CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 08-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2022 |
08-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
0.7740 |
0.7723 |
-0.0018 |
-0.2% |
0.7800 |
High |
0.7740 |
0.7785 |
0.0045 |
0.6% |
0.7827 |
Low |
0.7700 |
0.7723 |
0.0023 |
0.3% |
0.7700 |
Close |
0.7728 |
0.7772 |
0.0044 |
0.6% |
0.7728 |
Range |
0.0040 |
0.0063 |
0.0023 |
56.3% |
0.0127 |
ATR |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0000 |
Volume |
1,654 |
191 |
-1,463 |
-88.5% |
2,445 |
|
Daily Pivots for day following 08-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7947 |
0.7922 |
0.7806 |
|
R3 |
0.7885 |
0.7859 |
0.7789 |
|
R2 |
0.7822 |
0.7822 |
0.7783 |
|
R1 |
0.7797 |
0.7797 |
0.7777 |
0.7810 |
PP |
0.7760 |
0.7760 |
0.7760 |
0.7766 |
S1 |
0.7734 |
0.7734 |
0.7766 |
0.7747 |
S2 |
0.7697 |
0.7697 |
0.7760 |
|
S3 |
0.7635 |
0.7672 |
0.7754 |
|
S4 |
0.7572 |
0.7609 |
0.7737 |
|
|
Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8131 |
0.8056 |
0.7798 |
|
R3 |
0.8005 |
0.7930 |
0.7763 |
|
R2 |
0.7878 |
0.7878 |
0.7751 |
|
R1 |
0.7803 |
0.7803 |
0.7740 |
0.7777 |
PP |
0.7752 |
0.7752 |
0.7752 |
0.7739 |
S1 |
0.7677 |
0.7677 |
0.7716 |
0.7651 |
S2 |
0.7625 |
0.7625 |
0.7705 |
|
S3 |
0.7499 |
0.7550 |
0.7693 |
|
S4 |
0.7372 |
0.7424 |
0.7658 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7790 |
0.7700 |
0.0090 |
1.2% |
0.0034 |
0.4% |
79% |
False |
False |
502 |
10 |
0.7827 |
0.7700 |
0.0127 |
1.6% |
0.0038 |
0.5% |
57% |
False |
False |
368 |
20 |
0.7827 |
0.7569 |
0.0258 |
3.3% |
0.0049 |
0.6% |
79% |
False |
False |
365 |
40 |
0.7872 |
0.7569 |
0.0303 |
3.9% |
0.0050 |
0.6% |
67% |
False |
False |
310 |
60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0046 |
0.6% |
50% |
False |
False |
308 |
80 |
0.8007 |
0.7569 |
0.0439 |
5.6% |
0.0047 |
0.6% |
46% |
False |
False |
262 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
42% |
False |
False |
218 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
42% |
False |
False |
210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8051 |
2.618 |
0.7949 |
1.618 |
0.7886 |
1.000 |
0.7848 |
0.618 |
0.7824 |
HIGH |
0.7785 |
0.618 |
0.7761 |
0.500 |
0.7754 |
0.382 |
0.7746 |
LOW |
0.7723 |
0.618 |
0.7684 |
1.000 |
0.7660 |
1.618 |
0.7621 |
2.618 |
0.7559 |
4.250 |
0.7457 |
|
|
Fisher Pivots for day following 08-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7766 |
0.7763 |
PP |
0.7760 |
0.7754 |
S1 |
0.7754 |
0.7745 |
|