CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 29-Jul-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2022 |
29-Jul-2022 |
Change |
Change % |
Previous Week |
Open |
0.7800 |
0.7806 |
0.0006 |
0.1% |
0.7726 |
High |
0.7813 |
0.7817 |
0.0004 |
0.1% |
0.7817 |
Low |
0.7776 |
0.7778 |
0.0002 |
0.0% |
0.7726 |
Close |
0.7797 |
0.7804 |
0.0007 |
0.1% |
0.7804 |
Range |
0.0037 |
0.0039 |
0.0002 |
5.5% |
0.0091 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
102 |
831 |
729 |
714.7% |
1,286 |
|
Daily Pivots for day following 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7915 |
0.7898 |
0.7825 |
|
R3 |
0.7876 |
0.7859 |
0.7814 |
|
R2 |
0.7838 |
0.7838 |
0.7811 |
|
R1 |
0.7821 |
0.7821 |
0.7807 |
0.7810 |
PP |
0.7799 |
0.7799 |
0.7799 |
0.7794 |
S1 |
0.7782 |
0.7782 |
0.7800 |
0.7772 |
S2 |
0.7761 |
0.7761 |
0.7796 |
|
S3 |
0.7722 |
0.7744 |
0.7793 |
|
S4 |
0.7684 |
0.7705 |
0.7782 |
|
|
Weekly Pivots for week ending 29-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8054 |
0.8019 |
0.7853 |
|
R3 |
0.7963 |
0.7929 |
0.7828 |
|
R2 |
0.7873 |
0.7873 |
0.7820 |
|
R1 |
0.7838 |
0.7838 |
0.7812 |
0.7855 |
PP |
0.7782 |
0.7782 |
0.7782 |
0.7791 |
S1 |
0.7748 |
0.7748 |
0.7795 |
0.7765 |
S2 |
0.7692 |
0.7692 |
0.7787 |
|
S3 |
0.7601 |
0.7657 |
0.7779 |
|
S4 |
0.7511 |
0.7567 |
0.7754 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7817 |
0.7726 |
0.0091 |
1.2% |
0.0045 |
0.6% |
86% |
True |
False |
257 |
10 |
0.7817 |
0.7683 |
0.0134 |
1.7% |
0.0048 |
0.6% |
90% |
True |
False |
262 |
20 |
0.7817 |
0.7569 |
0.0248 |
3.2% |
0.0055 |
0.7% |
95% |
True |
False |
299 |
40 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0051 |
0.7% |
58% |
False |
False |
315 |
60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0048 |
0.6% |
58% |
False |
False |
276 |
80 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0046 |
0.6% |
49% |
False |
False |
235 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
49% |
False |
False |
204 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
49% |
False |
False |
192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7980 |
2.618 |
0.7917 |
1.618 |
0.7879 |
1.000 |
0.7855 |
0.618 |
0.7840 |
HIGH |
0.7817 |
0.618 |
0.7802 |
0.500 |
0.7797 |
0.382 |
0.7793 |
LOW |
0.7778 |
0.618 |
0.7754 |
1.000 |
0.7740 |
1.618 |
0.7716 |
2.618 |
0.7677 |
4.250 |
0.7614 |
|
|
Fisher Pivots for day following 29-Jul-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7801 |
0.7798 |
PP |
0.7799 |
0.7792 |
S1 |
0.7797 |
0.7786 |
|