CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7675 |
0.7698 |
0.0024 |
0.3% |
0.7610 |
| High |
0.7713 |
0.7719 |
0.0006 |
0.1% |
0.7702 |
| Low |
0.7670 |
0.7589 |
-0.0081 |
-1.1% |
0.7569 |
| Close |
0.7698 |
0.7601 |
-0.0097 |
-1.3% |
0.7673 |
| Range |
0.0043 |
0.0130 |
0.0087 |
202.3% |
0.0133 |
| ATR |
0.0056 |
0.0061 |
0.0005 |
9.4% |
0.0000 |
| Volume |
78,304 |
132,725 |
54,421 |
69.5% |
371,275 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8026 |
0.7944 |
0.7673 |
|
| R3 |
0.7896 |
0.7814 |
0.7637 |
|
| R2 |
0.7766 |
0.7766 |
0.7625 |
|
| R1 |
0.7684 |
0.7684 |
0.7613 |
0.7660 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7624 |
| S1 |
0.7554 |
0.7554 |
0.7589 |
0.7530 |
| S2 |
0.7506 |
0.7506 |
0.7577 |
|
| S3 |
0.7376 |
0.7424 |
0.7565 |
|
| S4 |
0.7246 |
0.7294 |
0.7530 |
|
|
| 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 |
0.7719 |
0.7569 |
0.0150 |
2.0% |
0.0069 |
0.9% |
22% |
True |
False |
95,827 |
| 10 |
0.7719 |
0.7569 |
0.0150 |
2.0% |
0.0062 |
0.8% |
22% |
True |
False |
95,747 |
| 20 |
0.7794 |
0.7569 |
0.0225 |
3.0% |
0.0059 |
0.8% |
14% |
False |
False |
85,598 |
| 40 |
0.7855 |
0.7569 |
0.0287 |
3.8% |
0.0057 |
0.7% |
11% |
False |
False |
81,824 |
| 60 |
0.7855 |
0.7561 |
0.0295 |
3.9% |
0.0060 |
0.8% |
14% |
False |
False |
85,485 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.6% |
0.0059 |
0.8% |
10% |
False |
False |
74,937 |
| 100 |
0.8008 |
0.7561 |
0.0447 |
5.9% |
0.0059 |
0.8% |
9% |
False |
False |
60,030 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0055 |
0.7% |
8% |
False |
False |
50,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8271 |
|
2.618 |
0.8059 |
|
1.618 |
0.7929 |
|
1.000 |
0.7849 |
|
0.618 |
0.7799 |
|
HIGH |
0.7719 |
|
0.618 |
0.7669 |
|
0.500 |
0.7654 |
|
0.382 |
0.7638 |
|
LOW |
0.7589 |
|
0.618 |
0.7508 |
|
1.000 |
0.7459 |
|
1.618 |
0.7378 |
|
2.618 |
0.7248 |
|
4.250 |
0.7036 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7654 |
| PP |
0.7636 |
0.7636 |
| S1 |
0.7619 |
0.7619 |
|