CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 10-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2022 |
10-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7772 |
0.7756 |
-0.0016 |
-0.2% |
0.7800 |
| High |
0.7776 |
0.7839 |
0.0063 |
0.8% |
0.7827 |
| Low |
0.7752 |
0.7756 |
0.0004 |
0.1% |
0.7700 |
| Close |
0.7755 |
0.7822 |
0.0068 |
0.9% |
0.7728 |
| Range |
0.0024 |
0.0083 |
0.0059 |
245.8% |
0.0127 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
5.4% |
0.0000 |
| Volume |
294 |
1,397 |
1,103 |
375.2% |
2,445 |
|
| Daily Pivots for day following 10-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8055 |
0.8021 |
0.7868 |
|
| R3 |
0.7972 |
0.7938 |
0.7845 |
|
| R2 |
0.7889 |
0.7889 |
0.7837 |
|
| R1 |
0.7855 |
0.7855 |
0.7830 |
0.7872 |
| PP |
0.7806 |
0.7806 |
0.7806 |
0.7814 |
| S1 |
0.7772 |
0.7772 |
0.7814 |
0.7789 |
| S2 |
0.7723 |
0.7723 |
0.7807 |
|
| S3 |
0.7640 |
0.7689 |
0.7799 |
|
| S4 |
0.7557 |
0.7606 |
0.7776 |
|
|
| 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 |
0.7839 |
0.7700 |
0.0139 |
1.8% |
0.0046 |
0.6% |
88% |
True |
False |
778 |
| 10 |
0.7839 |
0.7700 |
0.0139 |
1.8% |
0.0040 |
0.5% |
88% |
True |
False |
526 |
| 20 |
0.7839 |
0.7569 |
0.0271 |
3.5% |
0.0050 |
0.6% |
94% |
True |
False |
390 |
| 40 |
0.7839 |
0.7569 |
0.0271 |
3.5% |
0.0050 |
0.6% |
94% |
True |
False |
321 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0046 |
0.6% |
62% |
False |
False |
330 |
| 80 |
0.8007 |
0.7569 |
0.0439 |
5.6% |
0.0046 |
0.6% |
58% |
False |
False |
282 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
52% |
False |
False |
234 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
52% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8192 |
|
2.618 |
0.8056 |
|
1.618 |
0.7973 |
|
1.000 |
0.7922 |
|
0.618 |
0.7890 |
|
HIGH |
0.7839 |
|
0.618 |
0.7807 |
|
0.500 |
0.7798 |
|
0.382 |
0.7788 |
|
LOW |
0.7756 |
|
0.618 |
0.7705 |
|
1.000 |
0.7673 |
|
1.618 |
0.7622 |
|
2.618 |
0.7539 |
|
4.250 |
0.7403 |
|
|
| Fisher Pivots for day following 10-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7814 |
0.7808 |
| PP |
0.7806 |
0.7795 |
| S1 |
0.7798 |
0.7781 |
|