CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 18-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2022 |
18-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7635 |
0.7683 |
0.0049 |
0.6% |
0.7720 |
High |
0.7681 |
0.7746 |
0.0065 |
0.8% |
0.7723 |
Low |
0.7613 |
0.7683 |
0.0070 |
0.9% |
0.7569 |
Close |
0.7672 |
0.7710 |
0.0038 |
0.5% |
0.7672 |
Range |
0.0068 |
0.0063 |
-0.0005 |
-7.4% |
0.0155 |
ATR |
0.0059 |
0.0060 |
0.0001 |
1.8% |
0.0000 |
Volume |
134 |
310 |
176 |
131.3% |
2,247 |
|
Daily Pivots for day following 18-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7902 |
0.7869 |
0.7744 |
|
R3 |
0.7839 |
0.7806 |
0.7727 |
|
R2 |
0.7776 |
0.7776 |
0.7721 |
|
R1 |
0.7743 |
0.7743 |
0.7715 |
0.7759 |
PP |
0.7713 |
0.7713 |
0.7713 |
0.7721 |
S1 |
0.7680 |
0.7680 |
0.7704 |
0.7696 |
S2 |
0.7650 |
0.7650 |
0.7698 |
|
S3 |
0.7587 |
0.7617 |
0.7692 |
|
S4 |
0.7524 |
0.7554 |
0.7675 |
|
|
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 |
0.7746 |
0.7569 |
0.0177 |
2.3% |
0.0068 |
0.9% |
80% |
True |
False |
472 |
10 |
0.7790 |
0.7569 |
0.0221 |
2.9% |
0.0063 |
0.8% |
64% |
False |
False |
359 |
20 |
0.7802 |
0.7569 |
0.0233 |
3.0% |
0.0054 |
0.7% |
61% |
False |
False |
290 |
40 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0047 |
0.6% |
35% |
False |
False |
319 |
60 |
0.8005 |
0.7569 |
0.0437 |
5.7% |
0.0048 |
0.6% |
32% |
False |
False |
263 |
80 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
29% |
False |
False |
209 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0046 |
0.6% |
29% |
False |
False |
200 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0044 |
0.6% |
29% |
False |
False |
178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8013 |
2.618 |
0.7910 |
1.618 |
0.7847 |
1.000 |
0.7809 |
0.618 |
0.7784 |
HIGH |
0.7746 |
0.618 |
0.7721 |
0.500 |
0.7714 |
0.382 |
0.7707 |
LOW |
0.7683 |
0.618 |
0.7644 |
1.000 |
0.7620 |
1.618 |
0.7581 |
2.618 |
0.7518 |
4.250 |
0.7415 |
|
|
Fisher Pivots for day following 18-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7714 |
0.7692 |
PP |
0.7713 |
0.7675 |
S1 |
0.7711 |
0.7657 |
|