CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 23-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2022 |
23-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7694 |
0.7660 |
-0.0035 |
-0.4% |
0.7825 |
| High |
0.7701 |
0.7725 |
0.0025 |
0.3% |
0.7825 |
| Low |
0.7653 |
0.7653 |
0.0000 |
0.0% |
0.7683 |
| Close |
0.7657 |
0.7709 |
0.0053 |
0.7% |
0.7692 |
| Range |
0.0048 |
0.0072 |
0.0025 |
51.6% |
0.0142 |
| ATR |
0.0051 |
0.0053 |
0.0001 |
2.9% |
0.0000 |
| Volume |
847 |
2,553 |
1,706 |
201.4% |
4,801 |
|
| Daily Pivots for day following 23-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7912 |
0.7882 |
0.7749 |
|
| R3 |
0.7840 |
0.7810 |
0.7729 |
|
| R2 |
0.7768 |
0.7768 |
0.7722 |
|
| R1 |
0.7738 |
0.7738 |
0.7716 |
0.7753 |
| PP |
0.7696 |
0.7696 |
0.7696 |
0.7703 |
| S1 |
0.7666 |
0.7666 |
0.7702 |
0.7681 |
| S2 |
0.7624 |
0.7624 |
0.7696 |
|
| S3 |
0.7552 |
0.7594 |
0.7689 |
|
| S4 |
0.7480 |
0.7522 |
0.7669 |
|
|
| 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% |
0.0053 |
0.7% |
41% |
False |
True |
937 |
| 10 |
0.7853 |
0.7653 |
0.0200 |
2.6% |
0.0057 |
0.7% |
28% |
False |
True |
1,041 |
| 20 |
0.7853 |
0.7653 |
0.0200 |
2.6% |
0.0046 |
0.6% |
28% |
False |
True |
715 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0050 |
0.7% |
49% |
False |
False |
495 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0049 |
0.6% |
35% |
False |
False |
452 |
| 80 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0048 |
0.6% |
35% |
False |
False |
381 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0046 |
0.6% |
29% |
False |
False |
322 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
29% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7913 |
|
1.618 |
0.7841 |
|
1.000 |
0.7797 |
|
0.618 |
0.7769 |
|
HIGH |
0.7725 |
|
0.618 |
0.7697 |
|
0.500 |
0.7689 |
|
0.382 |
0.7681 |
|
LOW |
0.7653 |
|
0.618 |
0.7609 |
|
1.000 |
0.7581 |
|
1.618 |
0.7537 |
|
2.618 |
0.7465 |
|
4.250 |
0.7347 |
|
|
| Fisher Pivots for day following 23-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7702 |
0.7702 |
| PP |
0.7696 |
0.7696 |
| S1 |
0.7689 |
0.7689 |
|