CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7590 |
0.7596 |
0.0006 |
0.1% |
0.7610 |
| High |
0.7610 |
0.7602 |
-0.0008 |
-0.1% |
0.7702 |
| Low |
0.7571 |
0.7552 |
-0.0019 |
-0.3% |
0.7569 |
| Close |
0.7589 |
0.7562 |
-0.0027 |
-0.4% |
0.7673 |
| Range |
0.0039 |
0.0050 |
0.0011 |
28.6% |
0.0133 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
138,740 |
131,879 |
-6,861 |
-4.9% |
371,275 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7690 |
0.7589 |
|
| R3 |
0.7671 |
0.7641 |
0.7575 |
|
| R2 |
0.7621 |
0.7621 |
0.7571 |
|
| R1 |
0.7591 |
0.7591 |
0.7566 |
0.7582 |
| PP |
0.7572 |
0.7572 |
0.7572 |
0.7567 |
| S1 |
0.7542 |
0.7542 |
0.7557 |
0.7532 |
| S2 |
0.7522 |
0.7522 |
0.7552 |
|
| S3 |
0.7473 |
0.7492 |
0.7548 |
|
| S4 |
0.7423 |
0.7443 |
0.7534 |
|
|
| 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 |
0.7552 |
0.0167 |
2.2% |
0.0065 |
0.9% |
6% |
False |
True |
114,290 |
| 10 |
0.7719 |
0.7552 |
0.0167 |
2.2% |
0.0058 |
0.8% |
6% |
False |
True |
102,683 |
| 20 |
0.7762 |
0.7552 |
0.0210 |
2.8% |
0.0057 |
0.8% |
5% |
False |
True |
91,753 |
| 40 |
0.7855 |
0.7552 |
0.0303 |
4.0% |
0.0056 |
0.7% |
3% |
False |
True |
84,531 |
| 60 |
0.7855 |
0.7552 |
0.0303 |
4.0% |
0.0058 |
0.8% |
3% |
False |
True |
86,489 |
| 80 |
0.7984 |
0.7552 |
0.0432 |
5.7% |
0.0058 |
0.8% |
2% |
False |
True |
78,291 |
| 100 |
0.7984 |
0.7552 |
0.0432 |
5.7% |
0.0058 |
0.8% |
2% |
False |
True |
62,731 |
| 120 |
0.8055 |
0.7552 |
0.0503 |
6.7% |
0.0055 |
0.7% |
2% |
False |
True |
52,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7812 |
|
2.618 |
0.7731 |
|
1.618 |
0.7682 |
|
1.000 |
0.7651 |
|
0.618 |
0.7632 |
|
HIGH |
0.7602 |
|
0.618 |
0.7583 |
|
0.500 |
0.7577 |
|
0.382 |
0.7571 |
|
LOW |
0.7552 |
|
0.618 |
0.7521 |
|
1.000 |
0.7503 |
|
1.618 |
0.7472 |
|
2.618 |
0.7422 |
|
4.250 |
0.7342 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7577 |
0.7635 |
| PP |
0.7572 |
0.7611 |
| S1 |
0.7567 |
0.7586 |
|