CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 28-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2022 |
28-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7764 |
0.7800 |
0.0036 |
0.5% |
0.7683 |
| High |
0.7801 |
0.7813 |
0.0012 |
0.2% |
0.7797 |
| Low |
0.7755 |
0.7776 |
0.0022 |
0.3% |
0.7683 |
| Close |
0.7788 |
0.7797 |
0.0009 |
0.1% |
0.7737 |
| Range |
0.0046 |
0.0037 |
-0.0010 |
-20.7% |
0.0115 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
37 |
102 |
65 |
175.7% |
1,336 |
|
| Daily Pivots for day following 28-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7905 |
0.7887 |
0.7817 |
|
| R3 |
0.7868 |
0.7851 |
0.7807 |
|
| R2 |
0.7832 |
0.7832 |
0.7803 |
|
| R1 |
0.7814 |
0.7814 |
0.7800 |
0.7805 |
| PP |
0.7795 |
0.7795 |
0.7795 |
0.7790 |
| S1 |
0.7778 |
0.7778 |
0.7793 |
0.7768 |
| S2 |
0.7759 |
0.7759 |
0.7790 |
|
| S3 |
0.7722 |
0.7741 |
0.7786 |
|
| S4 |
0.7686 |
0.7705 |
0.7776 |
|
|
| 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 |
0.7813 |
0.7726 |
0.0087 |
1.1% |
0.0050 |
0.6% |
82% |
True |
False |
134 |
| 10 |
0.7813 |
0.7613 |
0.0200 |
2.6% |
0.0051 |
0.7% |
92% |
True |
False |
192 |
| 20 |
0.7813 |
0.7569 |
0.0244 |
3.1% |
0.0055 |
0.7% |
93% |
True |
False |
276 |
| 40 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0050 |
0.6% |
56% |
False |
False |
313 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0047 |
0.6% |
56% |
False |
False |
267 |
| 80 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0046 |
0.6% |
47% |
False |
False |
225 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
47% |
False |
False |
202 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
47% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7968 |
|
2.618 |
0.7908 |
|
1.618 |
0.7872 |
|
1.000 |
0.7849 |
|
0.618 |
0.7835 |
|
HIGH |
0.7813 |
|
0.618 |
0.7799 |
|
0.500 |
0.7794 |
|
0.382 |
0.7790 |
|
LOW |
0.7776 |
|
0.618 |
0.7753 |
|
1.000 |
0.7740 |
|
1.618 |
0.7717 |
|
2.618 |
0.7680 |
|
4.250 |
0.7621 |
|
|
| Fisher Pivots for day following 28-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7796 |
0.7792 |
| PP |
0.7795 |
0.7787 |
| S1 |
0.7794 |
0.7783 |
|