CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7613 |
0.7598 |
-0.0015 |
-0.2% |
0.7668 |
| High |
0.7616 |
0.7647 |
0.0031 |
0.4% |
0.7707 |
| Low |
0.7569 |
0.7591 |
0.0022 |
0.3% |
0.7569 |
| Close |
0.7592 |
0.7616 |
0.0024 |
0.3% |
0.7616 |
| Range |
0.0048 |
0.0056 |
0.0009 |
17.9% |
0.0139 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
84,611 |
89,297 |
4,686 |
5.5% |
447,103 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7786 |
0.7757 |
0.7647 |
|
| R3 |
0.7730 |
0.7701 |
0.7631 |
|
| R2 |
0.7674 |
0.7674 |
0.7626 |
|
| R1 |
0.7645 |
0.7645 |
0.7621 |
0.7659 |
| PP |
0.7618 |
0.7618 |
0.7618 |
0.7625 |
| S1 |
0.7589 |
0.7589 |
0.7611 |
0.7603 |
| S2 |
0.7562 |
0.7562 |
0.7606 |
|
| S3 |
0.7506 |
0.7533 |
0.7601 |
|
| S4 |
0.7450 |
0.7477 |
0.7585 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.7970 |
0.7692 |
|
| R3 |
0.7908 |
0.7831 |
0.7654 |
|
| R2 |
0.7769 |
0.7769 |
0.7641 |
|
| R1 |
0.7693 |
0.7693 |
0.7629 |
0.7662 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7615 |
| S1 |
0.7554 |
0.7554 |
0.7603 |
0.7523 |
| S2 |
0.7492 |
0.7492 |
0.7591 |
|
| S3 |
0.7354 |
0.7416 |
0.7578 |
|
| S4 |
0.7215 |
0.7277 |
0.7540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7707 |
0.7569 |
0.0139 |
1.8% |
0.0056 |
0.7% |
34% |
False |
False |
89,420 |
| 10 |
0.7753 |
0.7569 |
0.0184 |
2.4% |
0.0058 |
0.8% |
26% |
False |
False |
83,782 |
| 20 |
0.7855 |
0.7569 |
0.0287 |
3.8% |
0.0058 |
0.8% |
17% |
False |
False |
78,188 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.9% |
0.0059 |
0.8% |
19% |
False |
False |
83,154 |
| 60 |
0.7964 |
0.7561 |
0.0404 |
5.3% |
0.0061 |
0.8% |
14% |
False |
False |
87,367 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.6% |
0.0058 |
0.8% |
13% |
False |
False |
67,713 |
| 100 |
0.8008 |
0.7561 |
0.0447 |
5.9% |
0.0057 |
0.8% |
12% |
False |
False |
54,214 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0054 |
0.7% |
11% |
False |
False |
45,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7885 |
|
2.618 |
0.7793 |
|
1.618 |
0.7737 |
|
1.000 |
0.7703 |
|
0.618 |
0.7681 |
|
HIGH |
0.7647 |
|
0.618 |
0.7625 |
|
0.500 |
0.7619 |
|
0.382 |
0.7612 |
|
LOW |
0.7591 |
|
0.618 |
0.7556 |
|
1.000 |
0.7535 |
|
1.618 |
0.7500 |
|
2.618 |
0.7444 |
|
4.250 |
0.7353 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7619 |
0.7614 |
| PP |
0.7618 |
0.7612 |
| S1 |
0.7617 |
0.7611 |
|