CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 02-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2022 |
02-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7608 |
0.7599 |
-0.0010 |
-0.1% |
0.7662 |
| High |
0.7608 |
0.7644 |
0.0036 |
0.5% |
0.7703 |
| Low |
0.7569 |
0.7591 |
0.0022 |
0.3% |
0.7569 |
| Close |
0.7591 |
0.7614 |
0.0024 |
0.3% |
0.7614 |
| Range |
0.0039 |
0.0053 |
0.0014 |
35.9% |
0.0134 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.0% |
0.0000 |
| Volume |
3,006 |
4,721 |
1,715 |
57.1% |
16,469 |
|
| Daily Pivots for day following 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7775 |
0.7748 |
0.7643 |
|
| R3 |
0.7722 |
0.7695 |
0.7629 |
|
| R2 |
0.7669 |
0.7669 |
0.7624 |
|
| R1 |
0.7642 |
0.7642 |
0.7619 |
0.7655 |
| PP |
0.7616 |
0.7616 |
0.7616 |
0.7623 |
| S1 |
0.7589 |
0.7589 |
0.7609 |
0.7602 |
| S2 |
0.7563 |
0.7563 |
0.7604 |
|
| S3 |
0.7510 |
0.7536 |
0.7599 |
|
| S4 |
0.7457 |
0.7483 |
0.7585 |
|
|
| Weekly Pivots for week ending 02-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8031 |
0.7956 |
0.7688 |
|
| R3 |
0.7897 |
0.7822 |
0.7651 |
|
| R2 |
0.7763 |
0.7763 |
0.7639 |
|
| R1 |
0.7688 |
0.7688 |
0.7626 |
0.7659 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7614 |
| S1 |
0.7554 |
0.7554 |
0.7602 |
0.7525 |
| S2 |
0.7495 |
0.7495 |
0.7589 |
|
| S3 |
0.7361 |
0.7420 |
0.7577 |
|
| S4 |
0.7227 |
0.7286 |
0.7540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7703 |
0.7569 |
0.0134 |
1.8% |
0.0052 |
0.7% |
34% |
False |
False |
3,293 |
| 10 |
0.7750 |
0.7569 |
0.0181 |
2.4% |
0.0053 |
0.7% |
25% |
False |
False |
2,350 |
| 20 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0053 |
0.7% |
16% |
False |
False |
1,550 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0050 |
0.7% |
16% |
False |
False |
958 |
| 60 |
0.7954 |
0.7569 |
0.0385 |
5.1% |
0.0051 |
0.7% |
12% |
False |
False |
731 |
| 80 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0048 |
0.6% |
11% |
False |
False |
616 |
| 100 |
0.8007 |
0.7569 |
0.0439 |
5.8% |
0.0048 |
0.6% |
10% |
False |
False |
519 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.4% |
0.0045 |
0.6% |
9% |
False |
False |
439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7869 |
|
2.618 |
0.7782 |
|
1.618 |
0.7729 |
|
1.000 |
0.7697 |
|
0.618 |
0.7676 |
|
HIGH |
0.7644 |
|
0.618 |
0.7623 |
|
0.500 |
0.7617 |
|
0.382 |
0.7611 |
|
LOW |
0.7591 |
|
0.618 |
0.7558 |
|
1.000 |
0.7538 |
|
1.618 |
0.7505 |
|
2.618 |
0.7452 |
|
4.250 |
0.7365 |
|
|
| Fisher Pivots for day following 02-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7617 |
0.7612 |
| PP |
0.7616 |
0.7610 |
| S1 |
0.7615 |
0.7608 |
|