CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 09-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2022 |
09-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
0.7723 |
0.7772 |
0.0050 |
0.6% |
0.7800 |
High |
0.7785 |
0.7776 |
-0.0009 |
-0.1% |
0.7827 |
Low |
0.7723 |
0.7752 |
0.0030 |
0.4% |
0.7700 |
Close |
0.7772 |
0.7755 |
-0.0017 |
-0.2% |
0.7728 |
Range |
0.0063 |
0.0024 |
-0.0039 |
-61.6% |
0.0127 |
ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
191 |
294 |
103 |
53.9% |
2,445 |
|
Daily Pivots for day following 09-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7833 |
0.7818 |
0.7768 |
|
R3 |
0.7809 |
0.7794 |
0.7761 |
|
R2 |
0.7785 |
0.7785 |
0.7759 |
|
R1 |
0.7770 |
0.7770 |
0.7757 |
0.7765 |
PP |
0.7761 |
0.7761 |
0.7761 |
0.7759 |
S1 |
0.7746 |
0.7746 |
0.7752 |
0.7741 |
S2 |
0.7737 |
0.7737 |
0.7750 |
|
S3 |
0.7713 |
0.7722 |
0.7748 |
|
S4 |
0.7689 |
0.7698 |
0.7741 |
|
|
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% |
61% |
False |
False |
526 |
10 |
0.7827 |
0.7700 |
0.0127 |
1.6% |
0.0036 |
0.5% |
43% |
False |
False |
390 |
20 |
0.7827 |
0.7569 |
0.0258 |
3.3% |
0.0048 |
0.6% |
72% |
False |
False |
363 |
40 |
0.7827 |
0.7569 |
0.0258 |
3.3% |
0.0048 |
0.6% |
72% |
False |
False |
313 |
60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0046 |
0.6% |
46% |
False |
False |
308 |
80 |
0.8007 |
0.7569 |
0.0439 |
5.7% |
0.0046 |
0.6% |
42% |
False |
False |
265 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
38% |
False |
False |
221 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
38% |
False |
False |
212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7878 |
2.618 |
0.7839 |
1.618 |
0.7815 |
1.000 |
0.7800 |
0.618 |
0.7791 |
HIGH |
0.7776 |
0.618 |
0.7767 |
0.500 |
0.7764 |
0.382 |
0.7761 |
LOW |
0.7752 |
0.618 |
0.7737 |
1.000 |
0.7728 |
1.618 |
0.7713 |
2.618 |
0.7689 |
4.250 |
0.7650 |
|
|
Fisher Pivots for day following 09-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7764 |
0.7751 |
PP |
0.7761 |
0.7747 |
S1 |
0.7758 |
0.7743 |
|