CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 29-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2022 |
29-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7734 |
0.7668 |
-0.0066 |
-0.8% |
0.7693 |
| High |
0.7747 |
0.7696 |
-0.0052 |
-0.7% |
0.7753 |
| Low |
0.7665 |
0.7645 |
-0.0020 |
-0.3% |
0.7653 |
| Close |
0.7674 |
0.7687 |
0.0013 |
0.2% |
0.7674 |
| Range |
0.0083 |
0.0051 |
-0.0032 |
-38.8% |
0.0100 |
| ATR |
0.0058 |
0.0058 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
94,283 |
71,929 |
-22,354 |
-23.7% |
390,724 |
|
| Daily Pivots for day following 29-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7827 |
0.7807 |
0.7714 |
|
| R3 |
0.7777 |
0.7757 |
0.7700 |
|
| R2 |
0.7726 |
0.7726 |
0.7696 |
|
| R1 |
0.7706 |
0.7706 |
0.7691 |
0.7716 |
| PP |
0.7676 |
0.7676 |
0.7676 |
0.7681 |
| S1 |
0.7656 |
0.7656 |
0.7682 |
0.7666 |
| S2 |
0.7625 |
0.7625 |
0.7677 |
|
| S3 |
0.7575 |
0.7605 |
0.7673 |
|
| S4 |
0.7524 |
0.7555 |
0.7659 |
|
|
| 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 |
0.7645 |
0.0108 |
1.4% |
0.0060 |
0.8% |
39% |
False |
True |
78,613 |
| 10 |
0.7794 |
0.7645 |
0.0149 |
1.9% |
0.0056 |
0.7% |
28% |
False |
True |
75,449 |
| 20 |
0.7855 |
0.7645 |
0.0210 |
2.7% |
0.0055 |
0.7% |
20% |
False |
True |
74,148 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0060 |
0.8% |
43% |
False |
False |
83,812 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0060 |
0.8% |
30% |
False |
False |
83,461 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0059 |
0.8% |
30% |
False |
False |
63,041 |
| 100 |
0.8008 |
0.7561 |
0.0447 |
5.8% |
0.0056 |
0.7% |
28% |
False |
False |
50,464 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0053 |
0.7% |
25% |
False |
False |
42,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7910 |
|
2.618 |
0.7828 |
|
1.618 |
0.7777 |
|
1.000 |
0.7746 |
|
0.618 |
0.7727 |
|
HIGH |
0.7696 |
|
0.618 |
0.7676 |
|
0.500 |
0.7670 |
|
0.382 |
0.7664 |
|
LOW |
0.7645 |
|
0.618 |
0.7614 |
|
1.000 |
0.7595 |
|
1.618 |
0.7563 |
|
2.618 |
0.7513 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 29-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7681 |
0.7699 |
| PP |
0.7676 |
0.7695 |
| S1 |
0.7670 |
0.7691 |
|