CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 16-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2022 |
16-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7825 |
0.7746 |
-0.0079 |
-1.0% |
0.7723 |
| High |
0.7825 |
0.7789 |
-0.0037 |
-0.5% |
0.7853 |
| Low |
0.7732 |
0.7733 |
0.0001 |
0.0% |
0.7723 |
| Close |
0.7744 |
0.7780 |
0.0036 |
0.5% |
0.7826 |
| Range |
0.0093 |
0.0056 |
-0.0038 |
-40.3% |
0.0130 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,015 |
2,497 |
1,482 |
146.0% |
2,701 |
|
| Daily Pivots for day following 16-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7934 |
0.7912 |
0.7811 |
|
| R3 |
0.7878 |
0.7857 |
0.7795 |
|
| R2 |
0.7823 |
0.7823 |
0.7790 |
|
| R1 |
0.7801 |
0.7801 |
0.7785 |
0.7812 |
| PP |
0.7767 |
0.7767 |
0.7767 |
0.7773 |
| S1 |
0.7746 |
0.7746 |
0.7775 |
0.7757 |
| S2 |
0.7712 |
0.7712 |
0.7770 |
|
| S3 |
0.7656 |
0.7690 |
0.7765 |
|
| S4 |
0.7601 |
0.7635 |
0.7749 |
|
|
| 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 |
1.5% |
0.0061 |
0.8% |
40% |
False |
False |
1,145 |
| 10 |
0.7853 |
0.7700 |
0.0153 |
2.0% |
0.0047 |
0.6% |
52% |
False |
False |
836 |
| 20 |
0.7853 |
0.7700 |
0.0153 |
2.0% |
0.0045 |
0.6% |
52% |
False |
False |
540 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0049 |
0.6% |
74% |
False |
False |
412 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0047 |
0.6% |
52% |
False |
False |
389 |
| 80 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0048 |
0.6% |
52% |
False |
False |
333 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0045 |
0.6% |
44% |
False |
False |
277 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.2% |
0.0046 |
0.6% |
44% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8024 |
|
2.618 |
0.7934 |
|
1.618 |
0.7878 |
|
1.000 |
0.7844 |
|
0.618 |
0.7823 |
|
HIGH |
0.7789 |
|
0.618 |
0.7767 |
|
0.500 |
0.7761 |
|
0.382 |
0.7754 |
|
LOW |
0.7733 |
|
0.618 |
0.7699 |
|
1.000 |
0.7678 |
|
1.618 |
0.7643 |
|
2.618 |
0.7588 |
|
4.250 |
0.7497 |
|
|
| Fisher Pivots for day following 16-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7774 |
0.7790 |
| PP |
0.7767 |
0.7787 |
| S1 |
0.7761 |
0.7783 |
|