CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 22-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2022 |
22-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7770 |
0.7775 |
0.0005 |
0.1% |
0.7683 |
High |
0.7772 |
0.7797 |
0.0025 |
0.3% |
0.7797 |
Low |
0.7733 |
0.7734 |
0.0001 |
0.0% |
0.7683 |
Close |
0.7753 |
0.7737 |
-0.0016 |
-0.2% |
0.7737 |
Range |
0.0039 |
0.0063 |
0.0024 |
61.5% |
0.0115 |
ATR |
0.0057 |
0.0057 |
0.0000 |
0.8% |
0.0000 |
Volume |
242 |
217 |
-25 |
-10.3% |
1,336 |
|
Daily Pivots for day following 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7945 |
0.7904 |
0.7771 |
|
R3 |
0.7882 |
0.7841 |
0.7754 |
|
R2 |
0.7819 |
0.7819 |
0.7748 |
|
R1 |
0.7778 |
0.7778 |
0.7742 |
0.7767 |
PP |
0.7756 |
0.7756 |
0.7756 |
0.7750 |
S1 |
0.7715 |
0.7715 |
0.7731 |
0.7704 |
S2 |
0.7693 |
0.7693 |
0.7725 |
|
S3 |
0.7630 |
0.7652 |
0.7719 |
|
S4 |
0.7567 |
0.7589 |
0.7702 |
|
|
Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8082 |
0.8024 |
0.7799 |
|
R3 |
0.7968 |
0.7909 |
0.7768 |
|
R2 |
0.7853 |
0.7853 |
0.7757 |
|
R1 |
0.7795 |
0.7795 |
0.7747 |
0.7824 |
PP |
0.7739 |
0.7739 |
0.7739 |
0.7753 |
S1 |
0.7680 |
0.7680 |
0.7726 |
0.7710 |
S2 |
0.7624 |
0.7624 |
0.7716 |
|
S3 |
0.7510 |
0.7566 |
0.7705 |
|
S4 |
0.7395 |
0.7451 |
0.7674 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7797 |
0.7683 |
0.0115 |
1.5% |
0.0052 |
0.7% |
47% |
True |
False |
267 |
10 |
0.7797 |
0.7569 |
0.0229 |
3.0% |
0.0058 |
0.8% |
74% |
True |
False |
358 |
20 |
0.7802 |
0.7569 |
0.0233 |
3.0% |
0.0053 |
0.7% |
72% |
False |
False |
268 |
40 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0049 |
0.6% |
41% |
False |
False |
322 |
60 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0048 |
0.6% |
41% |
False |
False |
271 |
80 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
35% |
False |
False |
221 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
35% |
False |
False |
202 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0044 |
0.6% |
35% |
False |
False |
185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8065 |
2.618 |
0.7962 |
1.618 |
0.7899 |
1.000 |
0.7860 |
0.618 |
0.7836 |
HIGH |
0.7797 |
0.618 |
0.7773 |
0.500 |
0.7766 |
0.382 |
0.7758 |
LOW |
0.7734 |
0.618 |
0.7695 |
1.000 |
0.7671 |
1.618 |
0.7632 |
2.618 |
0.7569 |
4.250 |
0.7466 |
|
|
Fisher Pivots for day following 22-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7766 |
0.7765 |
PP |
0.7756 |
0.7756 |
S1 |
0.7746 |
0.7746 |
|