CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 22-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2022 |
22-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7720 |
0.7694 |
-0.0026 |
-0.3% |
0.7825 |
| High |
0.7720 |
0.7701 |
-0.0020 |
-0.3% |
0.7825 |
| Low |
0.7683 |
0.7653 |
-0.0030 |
-0.4% |
0.7683 |
| Close |
0.7692 |
0.7657 |
-0.0035 |
-0.5% |
0.7692 |
| Range |
0.0037 |
0.0048 |
0.0011 |
28.4% |
0.0142 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
433 |
847 |
414 |
95.6% |
4,801 |
|
| Daily Pivots for day following 22-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7813 |
0.7782 |
0.7683 |
|
| R3 |
0.7765 |
0.7735 |
0.7670 |
|
| R2 |
0.7718 |
0.7718 |
0.7665 |
|
| R1 |
0.7687 |
0.7687 |
0.7661 |
0.7679 |
| PP |
0.7670 |
0.7670 |
0.7670 |
0.7666 |
| S1 |
0.7640 |
0.7640 |
0.7652 |
0.7631 |
| S2 |
0.7623 |
0.7623 |
0.7648 |
|
| S3 |
0.7575 |
0.7592 |
0.7643 |
|
| S4 |
0.7528 |
0.7545 |
0.7630 |
|
|
| 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 |
0.7790 |
0.7653 |
0.0137 |
1.8% |
0.0050 |
0.6% |
3% |
False |
True |
926 |
| 10 |
0.7853 |
0.7653 |
0.0200 |
2.6% |
0.0052 |
0.7% |
2% |
False |
True |
815 |
| 20 |
0.7853 |
0.7653 |
0.0200 |
2.6% |
0.0045 |
0.6% |
2% |
False |
True |
592 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0049 |
0.6% |
31% |
False |
False |
432 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0048 |
0.6% |
22% |
False |
False |
411 |
| 80 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0047 |
0.6% |
22% |
False |
False |
350 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0046 |
0.6% |
18% |
False |
False |
297 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
18% |
False |
False |
268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7902 |
|
2.618 |
0.7825 |
|
1.618 |
0.7777 |
|
1.000 |
0.7748 |
|
0.618 |
0.7730 |
|
HIGH |
0.7701 |
|
0.618 |
0.7682 |
|
0.500 |
0.7677 |
|
0.382 |
0.7671 |
|
LOW |
0.7653 |
|
0.618 |
0.7624 |
|
1.000 |
0.7606 |
|
1.618 |
0.7576 |
|
2.618 |
0.7529 |
|
4.250 |
0.7451 |
|
|
| Fisher Pivots for day following 22-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7677 |
0.7704 |
| PP |
0.7670 |
0.7688 |
| S1 |
0.7663 |
0.7672 |
|