CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 18-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2022 |
18-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7778 |
0.7734 |
-0.0044 |
-0.6% |
0.7723 |
| High |
0.7790 |
0.7755 |
-0.0036 |
-0.5% |
0.7853 |
| Low |
0.7727 |
0.7710 |
-0.0017 |
-0.2% |
0.7723 |
| Close |
0.7749 |
0.7723 |
-0.0026 |
-0.3% |
0.7826 |
| Range |
0.0063 |
0.0045 |
-0.0019 |
-29.4% |
0.0130 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
570 |
286 |
-284 |
-49.8% |
2,701 |
|
| Daily Pivots for day following 18-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7863 |
0.7837 |
0.7747 |
|
| R3 |
0.7818 |
0.7793 |
0.7735 |
|
| R2 |
0.7774 |
0.7774 |
0.7731 |
|
| R1 |
0.7748 |
0.7748 |
0.7727 |
0.7739 |
| PP |
0.7729 |
0.7729 |
0.7729 |
0.7724 |
| S1 |
0.7704 |
0.7704 |
0.7718 |
0.7694 |
| S2 |
0.7685 |
0.7685 |
0.7714 |
|
| S3 |
0.7640 |
0.7659 |
0.7710 |
|
| S4 |
0.7596 |
0.7615 |
0.7698 |
|
|
| 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 |
0.7848 |
0.7710 |
0.0138 |
1.8% |
0.0059 |
0.8% |
9% |
False |
True |
954 |
| 10 |
0.7853 |
0.7700 |
0.0153 |
2.0% |
0.0054 |
0.7% |
15% |
False |
False |
872 |
| 20 |
0.7853 |
0.7700 |
0.0153 |
2.0% |
0.0047 |
0.6% |
15% |
False |
False |
550 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0049 |
0.6% |
54% |
False |
False |
420 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0048 |
0.6% |
38% |
False |
False |
402 |
| 80 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0047 |
0.6% |
38% |
False |
False |
340 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0046 |
0.6% |
32% |
False |
False |
285 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
32% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7944 |
|
2.618 |
0.7871 |
|
1.618 |
0.7827 |
|
1.000 |
0.7799 |
|
0.618 |
0.7782 |
|
HIGH |
0.7755 |
|
0.618 |
0.7738 |
|
0.500 |
0.7732 |
|
0.382 |
0.7727 |
|
LOW |
0.7710 |
|
0.618 |
0.7682 |
|
1.000 |
0.7666 |
|
1.618 |
0.7638 |
|
2.618 |
0.7593 |
|
4.250 |
0.7521 |
|
|
| Fisher Pivots for day following 18-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7732 |
0.7750 |
| PP |
0.7729 |
0.7741 |
| S1 |
0.7726 |
0.7732 |
|