CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 11-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2022 |
11-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7710 |
0.7720 |
0.0010 |
0.1% |
0.7763 |
High |
0.7731 |
0.7720 |
-0.0011 |
-0.1% |
0.7790 |
Low |
0.7674 |
0.7676 |
0.0002 |
0.0% |
0.7645 |
Close |
0.7719 |
0.7700 |
-0.0020 |
-0.3% |
0.7719 |
Range |
0.0057 |
0.0044 |
-0.0013 |
-22.8% |
0.0145 |
ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
19 |
194 |
175 |
921.1% |
1,042 |
|
Daily Pivots for day following 11-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7830 |
0.7809 |
0.7724 |
|
R3 |
0.7786 |
0.7765 |
0.7712 |
|
R2 |
0.7742 |
0.7742 |
0.7708 |
|
R1 |
0.7721 |
0.7721 |
0.7704 |
0.7710 |
PP |
0.7698 |
0.7698 |
0.7698 |
0.7693 |
S1 |
0.7677 |
0.7677 |
0.7695 |
0.7666 |
S2 |
0.7654 |
0.7654 |
0.7691 |
|
S3 |
0.7610 |
0.7633 |
0.7687 |
|
S4 |
0.7566 |
0.7589 |
0.7675 |
|
|
Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8151 |
0.8080 |
0.7798 |
|
R3 |
0.8007 |
0.7935 |
0.7759 |
|
R2 |
0.7862 |
0.7862 |
0.7745 |
|
R1 |
0.7791 |
0.7791 |
0.7732 |
0.7754 |
PP |
0.7718 |
0.7718 |
0.7718 |
0.7700 |
S1 |
0.7646 |
0.7646 |
0.7706 |
0.7610 |
S2 |
0.7573 |
0.7573 |
0.7693 |
|
S3 |
0.7429 |
0.7502 |
0.7679 |
|
S4 |
0.7284 |
0.7357 |
0.7640 |
|
|
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% |
0.0057 |
0.7% |
38% |
False |
False |
247 |
10 |
0.7802 |
0.7645 |
0.0157 |
2.0% |
0.0047 |
0.6% |
35% |
False |
False |
184 |
20 |
0.7872 |
0.7645 |
0.0227 |
2.9% |
0.0050 |
0.7% |
24% |
False |
False |
255 |
40 |
0.7975 |
0.7644 |
0.0332 |
4.3% |
0.0045 |
0.6% |
17% |
False |
False |
279 |
60 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0046 |
0.6% |
15% |
False |
False |
227 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
14% |
False |
False |
181 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0044 |
0.6% |
14% |
False |
False |
179 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0042 |
0.6% |
14% |
False |
False |
161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7907 |
2.618 |
0.7835 |
1.618 |
0.7791 |
1.000 |
0.7764 |
0.618 |
0.7747 |
HIGH |
0.7720 |
0.618 |
0.7703 |
0.500 |
0.7698 |
0.382 |
0.7692 |
LOW |
0.7676 |
0.618 |
0.7648 |
1.000 |
0.7632 |
1.618 |
0.7604 |
2.618 |
0.7560 |
4.250 |
0.7489 |
|
|
Fisher Pivots for day following 11-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7699 |
0.7702 |
PP |
0.7698 |
0.7701 |
S1 |
0.7698 |
0.7700 |
|