CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7596 |
0.7560 |
-0.0036 |
-0.5% |
0.7675 |
| High |
0.7602 |
0.7560 |
-0.0042 |
-0.6% |
0.7719 |
| Low |
0.7552 |
0.7514 |
-0.0039 |
-0.5% |
0.7514 |
| Close |
0.7562 |
0.7526 |
-0.0036 |
-0.5% |
0.7526 |
| Range |
0.0050 |
0.0046 |
-0.0004 |
-7.1% |
0.0205 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
131,879 |
30,680 |
-101,199 |
-76.7% |
512,328 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7671 |
0.7645 |
0.7551 |
|
| R3 |
0.7625 |
0.7599 |
0.7539 |
|
| R2 |
0.7579 |
0.7579 |
0.7534 |
|
| R1 |
0.7553 |
0.7553 |
0.7530 |
0.7543 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7528 |
| S1 |
0.7507 |
0.7507 |
0.7522 |
0.7497 |
| S2 |
0.7487 |
0.7487 |
0.7518 |
|
| S3 |
0.7441 |
0.7461 |
0.7513 |
|
| S4 |
0.7395 |
0.7415 |
0.7501 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8201 |
0.8069 |
0.7639 |
|
| R3 |
0.7996 |
0.7864 |
0.7582 |
|
| R2 |
0.7791 |
0.7791 |
0.7564 |
|
| R1 |
0.7659 |
0.7659 |
0.7545 |
0.7622 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7568 |
| S1 |
0.7454 |
0.7454 |
0.7507 |
0.7417 |
| S2 |
0.7381 |
0.7381 |
0.7488 |
|
| S3 |
0.7176 |
0.7249 |
0.7470 |
|
| S4 |
0.6971 |
0.7044 |
0.7413 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7719 |
0.7514 |
0.0205 |
2.7% |
0.0061 |
0.8% |
6% |
False |
True |
102,465 |
| 10 |
0.7719 |
0.7514 |
0.0205 |
2.7% |
0.0058 |
0.8% |
6% |
False |
True |
97,290 |
| 20 |
0.7753 |
0.7514 |
0.0239 |
3.2% |
0.0057 |
0.8% |
5% |
False |
True |
89,620 |
| 40 |
0.7855 |
0.7514 |
0.0342 |
4.5% |
0.0056 |
0.7% |
4% |
False |
True |
82,924 |
| 60 |
0.7855 |
0.7514 |
0.0342 |
4.5% |
0.0058 |
0.8% |
4% |
False |
True |
85,726 |
| 80 |
0.7984 |
0.7514 |
0.0470 |
6.2% |
0.0059 |
0.8% |
3% |
False |
True |
78,668 |
| 100 |
0.7984 |
0.7514 |
0.0470 |
6.2% |
0.0058 |
0.8% |
3% |
False |
True |
63,035 |
| 120 |
0.8055 |
0.7514 |
0.0542 |
7.2% |
0.0055 |
0.7% |
2% |
False |
True |
52,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7755 |
|
2.618 |
0.7680 |
|
1.618 |
0.7634 |
|
1.000 |
0.7606 |
|
0.618 |
0.7588 |
|
HIGH |
0.7560 |
|
0.618 |
0.7542 |
|
0.500 |
0.7537 |
|
0.382 |
0.7531 |
|
LOW |
0.7514 |
|
0.618 |
0.7485 |
|
1.000 |
0.7468 |
|
1.618 |
0.7439 |
|
2.618 |
0.7393 |
|
4.250 |
0.7318 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7537 |
0.7562 |
| PP |
0.7533 |
0.7550 |
| S1 |
0.7530 |
0.7538 |
|