CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 30-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2022 |
30-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7662 |
0.7688 |
0.0026 |
0.3% |
0.7694 |
| High |
0.7694 |
0.7703 |
0.0010 |
0.1% |
0.7750 |
| Low |
0.7645 |
0.7626 |
-0.0020 |
-0.3% |
0.7653 |
| Close |
0.7686 |
0.7629 |
-0.0057 |
-0.7% |
0.7673 |
| Range |
0.0049 |
0.0078 |
0.0029 |
59.8% |
0.0097 |
| ATR |
0.0053 |
0.0054 |
0.0002 |
3.4% |
0.0000 |
| Volume |
1,005 |
3,446 |
2,441 |
242.9% |
7,039 |
|
| Daily Pivots for day following 30-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7885 |
0.7835 |
0.7672 |
|
| R3 |
0.7808 |
0.7757 |
0.7650 |
|
| R2 |
0.7730 |
0.7730 |
0.7643 |
|
| R1 |
0.7680 |
0.7680 |
0.7636 |
0.7666 |
| PP |
0.7653 |
0.7653 |
0.7653 |
0.7646 |
| S1 |
0.7602 |
0.7602 |
0.7622 |
0.7589 |
| S2 |
0.7575 |
0.7575 |
0.7615 |
|
| S3 |
0.7498 |
0.7525 |
0.7608 |
|
| S4 |
0.7420 |
0.7447 |
0.7586 |
|
|
| 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 |
0.7626 |
0.0125 |
1.6% |
0.0055 |
0.7% |
3% |
False |
True |
1,618 |
| 10 |
0.7790 |
0.7626 |
0.0165 |
2.2% |
0.0054 |
0.7% |
2% |
False |
True |
1,277 |
| 20 |
0.7853 |
0.7626 |
0.0227 |
3.0% |
0.0051 |
0.7% |
2% |
False |
True |
1,056 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0050 |
0.6% |
21% |
False |
False |
670 |
| 60 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0051 |
0.7% |
15% |
False |
False |
540 |
| 80 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0048 |
0.6% |
15% |
False |
False |
473 |
| 100 |
0.8007 |
0.7569 |
0.0439 |
5.7% |
0.0047 |
0.6% |
14% |
False |
False |
401 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.4% |
0.0045 |
0.6% |
12% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8032 |
|
2.618 |
0.7906 |
|
1.618 |
0.7828 |
|
1.000 |
0.7781 |
|
0.618 |
0.7751 |
|
HIGH |
0.7703 |
|
0.618 |
0.7673 |
|
0.500 |
0.7664 |
|
0.382 |
0.7655 |
|
LOW |
0.7626 |
|
0.618 |
0.7578 |
|
1.000 |
0.7548 |
|
1.618 |
0.7500 |
|
2.618 |
0.7423 |
|
4.250 |
0.7296 |
|
|
| Fisher Pivots for day following 30-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7664 |
0.7685 |
| PP |
0.7653 |
0.7666 |
| S1 |
0.7641 |
0.7648 |
|