CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7833 |
0.7825 |
-0.0009 |
-0.1% |
0.7723 |
| High |
0.7848 |
0.7825 |
-0.0023 |
-0.3% |
0.7853 |
| Low |
0.7810 |
0.7732 |
-0.0078 |
-1.0% |
0.7723 |
| Close |
0.7826 |
0.7744 |
-0.0082 |
-1.0% |
0.7826 |
| Range |
0.0038 |
0.0093 |
0.0056 |
148.0% |
0.0130 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
6.6% |
0.0000 |
| Volume |
404 |
1,015 |
611 |
151.2% |
2,701 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.7988 |
0.7795 |
|
| R3 |
0.7953 |
0.7895 |
0.7770 |
|
| R2 |
0.7860 |
0.7860 |
0.7761 |
|
| R1 |
0.7802 |
0.7802 |
0.7753 |
0.7785 |
| PP |
0.7767 |
0.7767 |
0.7767 |
0.7758 |
| S1 |
0.7709 |
0.7709 |
0.7735 |
0.7692 |
| S2 |
0.7674 |
0.7674 |
0.7727 |
|
| S3 |
0.7581 |
0.7616 |
0.7718 |
|
| S4 |
0.7488 |
0.7523 |
0.7693 |
|
|
| 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 |
0.7732 |
0.0121 |
1.6% |
0.0055 |
0.7% |
10% |
False |
True |
705 |
| 10 |
0.7853 |
0.7700 |
0.0153 |
2.0% |
0.0044 |
0.6% |
29% |
False |
False |
603 |
| 20 |
0.7853 |
0.7698 |
0.0155 |
2.0% |
0.0045 |
0.6% |
30% |
False |
False |
423 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0050 |
0.6% |
62% |
False |
False |
357 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0047 |
0.6% |
43% |
False |
False |
354 |
| 80 |
0.8005 |
0.7569 |
0.0437 |
5.6% |
0.0048 |
0.6% |
40% |
False |
False |
303 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
36% |
False |
False |
252 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0046 |
0.6% |
36% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8220 |
|
2.618 |
0.8068 |
|
1.618 |
0.7975 |
|
1.000 |
0.7918 |
|
0.618 |
0.7882 |
|
HIGH |
0.7825 |
|
0.618 |
0.7789 |
|
0.500 |
0.7779 |
|
0.382 |
0.7768 |
|
LOW |
0.7732 |
|
0.618 |
0.7675 |
|
1.000 |
0.7639 |
|
1.618 |
0.7582 |
|
2.618 |
0.7489 |
|
4.250 |
0.7337 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7779 |
0.7792 |
| PP |
0.7767 |
0.7776 |
| S1 |
0.7756 |
0.7760 |
|