CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 26-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
0.7708 |
0.7734 |
0.0026 |
0.3% |
0.7693 |
High |
0.7753 |
0.7747 |
-0.0006 |
-0.1% |
0.7753 |
Low |
0.7704 |
0.7665 |
-0.0040 |
-0.5% |
0.7653 |
Close |
0.7727 |
0.7674 |
-0.0053 |
-0.7% |
0.7674 |
Range |
0.0049 |
0.0083 |
0.0034 |
70.1% |
0.0100 |
ATR |
0.0057 |
0.0058 |
0.0002 |
3.3% |
0.0000 |
Volume |
65,515 |
94,283 |
28,768 |
43.9% |
390,724 |
|
Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7943 |
0.7891 |
0.7719 |
|
R3 |
0.7860 |
0.7808 |
0.7697 |
|
R2 |
0.7778 |
0.7778 |
0.7689 |
|
R1 |
0.7726 |
0.7726 |
0.7682 |
0.7711 |
PP |
0.7695 |
0.7695 |
0.7695 |
0.7688 |
S1 |
0.7643 |
0.7643 |
0.7666 |
0.7628 |
S2 |
0.7613 |
0.7613 |
0.7659 |
|
S3 |
0.7530 |
0.7561 |
0.7651 |
|
S4 |
0.7448 |
0.7478 |
0.7629 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7993 |
0.7934 |
0.7729 |
|
R3 |
0.7893 |
0.7834 |
0.7702 |
|
R2 |
0.7793 |
0.7793 |
0.7692 |
|
R1 |
0.7734 |
0.7734 |
0.7683 |
0.7713 |
PP |
0.7693 |
0.7693 |
0.7693 |
0.7683 |
S1 |
0.7634 |
0.7634 |
0.7665 |
0.7613 |
S2 |
0.7593 |
0.7593 |
0.7656 |
|
S3 |
0.7493 |
0.7534 |
0.7647 |
|
S4 |
0.7393 |
0.7434 |
0.7619 |
|
|
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% |
0.0060 |
0.8% |
22% |
False |
False |
78,144 |
10 |
0.7830 |
0.7653 |
0.0177 |
2.3% |
0.0061 |
0.8% |
12% |
False |
False |
76,533 |
20 |
0.7855 |
0.7653 |
0.0203 |
2.6% |
0.0056 |
0.7% |
11% |
False |
False |
73,854 |
40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0061 |
0.8% |
39% |
False |
False |
83,820 |
60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0060 |
0.8% |
27% |
False |
False |
82,402 |
80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0059 |
0.8% |
27% |
False |
False |
62,145 |
100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0056 |
0.7% |
23% |
False |
False |
49,745 |
120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0053 |
0.7% |
23% |
False |
False |
41,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8098 |
2.618 |
0.7963 |
1.618 |
0.7880 |
1.000 |
0.7830 |
0.618 |
0.7798 |
HIGH |
0.7747 |
0.618 |
0.7715 |
0.500 |
0.7706 |
0.382 |
0.7696 |
LOW |
0.7665 |
0.618 |
0.7614 |
1.000 |
0.7582 |
1.618 |
0.7531 |
2.618 |
0.7449 |
4.250 |
0.7314 |
|
|
Fisher Pivots for day following 26-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7706 |
0.7709 |
PP |
0.7695 |
0.7697 |
S1 |
0.7685 |
0.7686 |
|