CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7598 |
0.7610 |
0.0012 |
0.2% |
0.7668 |
| High |
0.7647 |
0.7634 |
-0.0013 |
-0.2% |
0.7707 |
| Low |
0.7591 |
0.7589 |
-0.0002 |
0.0% |
0.7569 |
| Close |
0.7616 |
0.7602 |
-0.0014 |
-0.2% |
0.7616 |
| Range |
0.0056 |
0.0045 |
-0.0011 |
-19.6% |
0.0139 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
89,297 |
103,166 |
13,869 |
15.5% |
447,103 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7718 |
0.7627 |
|
| R3 |
0.7698 |
0.7673 |
0.7614 |
|
| R2 |
0.7653 |
0.7653 |
0.7610 |
|
| R1 |
0.7628 |
0.7628 |
0.7606 |
0.7618 |
| PP |
0.7608 |
0.7608 |
0.7608 |
0.7603 |
| S1 |
0.7583 |
0.7583 |
0.7598 |
0.7573 |
| S2 |
0.7563 |
0.7563 |
0.7594 |
|
| S3 |
0.7518 |
0.7538 |
0.7590 |
|
| S4 |
0.7473 |
0.7493 |
0.7577 |
|
|
| 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% |
0.0055 |
0.7% |
24% |
False |
False |
95,668 |
| 10 |
0.7753 |
0.7569 |
0.0184 |
2.4% |
0.0057 |
0.8% |
18% |
False |
False |
87,140 |
| 20 |
0.7855 |
0.7569 |
0.0287 |
3.8% |
0.0057 |
0.7% |
12% |
False |
False |
79,753 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.9% |
0.0058 |
0.8% |
14% |
False |
False |
84,109 |
| 60 |
0.7881 |
0.7561 |
0.0321 |
4.2% |
0.0060 |
0.8% |
13% |
False |
False |
87,850 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.6% |
0.0058 |
0.8% |
10% |
False |
False |
68,999 |
| 100 |
0.8008 |
0.7561 |
0.0447 |
5.9% |
0.0057 |
0.8% |
9% |
False |
False |
55,246 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0054 |
0.7% |
8% |
False |
False |
46,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7751 |
|
1.618 |
0.7706 |
|
1.000 |
0.7679 |
|
0.618 |
0.7661 |
|
HIGH |
0.7634 |
|
0.618 |
0.7616 |
|
0.500 |
0.7611 |
|
0.382 |
0.7606 |
|
LOW |
0.7589 |
|
0.618 |
0.7561 |
|
1.000 |
0.7544 |
|
1.618 |
0.7516 |
|
2.618 |
0.7471 |
|
4.250 |
0.7397 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7611 |
0.7608 |
| PP |
0.7608 |
0.7606 |
| S1 |
0.7605 |
0.7604 |
|