CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 12-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2022 |
12-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7720 |
0.7692 |
-0.0028 |
-0.4% |
0.7763 |
High |
0.7720 |
0.7699 |
-0.0021 |
-0.3% |
0.7790 |
Low |
0.7676 |
0.7667 |
-0.0009 |
-0.1% |
0.7645 |
Close |
0.7700 |
0.7689 |
-0.0011 |
-0.1% |
0.7719 |
Range |
0.0044 |
0.0032 |
-0.0012 |
-27.3% |
0.0145 |
ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
194 |
334 |
140 |
72.2% |
1,042 |
|
Daily Pivots for day following 12-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7781 |
0.7767 |
0.7706 |
|
R3 |
0.7749 |
0.7735 |
0.7697 |
|
R2 |
0.7717 |
0.7717 |
0.7694 |
|
R1 |
0.7703 |
0.7703 |
0.7691 |
0.7694 |
PP |
0.7685 |
0.7685 |
0.7685 |
0.7680 |
S1 |
0.7671 |
0.7671 |
0.7686 |
0.7662 |
S2 |
0.7653 |
0.7653 |
0.7683 |
|
S3 |
0.7621 |
0.7639 |
0.7680 |
|
S4 |
0.7589 |
0.7607 |
0.7671 |
|
|
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 |
0.7731 |
0.7656 |
0.0075 |
1.0% |
0.0035 |
0.4% |
44% |
False |
False |
210 |
10 |
0.7802 |
0.7645 |
0.0157 |
2.0% |
0.0047 |
0.6% |
28% |
False |
False |
212 |
20 |
0.7802 |
0.7645 |
0.0157 |
2.0% |
0.0048 |
0.6% |
28% |
False |
False |
263 |
40 |
0.7975 |
0.7645 |
0.0330 |
4.3% |
0.0045 |
0.6% |
13% |
False |
False |
281 |
60 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0045 |
0.6% |
12% |
False |
False |
232 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
11% |
False |
False |
185 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0044 |
0.6% |
11% |
False |
False |
181 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
11% |
False |
False |
163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7835 |
2.618 |
0.7783 |
1.618 |
0.7751 |
1.000 |
0.7731 |
0.618 |
0.7719 |
HIGH |
0.7699 |
0.618 |
0.7687 |
0.500 |
0.7683 |
0.382 |
0.7679 |
LOW |
0.7667 |
0.618 |
0.7647 |
1.000 |
0.7635 |
1.618 |
0.7615 |
2.618 |
0.7583 |
4.250 |
0.7531 |
|
|
Fisher Pivots for day following 12-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7687 |
0.7699 |
PP |
0.7685 |
0.7695 |
S1 |
0.7683 |
0.7692 |
|