CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 17-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2022 |
17-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7746 |
0.7778 |
0.0032 |
0.4% |
0.7723 |
| High |
0.7789 |
0.7790 |
0.0002 |
0.0% |
0.7853 |
| Low |
0.7733 |
0.7727 |
-0.0006 |
-0.1% |
0.7723 |
| Close |
0.7780 |
0.7749 |
-0.0032 |
-0.4% |
0.7826 |
| Range |
0.0056 |
0.0063 |
0.0008 |
13.5% |
0.0130 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.5% |
0.0000 |
| Volume |
2,497 |
570 |
-1,927 |
-77.2% |
2,701 |
|
| Daily Pivots for day following 17-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7909 |
0.7783 |
|
| R3 |
0.7881 |
0.7846 |
0.7766 |
|
| R2 |
0.7818 |
0.7818 |
0.7760 |
|
| R1 |
0.7783 |
0.7783 |
0.7754 |
0.7769 |
| PP |
0.7755 |
0.7755 |
0.7755 |
0.7748 |
| S1 |
0.7720 |
0.7720 |
0.7743 |
0.7706 |
| S2 |
0.7692 |
0.7692 |
0.7737 |
|
| S3 |
0.7629 |
0.7657 |
0.7731 |
|
| S4 |
0.7566 |
0.7594 |
0.7714 |
|
|
| 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 |
0.7727 |
0.0126 |
1.6% |
0.0057 |
0.7% |
17% |
False |
True |
980 |
| 10 |
0.7853 |
0.7700 |
0.0153 |
2.0% |
0.0052 |
0.7% |
32% |
False |
False |
879 |
| 20 |
0.7853 |
0.7700 |
0.0153 |
2.0% |
0.0047 |
0.6% |
32% |
False |
False |
548 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0049 |
0.6% |
63% |
False |
False |
417 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0047 |
0.6% |
44% |
False |
False |
398 |
| 80 |
0.7975 |
0.7569 |
0.0407 |
5.2% |
0.0047 |
0.6% |
44% |
False |
False |
338 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0046 |
0.6% |
37% |
False |
False |
282 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0046 |
0.6% |
37% |
False |
False |
258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8058 |
|
2.618 |
0.7955 |
|
1.618 |
0.7892 |
|
1.000 |
0.7853 |
|
0.618 |
0.7829 |
|
HIGH |
0.7790 |
|
0.618 |
0.7766 |
|
0.500 |
0.7759 |
|
0.382 |
0.7751 |
|
LOW |
0.7727 |
|
0.618 |
0.7688 |
|
1.000 |
0.7664 |
|
1.618 |
0.7625 |
|
2.618 |
0.7562 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 17-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7759 |
0.7776 |
| PP |
0.7755 |
0.7767 |
| S1 |
0.7752 |
0.7758 |
|