CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 12-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
0.7826 |
0.7833 |
0.0008 |
0.1% |
0.7723 |
High |
0.7853 |
0.7848 |
-0.0005 |
-0.1% |
0.7853 |
Low |
0.7817 |
0.7810 |
-0.0007 |
-0.1% |
0.7723 |
Close |
0.7836 |
0.7826 |
-0.0010 |
-0.1% |
0.7826 |
Range |
0.0036 |
0.0038 |
0.0002 |
5.6% |
0.0130 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
415 |
404 |
-11 |
-2.7% |
2,701 |
|
Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7940 |
0.7921 |
0.7847 |
|
R3 |
0.7903 |
0.7883 |
0.7836 |
|
R2 |
0.7865 |
0.7865 |
0.7833 |
|
R1 |
0.7846 |
0.7846 |
0.7829 |
0.7837 |
PP |
0.7828 |
0.7828 |
0.7828 |
0.7823 |
S1 |
0.7808 |
0.7808 |
0.7823 |
0.7799 |
S2 |
0.7790 |
0.7790 |
0.7819 |
|
S3 |
0.7753 |
0.7771 |
0.7816 |
|
S4 |
0.7715 |
0.7733 |
0.7805 |
|
|
Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8190 |
0.8138 |
0.7898 |
|
R3 |
0.8060 |
0.8008 |
0.7862 |
|
R2 |
0.7930 |
0.7930 |
0.7850 |
|
R1 |
0.7878 |
0.7878 |
0.7838 |
0.7904 |
PP |
0.7800 |
0.7800 |
0.7800 |
0.7813 |
S1 |
0.7748 |
0.7748 |
0.7814 |
0.7774 |
S2 |
0.7670 |
0.7670 |
0.7802 |
|
S3 |
0.7540 |
0.7618 |
0.7790 |
|
S4 |
0.7410 |
0.7488 |
0.7755 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7853 |
0.7723 |
0.0130 |
1.7% |
0.0049 |
0.6% |
80% |
False |
False |
540 |
10 |
0.7853 |
0.7700 |
0.0153 |
1.9% |
0.0039 |
0.5% |
83% |
False |
False |
514 |
20 |
0.7853 |
0.7683 |
0.0170 |
2.2% |
0.0044 |
0.6% |
84% |
False |
False |
388 |
40 |
0.7853 |
0.7569 |
0.0284 |
3.6% |
0.0049 |
0.6% |
91% |
False |
False |
334 |
60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0046 |
0.6% |
63% |
False |
False |
340 |
80 |
0.8007 |
0.7569 |
0.0439 |
5.6% |
0.0047 |
0.6% |
59% |
False |
False |
291 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0044 |
0.6% |
53% |
False |
False |
242 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
53% |
False |
False |
229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8007 |
2.618 |
0.7946 |
1.618 |
0.7908 |
1.000 |
0.7885 |
0.618 |
0.7871 |
HIGH |
0.7848 |
0.618 |
0.7833 |
0.500 |
0.7829 |
0.382 |
0.7824 |
LOW |
0.7810 |
0.618 |
0.7787 |
1.000 |
0.7773 |
1.618 |
0.7749 |
2.618 |
0.7712 |
4.250 |
0.7651 |
|
|
Fisher Pivots for day following 12-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7829 |
0.7819 |
PP |
0.7828 |
0.7812 |
S1 |
0.7827 |
0.7804 |
|