CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 26-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2022 |
26-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7726 |
0.7790 |
0.0064 |
0.8% |
0.7683 |
High |
0.7785 |
0.7796 |
0.0011 |
0.1% |
0.7797 |
Low |
0.7726 |
0.7753 |
0.0027 |
0.3% |
0.7683 |
Close |
0.7783 |
0.7753 |
-0.0031 |
-0.4% |
0.7737 |
Range |
0.0059 |
0.0043 |
-0.0016 |
-27.1% |
0.0115 |
ATR |
0.0058 |
0.0056 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
238 |
78 |
-160 |
-67.2% |
1,336 |
|
Daily Pivots for day following 26-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7896 |
0.7867 |
0.7776 |
|
R3 |
0.7853 |
0.7824 |
0.7764 |
|
R2 |
0.7810 |
0.7810 |
0.7760 |
|
R1 |
0.7781 |
0.7781 |
0.7756 |
0.7774 |
PP |
0.7767 |
0.7767 |
0.7767 |
0.7763 |
S1 |
0.7738 |
0.7738 |
0.7749 |
0.7731 |
S2 |
0.7724 |
0.7724 |
0.7745 |
|
S3 |
0.7681 |
0.7695 |
0.7741 |
|
S4 |
0.7638 |
0.7652 |
0.7729 |
|
|
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 |
0.7726 |
0.0071 |
0.9% |
0.0046 |
0.6% |
37% |
False |
False |
234 |
10 |
0.7797 |
0.7569 |
0.0229 |
2.9% |
0.0061 |
0.8% |
81% |
False |
False |
337 |
20 |
0.7802 |
0.7569 |
0.0233 |
3.0% |
0.0054 |
0.7% |
79% |
False |
False |
274 |
40 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0050 |
0.6% |
45% |
False |
False |
320 |
60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0048 |
0.6% |
45% |
False |
False |
269 |
80 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0046 |
0.6% |
38% |
False |
False |
224 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
38% |
False |
False |
204 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
38% |
False |
False |
186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7978 |
2.618 |
0.7908 |
1.618 |
0.7865 |
1.000 |
0.7839 |
0.618 |
0.7822 |
HIGH |
0.7796 |
0.618 |
0.7779 |
0.500 |
0.7774 |
0.382 |
0.7769 |
LOW |
0.7753 |
0.618 |
0.7726 |
1.000 |
0.7710 |
1.618 |
0.7683 |
2.618 |
0.7640 |
4.250 |
0.7570 |
|
|
Fisher Pivots for day following 26-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7774 |
0.7762 |
PP |
0.7767 |
0.7759 |
S1 |
0.7760 |
0.7756 |
|