CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 25-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7775 |
0.7726 |
-0.0049 |
-0.6% |
0.7683 |
High |
0.7797 |
0.7785 |
-0.0012 |
-0.2% |
0.7797 |
Low |
0.7734 |
0.7726 |
-0.0008 |
-0.1% |
0.7683 |
Close |
0.7737 |
0.7783 |
0.0047 |
0.6% |
0.7737 |
Range |
0.0063 |
0.0059 |
-0.0004 |
-6.3% |
0.0115 |
ATR |
0.0057 |
0.0058 |
0.0000 |
0.2% |
0.0000 |
Volume |
217 |
238 |
21 |
9.7% |
1,336 |
|
Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7942 |
0.7921 |
0.7815 |
|
R3 |
0.7883 |
0.7862 |
0.7799 |
|
R2 |
0.7824 |
0.7824 |
0.7794 |
|
R1 |
0.7803 |
0.7803 |
0.7788 |
0.7814 |
PP |
0.7765 |
0.7765 |
0.7765 |
0.7770 |
S1 |
0.7744 |
0.7744 |
0.7778 |
0.7755 |
S2 |
0.7706 |
0.7706 |
0.7772 |
|
S3 |
0.7647 |
0.7685 |
0.7767 |
|
S4 |
0.7588 |
0.7626 |
0.7751 |
|
|
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 |
0.7698 |
0.0100 |
1.3% |
0.0051 |
0.7% |
86% |
False |
False |
252 |
10 |
0.7797 |
0.7569 |
0.0229 |
2.9% |
0.0060 |
0.8% |
94% |
False |
False |
362 |
20 |
0.7802 |
0.7569 |
0.0233 |
3.0% |
0.0053 |
0.7% |
92% |
False |
False |
273 |
40 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0050 |
0.6% |
53% |
False |
False |
321 |
60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0048 |
0.6% |
53% |
False |
False |
270 |
80 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0046 |
0.6% |
44% |
False |
False |
223 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
44% |
False |
False |
203 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
44% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8036 |
2.618 |
0.7939 |
1.618 |
0.7880 |
1.000 |
0.7844 |
0.618 |
0.7821 |
HIGH |
0.7785 |
0.618 |
0.7762 |
0.500 |
0.7756 |
0.382 |
0.7749 |
LOW |
0.7726 |
0.618 |
0.7690 |
1.000 |
0.7667 |
1.618 |
0.7631 |
2.618 |
0.7572 |
4.250 |
0.7475 |
|
|
Fisher Pivots for day following 25-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7774 |
0.7776 |
PP |
0.7765 |
0.7769 |
S1 |
0.7756 |
0.7762 |
|