CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 14-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2022 |
14-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7698 |
0.7688 |
-0.0010 |
-0.1% |
0.7763 |
High |
0.7723 |
0.7688 |
-0.0035 |
-0.5% |
0.7790 |
Low |
0.7665 |
0.7569 |
-0.0097 |
-1.3% |
0.7645 |
Close |
0.7714 |
0.7630 |
-0.0084 |
-1.1% |
0.7719 |
Range |
0.0058 |
0.0120 |
0.0062 |
106.0% |
0.0145 |
ATR |
0.0052 |
0.0058 |
0.0007 |
12.9% |
0.0000 |
Volume |
853 |
732 |
-121 |
-14.2% |
1,042 |
|
Daily Pivots for day following 14-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7987 |
0.7928 |
0.7695 |
|
R3 |
0.7868 |
0.7808 |
0.7662 |
|
R2 |
0.7748 |
0.7748 |
0.7651 |
|
R1 |
0.7689 |
0.7689 |
0.7640 |
0.7659 |
PP |
0.7629 |
0.7629 |
0.7629 |
0.7614 |
S1 |
0.7569 |
0.7569 |
0.7619 |
0.7539 |
S2 |
0.7509 |
0.7509 |
0.7608 |
|
S3 |
0.7390 |
0.7450 |
0.7597 |
|
S4 |
0.7270 |
0.7330 |
0.7564 |
|
|
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 |
0.7569 |
0.0162 |
2.1% |
0.0062 |
0.8% |
38% |
False |
True |
426 |
10 |
0.7790 |
0.7569 |
0.0221 |
2.9% |
0.0059 |
0.8% |
28% |
False |
True |
359 |
20 |
0.7802 |
0.7569 |
0.0233 |
3.1% |
0.0053 |
0.7% |
26% |
False |
True |
279 |
40 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0046 |
0.6% |
15% |
False |
True |
317 |
60 |
0.8007 |
0.7569 |
0.0439 |
5.7% |
0.0047 |
0.6% |
14% |
False |
True |
257 |
80 |
0.8053 |
0.7569 |
0.0485 |
6.4% |
0.0044 |
0.6% |
13% |
False |
True |
204 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.4% |
0.0045 |
0.6% |
13% |
False |
True |
197 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.4% |
0.0044 |
0.6% |
13% |
False |
True |
176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8196 |
2.618 |
0.8001 |
1.618 |
0.7881 |
1.000 |
0.7808 |
0.618 |
0.7762 |
HIGH |
0.7688 |
0.618 |
0.7642 |
0.500 |
0.7628 |
0.382 |
0.7614 |
LOW |
0.7569 |
0.618 |
0.7495 |
1.000 |
0.7449 |
1.618 |
0.7375 |
2.618 |
0.7256 |
4.250 |
0.7061 |
|
|
Fisher Pivots for day following 14-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7629 |
0.7646 |
PP |
0.7629 |
0.7640 |
S1 |
0.7628 |
0.7635 |
|