CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7610 |
0.7601 |
-0.0009 |
-0.1% |
0.7668 |
| High |
0.7634 |
0.7625 |
-0.0009 |
-0.1% |
0.7707 |
| Low |
0.7589 |
0.7569 |
-0.0020 |
-0.3% |
0.7569 |
| Close |
0.7602 |
0.7607 |
0.0005 |
0.1% |
0.7616 |
| Range |
0.0045 |
0.0057 |
0.0012 |
25.6% |
0.0139 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.0% |
0.0000 |
| Volume |
103,166 |
94,980 |
-8,186 |
-7.9% |
447,103 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7745 |
0.7638 |
|
| R3 |
0.7713 |
0.7688 |
0.7623 |
|
| R2 |
0.7657 |
0.7657 |
0.7617 |
|
| R1 |
0.7632 |
0.7632 |
0.7612 |
0.7644 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7606 |
| S1 |
0.7575 |
0.7575 |
0.7602 |
0.7588 |
| S2 |
0.7544 |
0.7544 |
0.7597 |
|
| S3 |
0.7487 |
0.7519 |
0.7591 |
|
| S4 |
0.7431 |
0.7462 |
0.7576 |
|
|
| 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 |
0.7653 |
0.7569 |
0.0084 |
1.1% |
0.0050 |
0.7% |
46% |
False |
True |
94,065 |
| 10 |
0.7753 |
0.7569 |
0.0184 |
2.4% |
0.0055 |
0.7% |
21% |
False |
True |
87,412 |
| 20 |
0.7855 |
0.7569 |
0.0287 |
3.8% |
0.0058 |
0.8% |
13% |
False |
True |
81,926 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.9% |
0.0059 |
0.8% |
16% |
False |
False |
84,500 |
| 60 |
0.7855 |
0.7561 |
0.0295 |
3.9% |
0.0060 |
0.8% |
16% |
False |
False |
87,348 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.6% |
0.0058 |
0.8% |
11% |
False |
False |
70,174 |
| 100 |
0.8008 |
0.7561 |
0.0447 |
5.9% |
0.0057 |
0.8% |
10% |
False |
False |
56,193 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0054 |
0.7% |
9% |
False |
False |
46,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7865 |
|
2.618 |
0.7773 |
|
1.618 |
0.7716 |
|
1.000 |
0.7682 |
|
0.618 |
0.7660 |
|
HIGH |
0.7625 |
|
0.618 |
0.7603 |
|
0.500 |
0.7597 |
|
0.382 |
0.7590 |
|
LOW |
0.7569 |
|
0.618 |
0.7534 |
|
1.000 |
0.7512 |
|
1.618 |
0.7477 |
|
2.618 |
0.7421 |
|
4.250 |
0.7328 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7604 |
0.7608 |
| PP |
0.7600 |
0.7607 |
| S1 |
0.7597 |
0.7607 |
|