |
40,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7959 |
|
2.618 |
0.7879 |
|
1.618 |
0.7831 |
|
1.000 |
0.7801 |
|
0.618 |
0.7782 |
|
HIGH |
0.7753 |
|
0.618 |
0.7734 |
|
0.500 |
0.7728 |
|
0.382 |
0.7723 |
|
LOW |
0.7704 |
|
0.618 |
0.7674 |
|
1.000 |
0.7656 |
|
1.618 |
0.7626 |
|
2.618 |
0.7577 |
|
4.250 |
0.7498 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7728 |
0.7719 |
| PP |
0.7728 |
0.7711 |
| S1 |
0.7727 |
0.7703 |
|