CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 21-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2022 |
21-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7768 |
0.7770 |
0.0003 |
0.0% |
0.7720 |
High |
0.7775 |
0.7772 |
-0.0003 |
0.0% |
0.7723 |
Low |
0.7750 |
0.7733 |
-0.0017 |
-0.2% |
0.7569 |
Close |
0.7762 |
0.7753 |
-0.0009 |
-0.1% |
0.7672 |
Range |
0.0026 |
0.0039 |
0.0014 |
52.9% |
0.0155 |
ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
399 |
242 |
-157 |
-39.3% |
2,247 |
|
Daily Pivots for day following 21-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7870 |
0.7850 |
0.7774 |
|
R3 |
0.7831 |
0.7811 |
0.7763 |
|
R2 |
0.7792 |
0.7792 |
0.7760 |
|
R1 |
0.7772 |
0.7772 |
0.7756 |
0.7762 |
PP |
0.7753 |
0.7753 |
0.7753 |
0.7748 |
S1 |
0.7733 |
0.7733 |
0.7749 |
0.7723 |
S2 |
0.7714 |
0.7714 |
0.7745 |
|
S3 |
0.7675 |
0.7694 |
0.7742 |
|
S4 |
0.7636 |
0.7655 |
0.7731 |
|
|
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 |
0.7775 |
0.7613 |
0.0162 |
2.1% |
0.0053 |
0.7% |
86% |
False |
False |
250 |
10 |
0.7775 |
0.7569 |
0.0207 |
2.7% |
0.0058 |
0.7% |
89% |
False |
False |
338 |
20 |
0.7802 |
0.7569 |
0.0233 |
3.0% |
0.0052 |
0.7% |
79% |
False |
False |
290 |
40 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0048 |
0.6% |
45% |
False |
False |
328 |
60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0048 |
0.6% |
45% |
False |
False |
270 |
80 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
38% |
False |
False |
218 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
38% |
False |
False |
201 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
38% |
False |
False |
184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7938 |
2.618 |
0.7874 |
1.618 |
0.7835 |
1.000 |
0.7811 |
0.618 |
0.7796 |
HIGH |
0.7772 |
0.618 |
0.7757 |
0.500 |
0.7753 |
0.382 |
0.7748 |
LOW |
0.7733 |
0.618 |
0.7709 |
1.000 |
0.7694 |
1.618 |
0.7670 |
2.618 |
0.7631 |
4.250 |
0.7567 |
|
|
Fisher Pivots for day following 21-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7753 |
0.7747 |
PP |
0.7753 |
0.7742 |
S1 |
0.7753 |
0.7736 |
|