CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 24-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
0.7660 |
0.7710 |
0.0051 |
0.7% |
0.7825 |
High |
0.7725 |
0.7712 |
-0.0014 |
-0.2% |
0.7825 |
Low |
0.7653 |
0.7678 |
0.0025 |
0.3% |
0.7683 |
Close |
0.7709 |
0.7704 |
-0.0006 |
-0.1% |
0.7692 |
Range |
0.0072 |
0.0034 |
-0.0039 |
-53.5% |
0.0142 |
ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
2,553 |
617 |
-1,936 |
-75.8% |
4,801 |
|
Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7798 |
0.7784 |
0.7722 |
|
R3 |
0.7765 |
0.7751 |
0.7713 |
|
R2 |
0.7731 |
0.7731 |
0.7710 |
|
R1 |
0.7717 |
0.7717 |
0.7707 |
0.7708 |
PP |
0.7698 |
0.7698 |
0.7698 |
0.7693 |
S1 |
0.7684 |
0.7684 |
0.7700 |
0.7674 |
S2 |
0.7664 |
0.7664 |
0.7697 |
|
S3 |
0.7631 |
0.7650 |
0.7694 |
|
S4 |
0.7597 |
0.7617 |
0.7685 |
|
|
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 |
0.7755 |
0.7653 |
0.0102 |
1.3% |
0.0047 |
0.6% |
50% |
False |
False |
947 |
10 |
0.7853 |
0.7653 |
0.0200 |
2.6% |
0.0052 |
0.7% |
25% |
False |
False |
963 |
20 |
0.7853 |
0.7653 |
0.0200 |
2.6% |
0.0046 |
0.6% |
25% |
False |
False |
744 |
40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0050 |
0.7% |
48% |
False |
False |
509 |
60 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0049 |
0.6% |
33% |
False |
False |
459 |
80 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0047 |
0.6% |
33% |
False |
False |
387 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0046 |
0.6% |
28% |
False |
False |
328 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
28% |
False |
False |
293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7854 |
2.618 |
0.7799 |
1.618 |
0.7766 |
1.000 |
0.7745 |
0.618 |
0.7732 |
HIGH |
0.7712 |
0.618 |
0.7699 |
0.500 |
0.7695 |
0.382 |
0.7691 |
LOW |
0.7678 |
0.618 |
0.7657 |
1.000 |
0.7645 |
1.618 |
0.7624 |
2.618 |
0.7590 |
4.250 |
0.7536 |
|
|
Fisher Pivots for day following 24-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7701 |
0.7699 |
PP |
0.7698 |
0.7694 |
S1 |
0.7695 |
0.7689 |
|