CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7668 |
0.7685 |
0.0017 |
0.2% |
0.7693 |
| High |
0.7696 |
0.7707 |
0.0012 |
0.1% |
0.7753 |
| Low |
0.7645 |
0.7626 |
-0.0019 |
-0.2% |
0.7653 |
| Close |
0.7687 |
0.7630 |
-0.0057 |
-0.7% |
0.7674 |
| Range |
0.0051 |
0.0081 |
0.0031 |
60.4% |
0.0100 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
2.9% |
0.0000 |
| Volume |
71,929 |
102,993 |
31,064 |
43.2% |
390,724 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7897 |
0.7845 |
0.7675 |
|
| R3 |
0.7816 |
0.7764 |
0.7652 |
|
| R2 |
0.7735 |
0.7735 |
0.7645 |
|
| R1 |
0.7683 |
0.7683 |
0.7637 |
0.7669 |
| PP |
0.7654 |
0.7654 |
0.7654 |
0.7647 |
| S1 |
0.7602 |
0.7602 |
0.7623 |
0.7588 |
| S2 |
0.7573 |
0.7573 |
0.7615 |
|
| S3 |
0.7492 |
0.7521 |
0.7608 |
|
| S4 |
0.7411 |
0.7440 |
0.7585 |
|
|
| 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 |
0.7626 |
0.0127 |
1.7% |
0.0060 |
0.8% |
3% |
False |
True |
80,759 |
| 10 |
0.7794 |
0.7626 |
0.0168 |
2.2% |
0.0059 |
0.8% |
2% |
False |
True |
78,311 |
| 20 |
0.7855 |
0.7626 |
0.0229 |
3.0% |
0.0058 |
0.8% |
2% |
False |
True |
75,352 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.9% |
0.0059 |
0.8% |
24% |
False |
False |
82,461 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0060 |
0.8% |
16% |
False |
False |
84,931 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0059 |
0.8% |
16% |
False |
False |
64,326 |
| 100 |
0.8008 |
0.7561 |
0.0447 |
5.9% |
0.0057 |
0.7% |
16% |
False |
False |
51,493 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0053 |
0.7% |
14% |
False |
False |
42,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.7919 |
|
1.618 |
0.7838 |
|
1.000 |
0.7788 |
|
0.618 |
0.7757 |
|
HIGH |
0.7707 |
|
0.618 |
0.7676 |
|
0.500 |
0.7667 |
|
0.382 |
0.7657 |
|
LOW |
0.7626 |
|
0.618 |
0.7576 |
|
1.000 |
0.7545 |
|
1.618 |
0.7495 |
|
2.618 |
0.7414 |
|
4.250 |
0.7282 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7667 |
0.7687 |
| PP |
0.7654 |
0.7668 |
| S1 |
0.7642 |
0.7649 |
|