CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 19-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7560 |
0.7535 |
-0.0025 |
-0.3% |
0.7675 |
| High |
0.7560 |
0.7547 |
-0.0013 |
-0.2% |
0.7719 |
| Low |
0.7514 |
0.7495 |
-0.0019 |
-0.3% |
0.7514 |
| Close |
0.7526 |
0.7534 |
0.0008 |
0.1% |
0.7526 |
| Range |
0.0046 |
0.0053 |
0.0007 |
14.1% |
0.0205 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
30,680 |
3,486 |
-27,194 |
-88.6% |
512,328 |
|
| Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7683 |
0.7661 |
0.7562 |
|
| R3 |
0.7630 |
0.7608 |
0.7548 |
|
| R2 |
0.7578 |
0.7578 |
0.7543 |
|
| R1 |
0.7556 |
0.7556 |
0.7538 |
0.7540 |
| PP |
0.7525 |
0.7525 |
0.7525 |
0.7517 |
| S1 |
0.7503 |
0.7503 |
0.7529 |
0.7488 |
| S2 |
0.7473 |
0.7473 |
0.7524 |
|
| S3 |
0.7420 |
0.7451 |
0.7519 |
|
| S4 |
0.7368 |
0.7398 |
0.7505 |
|
|
| 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 |
0.7495 |
0.0224 |
3.0% |
0.0063 |
0.8% |
17% |
False |
True |
87,502 |
| 10 |
0.7719 |
0.7495 |
0.0224 |
3.0% |
0.0057 |
0.8% |
17% |
False |
True |
88,708 |
| 20 |
0.7753 |
0.7495 |
0.0258 |
3.4% |
0.0058 |
0.8% |
15% |
False |
True |
86,245 |
| 40 |
0.7855 |
0.7495 |
0.0361 |
4.8% |
0.0056 |
0.7% |
11% |
False |
True |
80,687 |
| 60 |
0.7855 |
0.7495 |
0.0361 |
4.8% |
0.0058 |
0.8% |
11% |
False |
True |
84,495 |
| 80 |
0.7984 |
0.7495 |
0.0489 |
6.5% |
0.0059 |
0.8% |
8% |
False |
True |
78,687 |
| 100 |
0.7984 |
0.7495 |
0.0489 |
6.5% |
0.0058 |
0.8% |
8% |
False |
True |
63,069 |
| 120 |
0.8055 |
0.7495 |
0.0561 |
7.4% |
0.0055 |
0.7% |
7% |
False |
True |
52,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7770 |
|
2.618 |
0.7684 |
|
1.618 |
0.7632 |
|
1.000 |
0.7600 |
|
0.618 |
0.7579 |
|
HIGH |
0.7547 |
|
0.618 |
0.7527 |
|
0.500 |
0.7521 |
|
0.382 |
0.7515 |
|
LOW |
0.7495 |
|
0.618 |
0.7462 |
|
1.000 |
0.7442 |
|
1.618 |
0.7410 |
|
2.618 |
0.7357 |
|
4.250 |
0.7271 |
|
|
| Fisher Pivots for day following 19-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7529 |
0.7548 |
| PP |
0.7525 |
0.7543 |
| S1 |
0.7521 |
0.7538 |
|