CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 07-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2022 |
07-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7607 |
0.7597 |
-0.0010 |
-0.1% |
0.7662 |
| High |
0.7632 |
0.7624 |
-0.0008 |
-0.1% |
0.7703 |
| Low |
0.7588 |
0.7567 |
-0.0022 |
-0.3% |
0.7569 |
| Close |
0.7601 |
0.7606 |
0.0005 |
0.1% |
0.7614 |
| Range |
0.0044 |
0.0058 |
0.0014 |
32.2% |
0.0134 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.7% |
0.0000 |
| Volume |
5,487 |
11,585 |
6,098 |
111.1% |
16,469 |
|
| Daily Pivots for day following 07-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7746 |
0.7638 |
|
| R3 |
0.7714 |
0.7689 |
0.7622 |
|
| R2 |
0.7656 |
0.7656 |
0.7617 |
|
| R1 |
0.7631 |
0.7631 |
0.7611 |
0.7644 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7605 |
| S1 |
0.7574 |
0.7574 |
0.7601 |
0.7586 |
| S2 |
0.7541 |
0.7541 |
0.7595 |
|
| S3 |
0.7484 |
0.7516 |
0.7590 |
|
| S4 |
0.7426 |
0.7459 |
0.7574 |
|
|
| 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 |
0.7647 |
0.7567 |
0.0081 |
1.1% |
0.0047 |
0.6% |
49% |
False |
True |
5,818 |
| 10 |
0.7750 |
0.7567 |
0.0184 |
2.4% |
0.0051 |
0.7% |
22% |
False |
True |
3,718 |
| 20 |
0.7853 |
0.7567 |
0.0286 |
3.8% |
0.0054 |
0.7% |
14% |
False |
True |
2,379 |
| 40 |
0.7853 |
0.7567 |
0.0286 |
3.8% |
0.0051 |
0.7% |
14% |
False |
True |
1,371 |
| 60 |
0.7853 |
0.7567 |
0.0286 |
3.8% |
0.0050 |
0.7% |
14% |
False |
True |
1,002 |
| 80 |
0.7975 |
0.7567 |
0.0409 |
5.4% |
0.0048 |
0.6% |
10% |
False |
True |
826 |
| 100 |
0.8007 |
0.7567 |
0.0441 |
5.8% |
0.0048 |
0.6% |
9% |
False |
True |
688 |
| 120 |
0.8053 |
0.7567 |
0.0487 |
6.4% |
0.0045 |
0.6% |
8% |
False |
True |
580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7868 |
|
2.618 |
0.7775 |
|
1.618 |
0.7717 |
|
1.000 |
0.7682 |
|
0.618 |
0.7660 |
|
HIGH |
0.7624 |
|
0.618 |
0.7602 |
|
0.500 |
0.7595 |
|
0.382 |
0.7588 |
|
LOW |
0.7567 |
|
0.618 |
0.7531 |
|
1.000 |
0.7509 |
|
1.618 |
0.7473 |
|
2.618 |
0.7416 |
|
4.250 |
0.7322 |
|
|
| Fisher Pivots for day following 07-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7606 |
| PP |
0.7599 |
0.7605 |
| S1 |
0.7595 |
0.7605 |
|