CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 13-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7692 |
0.7698 |
0.0007 |
0.1% |
0.7763 |
High |
0.7699 |
0.7723 |
0.0024 |
0.3% |
0.7790 |
Low |
0.7667 |
0.7665 |
-0.0002 |
0.0% |
0.7645 |
Close |
0.7689 |
0.7714 |
0.0025 |
0.3% |
0.7719 |
Range |
0.0032 |
0.0058 |
0.0026 |
81.3% |
0.0145 |
ATR |
0.0051 |
0.0052 |
0.0000 |
0.9% |
0.0000 |
Volume |
334 |
853 |
519 |
155.4% |
1,042 |
|
Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7875 |
0.7852 |
0.7745 |
|
R3 |
0.7817 |
0.7794 |
0.7729 |
|
R2 |
0.7759 |
0.7759 |
0.7724 |
|
R1 |
0.7736 |
0.7736 |
0.7719 |
0.7747 |
PP |
0.7701 |
0.7701 |
0.7701 |
0.7706 |
S1 |
0.7678 |
0.7678 |
0.7708 |
0.7689 |
S2 |
0.7643 |
0.7643 |
0.7703 |
|
S3 |
0.7585 |
0.7620 |
0.7698 |
|
S4 |
0.7527 |
0.7562 |
0.7682 |
|
|
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 |
0.7665 |
0.0066 |
0.8% |
0.0042 |
0.5% |
74% |
False |
True |
285 |
10 |
0.7790 |
0.7645 |
0.0145 |
1.9% |
0.0049 |
0.6% |
47% |
False |
False |
291 |
20 |
0.7802 |
0.7645 |
0.0157 |
2.0% |
0.0050 |
0.6% |
44% |
False |
False |
251 |
40 |
0.7975 |
0.7645 |
0.0330 |
4.3% |
0.0045 |
0.6% |
21% |
False |
False |
299 |
60 |
0.8007 |
0.7644 |
0.0364 |
4.7% |
0.0045 |
0.6% |
19% |
False |
False |
245 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
17% |
False |
False |
195 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0044 |
0.6% |
17% |
False |
False |
190 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
17% |
False |
False |
170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7970 |
2.618 |
0.7875 |
1.618 |
0.7817 |
1.000 |
0.7781 |
0.618 |
0.7759 |
HIGH |
0.7723 |
0.618 |
0.7701 |
0.500 |
0.7694 |
0.382 |
0.7687 |
LOW |
0.7665 |
0.618 |
0.7629 |
1.000 |
0.7607 |
1.618 |
0.7571 |
2.618 |
0.7513 |
4.250 |
0.7419 |
|
|
Fisher Pivots for day following 13-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7707 |
0.7707 |
PP |
0.7701 |
0.7701 |
S1 |
0.7694 |
0.7694 |
|