CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 19-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2022 |
19-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7734 |
0.7720 |
-0.0014 |
-0.2% |
0.7825 |
| High |
0.7755 |
0.7720 |
-0.0035 |
-0.4% |
0.7825 |
| Low |
0.7710 |
0.7683 |
-0.0027 |
-0.4% |
0.7683 |
| Close |
0.7723 |
0.7692 |
-0.0031 |
-0.4% |
0.7692 |
| Range |
0.0045 |
0.0037 |
-0.0008 |
-16.9% |
0.0142 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
286 |
433 |
147 |
51.4% |
4,801 |
|
| Daily Pivots for day following 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7809 |
0.7787 |
0.7712 |
|
| R3 |
0.7772 |
0.7750 |
0.7702 |
|
| R2 |
0.7735 |
0.7735 |
0.7698 |
|
| R1 |
0.7713 |
0.7713 |
0.7695 |
0.7706 |
| PP |
0.7698 |
0.7698 |
0.7698 |
0.7694 |
| S1 |
0.7676 |
0.7676 |
0.7688 |
0.7669 |
| S2 |
0.7661 |
0.7661 |
0.7685 |
|
| S3 |
0.7624 |
0.7639 |
0.7681 |
|
| S4 |
0.7587 |
0.7602 |
0.7671 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8159 |
0.8067 |
0.7770 |
|
| R3 |
0.8017 |
0.7925 |
0.7731 |
|
| R2 |
0.7875 |
0.7875 |
0.7718 |
|
| R1 |
0.7783 |
0.7783 |
0.7705 |
0.7758 |
| PP |
0.7733 |
0.7733 |
0.7733 |
0.7721 |
| S1 |
0.7641 |
0.7641 |
0.7678 |
0.7616 |
| S2 |
0.7591 |
0.7591 |
0.7665 |
|
| S3 |
0.7449 |
0.7499 |
0.7652 |
|
| S4 |
0.7307 |
0.7357 |
0.7613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7825 |
0.7683 |
0.0142 |
1.8% |
0.0059 |
0.8% |
6% |
False |
True |
960 |
| 10 |
0.7853 |
0.7683 |
0.0170 |
2.2% |
0.0054 |
0.7% |
5% |
False |
True |
750 |
| 20 |
0.7853 |
0.7683 |
0.0170 |
2.2% |
0.0045 |
0.6% |
5% |
False |
True |
561 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0049 |
0.6% |
43% |
False |
False |
414 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0048 |
0.6% |
30% |
False |
False |
401 |
| 80 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0047 |
0.6% |
30% |
False |
False |
343 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
25% |
False |
False |
289 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
25% |
False |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7877 |
|
2.618 |
0.7817 |
|
1.618 |
0.7780 |
|
1.000 |
0.7757 |
|
0.618 |
0.7743 |
|
HIGH |
0.7720 |
|
0.618 |
0.7706 |
|
0.500 |
0.7702 |
|
0.382 |
0.7697 |
|
LOW |
0.7683 |
|
0.618 |
0.7660 |
|
1.000 |
0.7646 |
|
1.618 |
0.7623 |
|
2.618 |
0.7586 |
|
4.250 |
0.7526 |
|
|
| Fisher Pivots for day following 19-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7702 |
0.7737 |
| PP |
0.7698 |
0.7722 |
| S1 |
0.7695 |
0.7707 |
|