CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7756 |
0.7826 |
0.0070 |
0.9% |
0.7800 |
| High |
0.7839 |
0.7853 |
0.0014 |
0.2% |
0.7827 |
| Low |
0.7756 |
0.7817 |
0.0061 |
0.8% |
0.7700 |
| Close |
0.7822 |
0.7836 |
0.0014 |
0.2% |
0.7728 |
| Range |
0.0083 |
0.0036 |
-0.0048 |
-57.2% |
0.0127 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
1,397 |
415 |
-982 |
-70.3% |
2,445 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7942 |
0.7924 |
0.7856 |
|
| R3 |
0.7906 |
0.7889 |
0.7846 |
|
| R2 |
0.7871 |
0.7871 |
0.7843 |
|
| R1 |
0.7853 |
0.7853 |
0.7839 |
0.7862 |
| PP |
0.7835 |
0.7835 |
0.7835 |
0.7840 |
| S1 |
0.7818 |
0.7818 |
0.7833 |
0.7827 |
| S2 |
0.7800 |
0.7800 |
0.7829 |
|
| S3 |
0.7764 |
0.7782 |
0.7826 |
|
| S4 |
0.7729 |
0.7747 |
0.7816 |
|
|
| 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 |
0.7853 |
0.7700 |
0.0153 |
1.9% |
0.0049 |
0.6% |
89% |
True |
False |
790 |
| 10 |
0.7853 |
0.7700 |
0.0153 |
1.9% |
0.0039 |
0.5% |
89% |
True |
False |
557 |
| 20 |
0.7853 |
0.7613 |
0.0240 |
3.1% |
0.0045 |
0.6% |
93% |
True |
False |
374 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.6% |
0.0049 |
0.6% |
94% |
True |
False |
327 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0046 |
0.6% |
66% |
False |
False |
336 |
| 80 |
0.8007 |
0.7569 |
0.0439 |
5.6% |
0.0047 |
0.6% |
61% |
False |
False |
287 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
55% |
False |
False |
238 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
55% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8003 |
|
2.618 |
0.7945 |
|
1.618 |
0.7910 |
|
1.000 |
0.7888 |
|
0.618 |
0.7874 |
|
HIGH |
0.7853 |
|
0.618 |
0.7839 |
|
0.500 |
0.7835 |
|
0.382 |
0.7831 |
|
LOW |
0.7817 |
|
0.618 |
0.7795 |
|
1.000 |
0.7782 |
|
1.618 |
0.7760 |
|
2.618 |
0.7724 |
|
4.250 |
0.7666 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7836 |
0.7825 |
| PP |
0.7835 |
0.7814 |
| S1 |
0.7835 |
0.7802 |
|