CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 06-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2022 |
06-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7599 |
0.7607 |
0.0008 |
0.1% |
0.7662 |
| High |
0.7644 |
0.7632 |
-0.0012 |
-0.2% |
0.7703 |
| Low |
0.7591 |
0.7588 |
-0.0003 |
0.0% |
0.7569 |
| Close |
0.7614 |
0.7601 |
-0.0013 |
-0.2% |
0.7614 |
| Range |
0.0053 |
0.0044 |
-0.0010 |
-17.9% |
0.0134 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
4,721 |
5,487 |
766 |
16.2% |
16,469 |
|
| Daily Pivots for day following 06-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7737 |
0.7713 |
0.7625 |
|
| R3 |
0.7694 |
0.7669 |
0.7613 |
|
| R2 |
0.7650 |
0.7650 |
0.7609 |
|
| R1 |
0.7626 |
0.7626 |
0.7605 |
0.7616 |
| PP |
0.7607 |
0.7607 |
0.7607 |
0.7602 |
| S1 |
0.7582 |
0.7582 |
0.7597 |
0.7573 |
| S2 |
0.7563 |
0.7563 |
0.7593 |
|
| S3 |
0.7520 |
0.7539 |
0.7589 |
|
| S4 |
0.7476 |
0.7495 |
0.7577 |
|
|
| 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% |
0.0051 |
0.7% |
24% |
False |
False |
4,190 |
| 10 |
0.7750 |
0.7569 |
0.0181 |
2.4% |
0.0052 |
0.7% |
18% |
False |
False |
2,814 |
| 20 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0052 |
0.7% |
11% |
False |
False |
1,815 |
| 40 |
0.7853 |
0.7569 |
0.0284 |
3.7% |
0.0050 |
0.7% |
11% |
False |
False |
1,090 |
| 60 |
0.7872 |
0.7569 |
0.0303 |
4.0% |
0.0050 |
0.7% |
11% |
False |
False |
812 |
| 80 |
0.7975 |
0.7569 |
0.0407 |
5.3% |
0.0048 |
0.6% |
8% |
False |
False |
685 |
| 100 |
0.8007 |
0.7569 |
0.0439 |
5.8% |
0.0048 |
0.6% |
7% |
False |
False |
572 |
| 120 |
0.8053 |
0.7569 |
0.0485 |
6.4% |
0.0045 |
0.6% |
7% |
False |
False |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7745 |
|
1.618 |
0.7702 |
|
1.000 |
0.7675 |
|
0.618 |
0.7658 |
|
HIGH |
0.7632 |
|
0.618 |
0.7615 |
|
0.500 |
0.7610 |
|
0.382 |
0.7605 |
|
LOW |
0.7588 |
|
0.618 |
0.7561 |
|
1.000 |
0.7545 |
|
1.618 |
0.7518 |
|
2.618 |
0.7474 |
|
4.250 |
0.7403 |
|
|
| Fisher Pivots for day following 06-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7610 |
0.7606 |
| PP |
0.7607 |
0.7605 |
| S1 |
0.7604 |
0.7603 |
|