CME Canadian Dollar Future September 2022
Trading Metrics calculated at close of trading on 08-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
0.7601 |
0.7621 |
0.0021 |
0.3% |
0.7668 |
High |
0.7625 |
0.7645 |
0.0020 |
0.3% |
0.7707 |
Low |
0.7569 |
0.7597 |
0.0029 |
0.4% |
0.7569 |
Close |
0.7607 |
0.7633 |
0.0026 |
0.3% |
0.7616 |
Range |
0.0057 |
0.0048 |
-0.0009 |
-15.0% |
0.0139 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
94,980 |
83,323 |
-11,657 |
-12.3% |
447,103 |
|
Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7769 |
0.7749 |
0.7659 |
|
R3 |
0.7721 |
0.7701 |
0.7646 |
|
R2 |
0.7673 |
0.7673 |
0.7641 |
|
R1 |
0.7653 |
0.7653 |
0.7637 |
0.7663 |
PP |
0.7625 |
0.7625 |
0.7625 |
0.7630 |
S1 |
0.7605 |
0.7605 |
0.7628 |
0.7615 |
S2 |
0.7577 |
0.7577 |
0.7624 |
|
S3 |
0.7529 |
0.7557 |
0.7619 |
|
S4 |
0.7481 |
0.7509 |
0.7606 |
|
|
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 |
0.7647 |
0.7569 |
0.0078 |
1.0% |
0.0051 |
0.7% |
82% |
False |
False |
91,075 |
10 |
0.7753 |
0.7569 |
0.0184 |
2.4% |
0.0056 |
0.7% |
35% |
False |
False |
88,837 |
20 |
0.7855 |
0.7569 |
0.0287 |
3.8% |
0.0056 |
0.7% |
22% |
False |
False |
81,162 |
40 |
0.7855 |
0.7561 |
0.0295 |
3.9% |
0.0058 |
0.8% |
24% |
False |
False |
83,264 |
60 |
0.7855 |
0.7561 |
0.0295 |
3.9% |
0.0059 |
0.8% |
24% |
False |
False |
86,511 |
80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0058 |
0.8% |
17% |
False |
False |
71,212 |
100 |
0.8008 |
0.7561 |
0.0447 |
5.9% |
0.0057 |
0.7% |
16% |
False |
False |
57,026 |
120 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0054 |
0.7% |
15% |
False |
False |
47,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7849 |
2.618 |
0.7771 |
1.618 |
0.7723 |
1.000 |
0.7693 |
0.618 |
0.7675 |
HIGH |
0.7645 |
0.618 |
0.7627 |
0.500 |
0.7621 |
0.382 |
0.7615 |
LOW |
0.7597 |
0.618 |
0.7567 |
1.000 |
0.7549 |
1.618 |
0.7519 |
2.618 |
0.7471 |
4.250 |
0.7393 |
|
|
Fisher Pivots for day following 08-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7629 |
0.7624 |
PP |
0.7625 |
0.7615 |
S1 |
0.7621 |
0.7607 |
|