CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 26-Aug-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2022 |
26-Aug-2022 |
Change |
Change % |
Previous Week |
Open |
0.7715 |
0.7725 |
0.0010 |
0.1% |
0.7694 |
High |
0.7750 |
0.7744 |
-0.0006 |
-0.1% |
0.7750 |
Low |
0.7714 |
0.7664 |
-0.0050 |
-0.6% |
0.7653 |
Close |
0.7726 |
0.7673 |
-0.0053 |
-0.7% |
0.7673 |
Range |
0.0037 |
0.0080 |
0.0044 |
119.2% |
0.0097 |
ATR |
0.0051 |
0.0053 |
0.0002 |
4.1% |
0.0000 |
Volume |
1,557 |
1,465 |
-92 |
-5.9% |
7,039 |
|
Daily Pivots for day following 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7934 |
0.7883 |
0.7717 |
|
R3 |
0.7854 |
0.7803 |
0.7695 |
|
R2 |
0.7774 |
0.7774 |
0.7687 |
|
R1 |
0.7723 |
0.7723 |
0.7680 |
0.7708 |
PP |
0.7694 |
0.7694 |
0.7694 |
0.7686 |
S1 |
0.7643 |
0.7643 |
0.7665 |
0.7628 |
S2 |
0.7614 |
0.7614 |
0.7658 |
|
S3 |
0.7534 |
0.7563 |
0.7651 |
|
S4 |
0.7454 |
0.7483 |
0.7629 |
|
|
Weekly Pivots for week ending 26-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7983 |
0.7925 |
0.7726 |
|
R3 |
0.7886 |
0.7828 |
0.7699 |
|
R2 |
0.7789 |
0.7789 |
0.7690 |
|
R1 |
0.7731 |
0.7731 |
0.7681 |
0.7711 |
PP |
0.7692 |
0.7692 |
0.7692 |
0.7682 |
S1 |
0.7634 |
0.7634 |
0.7664 |
0.7614 |
S2 |
0.7595 |
0.7595 |
0.7655 |
|
S3 |
0.7498 |
0.7537 |
0.7646 |
|
S4 |
0.7401 |
0.7440 |
0.7619 |
|
|
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% |
0.0054 |
0.7% |
20% |
False |
False |
1,407 |
10 |
0.7825 |
0.7653 |
0.0172 |
2.2% |
0.0056 |
0.7% |
11% |
False |
False |
1,184 |
20 |
0.7853 |
0.7653 |
0.0200 |
2.6% |
0.0048 |
0.6% |
10% |
False |
False |
849 |
40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0052 |
0.7% |
37% |
False |
False |
574 |
60 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0050 |
0.7% |
26% |
False |
False |
493 |
80 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0048 |
0.6% |
26% |
False |
False |
420 |
100 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0047 |
0.6% |
21% |
False |
False |
358 |
120 |
0.8053 |
0.7569 |
0.0485 |
6.3% |
0.0045 |
0.6% |
21% |
False |
False |
311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8084 |
2.618 |
0.7953 |
1.618 |
0.7873 |
1.000 |
0.7824 |
0.618 |
0.7793 |
HIGH |
0.7744 |
0.618 |
0.7713 |
0.500 |
0.7704 |
0.382 |
0.7695 |
LOW |
0.7664 |
0.618 |
0.7615 |
1.000 |
0.7584 |
1.618 |
0.7535 |
2.618 |
0.7455 |
4.250 |
0.7324 |
|
|
Fisher Pivots for day following 26-Aug-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7704 |
0.7707 |
PP |
0.7694 |
0.7696 |
S1 |
0.7683 |
0.7684 |
|