CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 15-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2022 |
15-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7688 |
0.7635 |
-0.0054 |
-0.7% |
0.7720 |
| High |
0.7688 |
0.7681 |
-0.0007 |
-0.1% |
0.7723 |
| Low |
0.7569 |
0.7613 |
0.0045 |
0.6% |
0.7569 |
| Close |
0.7630 |
0.7672 |
0.0042 |
0.6% |
0.7672 |
| Range |
0.0120 |
0.0068 |
-0.0052 |
-43.1% |
0.0155 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.2% |
0.0000 |
| Volume |
732 |
134 |
-598 |
-81.7% |
2,247 |
|
| Daily Pivots for day following 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7859 |
0.7833 |
0.7709 |
|
| R3 |
0.7791 |
0.7765 |
0.7690 |
|
| R2 |
0.7723 |
0.7723 |
0.7684 |
|
| R1 |
0.7697 |
0.7697 |
0.7678 |
0.7710 |
| PP |
0.7655 |
0.7655 |
0.7655 |
0.7662 |
| S1 |
0.7629 |
0.7629 |
0.7665 |
0.7642 |
| S2 |
0.7587 |
0.7587 |
0.7659 |
|
| S3 |
0.7519 |
0.7561 |
0.7653 |
|
| S4 |
0.7451 |
0.7493 |
0.7634 |
|
|
| Weekly Pivots for week ending 15-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8118 |
0.8049 |
0.7756 |
|
| R3 |
0.7963 |
0.7895 |
0.7714 |
|
| R2 |
0.7809 |
0.7809 |
0.7700 |
|
| R1 |
0.7740 |
0.7740 |
0.7686 |
0.7697 |
| PP |
0.7654 |
0.7654 |
0.7654 |
0.7633 |
| S1 |
0.7586 |
0.7586 |
0.7657 |
0.7543 |
| S2 |
0.7500 |
0.7500 |
0.7643 |
|
| S3 |
0.7345 |
0.7431 |
0.7629 |
|
| S4 |
0.7191 |
0.7277 |
0.7587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7723 |
0.7569 |
0.0155 |
2.0% |
0.0064 |
0.8% |
67% |
False |
False |
449 |
| 10 |
0.7790 |
0.7569 |
0.0221 |
2.9% |
0.0062 |
0.8% |
47% |
False |
False |
337 |
| 20 |
0.7802 |
0.7569 |
0.0233 |
3.0% |
0.0054 |
0.7% |
44% |
False |
False |
280 |
| 40 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0047 |
0.6% |
25% |
False |
False |
316 |
| 60 |
0.8007 |
0.7569 |
0.0439 |
5.7% |
0.0048 |
0.6% |
23% |
False |
False |
259 |
| 80 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
21% |
False |
False |
205 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
21% |
False |
False |
197 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0044 |
0.6% |
21% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7970 |
|
2.618 |
0.7859 |
|
1.618 |
0.7791 |
|
1.000 |
0.7749 |
|
0.618 |
0.7723 |
|
HIGH |
0.7681 |
|
0.618 |
0.7655 |
|
0.500 |
0.7647 |
|
0.382 |
0.7639 |
|
LOW |
0.7613 |
|
0.618 |
0.7571 |
|
1.000 |
0.7545 |
|
1.618 |
0.7503 |
|
2.618 |
0.7435 |
|
4.250 |
0.7324 |
|
|
| Fisher Pivots for day following 15-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7663 |
0.7663 |
| PP |
0.7655 |
0.7654 |
| S1 |
0.7647 |
0.7646 |
|