CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7698 |
0.7590 |
-0.0108 |
-1.4% |
0.7610 |
| High |
0.7719 |
0.7610 |
-0.0109 |
-1.4% |
0.7702 |
| Low |
0.7589 |
0.7571 |
-0.0018 |
-0.2% |
0.7569 |
| Close |
0.7601 |
0.7589 |
-0.0013 |
-0.2% |
0.7673 |
| Range |
0.0130 |
0.0039 |
-0.0092 |
-70.4% |
0.0133 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
132,725 |
138,740 |
6,015 |
4.5% |
371,275 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7705 |
0.7685 |
0.7610 |
|
| R3 |
0.7667 |
0.7647 |
0.7599 |
|
| R2 |
0.7628 |
0.7628 |
0.7596 |
|
| R1 |
0.7608 |
0.7608 |
0.7592 |
0.7599 |
| PP |
0.7590 |
0.7590 |
0.7590 |
0.7585 |
| S1 |
0.7570 |
0.7570 |
0.7585 |
0.7561 |
| S2 |
0.7551 |
0.7551 |
0.7581 |
|
| S3 |
0.7513 |
0.7531 |
0.7578 |
|
| S4 |
0.7474 |
0.7493 |
0.7567 |
|
|
| 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 |
0.7571 |
0.0148 |
1.9% |
0.0065 |
0.9% |
12% |
False |
True |
104,579 |
| 10 |
0.7719 |
0.7569 |
0.0150 |
2.0% |
0.0057 |
0.8% |
13% |
False |
False |
99,322 |
| 20 |
0.7794 |
0.7569 |
0.0225 |
3.0% |
0.0058 |
0.8% |
9% |
False |
False |
88,817 |
| 40 |
0.7855 |
0.7569 |
0.0287 |
3.8% |
0.0056 |
0.7% |
7% |
False |
False |
83,421 |
| 60 |
0.7855 |
0.7561 |
0.0295 |
3.9% |
0.0059 |
0.8% |
10% |
False |
False |
85,979 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.6% |
0.0059 |
0.8% |
7% |
False |
False |
76,661 |
| 100 |
0.7984 |
0.7561 |
0.0423 |
5.6% |
0.0058 |
0.8% |
7% |
False |
False |
61,417 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.5% |
0.0055 |
0.7% |
6% |
False |
False |
51,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7773 |
|
2.618 |
0.7710 |
|
1.618 |
0.7672 |
|
1.000 |
0.7648 |
|
0.618 |
0.7633 |
|
HIGH |
0.7610 |
|
0.618 |
0.7595 |
|
0.500 |
0.7590 |
|
0.382 |
0.7586 |
|
LOW |
0.7571 |
|
0.618 |
0.7547 |
|
1.000 |
0.7533 |
|
1.618 |
0.7509 |
|
2.618 |
0.7470 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7590 |
0.7645 |
| PP |
0.7590 |
0.7626 |
| S1 |
0.7589 |
0.7607 |
|