CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 25-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2022 |
25-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7710 |
0.7715 |
0.0005 |
0.1% |
0.7825 |
| High |
0.7712 |
0.7750 |
0.0039 |
0.5% |
0.7825 |
| Low |
0.7678 |
0.7714 |
0.0036 |
0.5% |
0.7683 |
| Close |
0.7704 |
0.7726 |
0.0022 |
0.3% |
0.7692 |
| Range |
0.0034 |
0.0037 |
0.0003 |
9.0% |
0.0142 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
617 |
1,557 |
940 |
152.4% |
4,801 |
|
| Daily Pivots for day following 25-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7839 |
0.7819 |
0.7746 |
|
| R3 |
0.7803 |
0.7782 |
0.7736 |
|
| R2 |
0.7766 |
0.7766 |
0.7732 |
|
| R1 |
0.7746 |
0.7746 |
0.7729 |
0.7756 |
| PP |
0.7730 |
0.7730 |
0.7730 |
0.7735 |
| S1 |
0.7709 |
0.7709 |
0.7722 |
0.7720 |
| S2 |
0.7693 |
0.7693 |
0.7719 |
|
| S3 |
0.7657 |
0.7673 |
0.7715 |
|
| S4 |
0.7620 |
0.7636 |
0.7705 |
|
|
| 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 |
0.7750 |
0.7653 |
0.0097 |
1.3% |
0.0045 |
0.6% |
75% |
True |
False |
1,201 |
| 10 |
0.7848 |
0.7653 |
0.0195 |
2.5% |
0.0052 |
0.7% |
37% |
False |
False |
1,077 |
| 20 |
0.7853 |
0.7653 |
0.0200 |
2.6% |
0.0046 |
0.6% |
36% |
False |
False |
817 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0050 |
0.7% |
55% |
False |
False |
546 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0049 |
0.6% |
39% |
False |
False |
481 |
| 80 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0047 |
0.6% |
39% |
False |
False |
404 |
| 100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0046 |
0.6% |
32% |
False |
False |
343 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
32% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7905 |
|
2.618 |
0.7846 |
|
1.618 |
0.7809 |
|
1.000 |
0.7787 |
|
0.618 |
0.7773 |
|
HIGH |
0.7750 |
|
0.618 |
0.7736 |
|
0.500 |
0.7732 |
|
0.382 |
0.7727 |
|
LOW |
0.7714 |
|
0.618 |
0.7691 |
|
1.000 |
0.7677 |
|
1.618 |
0.7654 |
|
2.618 |
0.7618 |
|
4.250 |
0.7558 |
|
|
| Fisher Pivots for day following 25-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7732 |
0.7718 |
| PP |
0.7730 |
0.7710 |
| S1 |
0.7728 |
0.7702 |
|