CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 19-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2022 |
19-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7683 |
0.7698 |
0.0015 |
0.2% |
0.7720 |
| High |
0.7746 |
0.7768 |
0.0022 |
0.3% |
0.7723 |
| Low |
0.7683 |
0.7698 |
0.0015 |
0.2% |
0.7569 |
| Close |
0.7710 |
0.7762 |
0.0052 |
0.7% |
0.7672 |
| Range |
0.0063 |
0.0070 |
0.0007 |
11.1% |
0.0155 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.2% |
0.0000 |
| Volume |
310 |
168 |
-142 |
-45.8% |
2,247 |
|
| Daily Pivots for day following 19-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7927 |
0.7800 |
|
| R3 |
0.7882 |
0.7857 |
0.7781 |
|
| R2 |
0.7812 |
0.7812 |
0.7774 |
|
| R1 |
0.7787 |
0.7787 |
0.7768 |
0.7800 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7749 |
| S1 |
0.7717 |
0.7717 |
0.7755 |
0.7730 |
| S2 |
0.7672 |
0.7672 |
0.7749 |
|
| S3 |
0.7602 |
0.7647 |
0.7742 |
|
| S4 |
0.7532 |
0.7577 |
0.7723 |
|
|
| 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 |
0.7768 |
0.7569 |
0.0199 |
2.6% |
0.0076 |
1.0% |
97% |
True |
False |
439 |
| 10 |
0.7768 |
0.7569 |
0.0199 |
2.6% |
0.0055 |
0.7% |
97% |
True |
False |
324 |
| 20 |
0.7802 |
0.7569 |
0.0233 |
3.0% |
0.0054 |
0.7% |
83% |
False |
False |
285 |
| 40 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0048 |
0.6% |
47% |
False |
False |
313 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0049 |
0.6% |
47% |
False |
False |
265 |
| 80 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
40% |
False |
False |
211 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0046 |
0.6% |
40% |
False |
False |
200 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
40% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8065 |
|
2.618 |
0.7951 |
|
1.618 |
0.7881 |
|
1.000 |
0.7838 |
|
0.618 |
0.7811 |
|
HIGH |
0.7768 |
|
0.618 |
0.7741 |
|
0.500 |
0.7733 |
|
0.382 |
0.7724 |
|
LOW |
0.7698 |
|
0.618 |
0.7654 |
|
1.000 |
0.7628 |
|
1.618 |
0.7584 |
|
2.618 |
0.7514 |
|
4.250 |
0.7400 |
|
|
| Fisher Pivots for day following 19-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7752 |
0.7738 |
| PP |
0.7742 |
0.7714 |
| S1 |
0.7733 |
0.7690 |
|