CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7637 |
0.7675 |
0.0038 |
0.5% |
0.7610 |
| High |
0.7702 |
0.7713 |
0.0011 |
0.1% |
0.7702 |
| Low |
0.7637 |
0.7670 |
0.0033 |
0.4% |
0.7569 |
| Close |
0.7673 |
0.7698 |
0.0026 |
0.3% |
0.7673 |
| Range |
0.0065 |
0.0043 |
-0.0022 |
-33.8% |
0.0133 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
89,806 |
78,304 |
-11,502 |
-12.8% |
371,275 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7822 |
0.7803 |
0.7722 |
|
| R3 |
0.7779 |
0.7760 |
0.7710 |
|
| R2 |
0.7736 |
0.7736 |
0.7706 |
|
| R1 |
0.7717 |
0.7717 |
0.7702 |
0.7727 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7698 |
| S1 |
0.7674 |
0.7674 |
0.7694 |
0.7684 |
| S2 |
0.7650 |
0.7650 |
0.7690 |
|
| S3 |
0.7607 |
0.7631 |
0.7686 |
|
| S4 |
0.7564 |
0.7588 |
0.7674 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8047 |
0.7993 |
0.7746 |
|
| R3 |
0.7914 |
0.7860 |
0.7709 |
|
| R2 |
0.7781 |
0.7781 |
0.7697 |
|
| R1 |
0.7727 |
0.7727 |
0.7685 |
0.7754 |
| PP |
0.7648 |
0.7648 |
0.7648 |
0.7661 |
| S1 |
0.7594 |
0.7594 |
0.7660 |
0.7621 |
| S2 |
0.7515 |
0.7515 |
0.7648 |
|
| S3 |
0.7382 |
0.7461 |
0.7636 |
|
| S4 |
0.7249 |
0.7328 |
0.7599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7713 |
0.7569 |
0.0144 |
1.9% |
0.0052 |
0.7% |
90% |
True |
False |
89,915 |
| 10 |
0.7713 |
0.7569 |
0.0144 |
1.9% |
0.0054 |
0.7% |
90% |
True |
False |
89,668 |
| 20 |
0.7830 |
0.7569 |
0.0261 |
3.4% |
0.0058 |
0.7% |
50% |
False |
False |
83,100 |
| 40 |
0.7855 |
0.7569 |
0.0287 |
3.7% |
0.0055 |
0.7% |
45% |
False |
False |
80,853 |
| 60 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0059 |
0.8% |
47% |
False |
False |
85,150 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0058 |
0.8% |
33% |
False |
False |
73,288 |
| 100 |
0.8008 |
0.7561 |
0.0447 |
5.8% |
0.0058 |
0.8% |
31% |
False |
False |
58,706 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0054 |
0.7% |
28% |
False |
False |
48,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7895 |
|
2.618 |
0.7825 |
|
1.618 |
0.7782 |
|
1.000 |
0.7756 |
|
0.618 |
0.7739 |
|
HIGH |
0.7713 |
|
0.618 |
0.7696 |
|
0.500 |
0.7691 |
|
0.382 |
0.7686 |
|
LOW |
0.7670 |
|
0.618 |
0.7643 |
|
1.000 |
0.7627 |
|
1.618 |
0.7600 |
|
2.618 |
0.7557 |
|
4.250 |
0.7487 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7696 |
0.7684 |
| PP |
0.7693 |
0.7669 |
| S1 |
0.7691 |
0.7655 |
|