CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 07-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2022 |
07-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7678 |
0.7700 |
0.0022 |
0.3% |
0.7752 |
High |
0.7679 |
0.7714 |
0.0036 |
0.5% |
0.7802 |
Low |
0.7656 |
0.7697 |
0.0041 |
0.5% |
0.7714 |
Close |
0.7668 |
0.7705 |
0.0037 |
0.5% |
0.7763 |
Range |
0.0023 |
0.0017 |
-0.0006 |
-24.4% |
0.0088 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
478 |
26 |
-452 |
-94.6% |
609 |
|
Daily Pivots for day following 07-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7756 |
0.7748 |
0.7714 |
|
R3 |
0.7739 |
0.7731 |
0.7710 |
|
R2 |
0.7722 |
0.7722 |
0.7708 |
|
R1 |
0.7714 |
0.7714 |
0.7707 |
0.7718 |
PP |
0.7705 |
0.7705 |
0.7705 |
0.7708 |
S1 |
0.7697 |
0.7697 |
0.7703 |
0.7701 |
S2 |
0.7688 |
0.7688 |
0.7702 |
|
S3 |
0.7671 |
0.7680 |
0.7700 |
|
S4 |
0.7654 |
0.7663 |
0.7696 |
|
|
Weekly Pivots for week ending 01-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8023 |
0.7981 |
0.7811 |
|
R3 |
0.7935 |
0.7893 |
0.7787 |
|
R2 |
0.7847 |
0.7847 |
0.7779 |
|
R1 |
0.7805 |
0.7805 |
0.7771 |
0.7826 |
PP |
0.7759 |
0.7759 |
0.7759 |
0.7770 |
S1 |
0.7717 |
0.7717 |
0.7754 |
0.7738 |
S2 |
0.7671 |
0.7671 |
0.7746 |
|
S3 |
0.7583 |
0.7629 |
0.7738 |
|
S4 |
0.7495 |
0.7541 |
0.7714 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7790 |
0.7645 |
0.0145 |
1.9% |
0.0056 |
0.7% |
42% |
False |
False |
292 |
10 |
0.7802 |
0.7645 |
0.0157 |
2.0% |
0.0047 |
0.6% |
38% |
False |
False |
242 |
20 |
0.7975 |
0.7645 |
0.0330 |
4.3% |
0.0051 |
0.7% |
18% |
False |
False |
280 |
40 |
0.7975 |
0.7644 |
0.0332 |
4.3% |
0.0044 |
0.6% |
19% |
False |
False |
276 |
60 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0045 |
0.6% |
17% |
False |
False |
228 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
15% |
False |
False |
179 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
15% |
False |
False |
177 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.5% |
15% |
False |
False |
159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7786 |
2.618 |
0.7759 |
1.618 |
0.7742 |
1.000 |
0.7731 |
0.618 |
0.7725 |
HIGH |
0.7714 |
0.618 |
0.7708 |
0.500 |
0.7706 |
0.382 |
0.7703 |
LOW |
0.7697 |
0.618 |
0.7686 |
1.000 |
0.7680 |
1.618 |
0.7669 |
2.618 |
0.7652 |
4.250 |
0.7625 |
|
|
Fisher Pivots for day following 07-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7706 |
0.7717 |
PP |
0.7705 |
0.7713 |
S1 |
0.7705 |
0.7709 |
|