CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 08-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2022 |
08-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7597 |
0.7621 |
0.0024 |
0.3% |
0.7662 |
| High |
0.7624 |
0.7644 |
0.0020 |
0.3% |
0.7703 |
| Low |
0.7567 |
0.7597 |
0.0031 |
0.4% |
0.7569 |
| Close |
0.7606 |
0.7632 |
0.0026 |
0.3% |
0.7614 |
| Range |
0.0058 |
0.0047 |
-0.0011 |
-19.1% |
0.0134 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
11,585 |
9,628 |
-1,957 |
-16.9% |
16,469 |
|
| Daily Pivots for day following 08-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7764 |
0.7744 |
0.7657 |
|
| R3 |
0.7717 |
0.7698 |
0.7644 |
|
| R2 |
0.7671 |
0.7671 |
0.7640 |
|
| R1 |
0.7651 |
0.7651 |
0.7636 |
0.7661 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7629 |
| S1 |
0.7605 |
0.7605 |
0.7627 |
0.7614 |
| S2 |
0.7578 |
0.7578 |
0.7623 |
|
| S3 |
0.7531 |
0.7558 |
0.7619 |
|
| S4 |
0.7485 |
0.7512 |
0.7606 |
|
|
| 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 |
0.7644 |
0.7567 |
0.0077 |
1.0% |
0.0048 |
0.6% |
84% |
True |
False |
6,885 |
| 10 |
0.7750 |
0.7567 |
0.0184 |
2.4% |
0.0052 |
0.7% |
35% |
False |
False |
4,619 |
| 20 |
0.7853 |
0.7567 |
0.0286 |
3.7% |
0.0052 |
0.7% |
23% |
False |
False |
2,791 |
| 40 |
0.7853 |
0.7567 |
0.0286 |
3.7% |
0.0051 |
0.7% |
23% |
False |
False |
1,591 |
| 60 |
0.7853 |
0.7567 |
0.0286 |
3.7% |
0.0050 |
0.7% |
23% |
False |
False |
1,144 |
| 80 |
0.7975 |
0.7567 |
0.0409 |
5.4% |
0.0048 |
0.6% |
16% |
False |
False |
945 |
| 100 |
0.8007 |
0.7567 |
0.0441 |
5.8% |
0.0047 |
0.6% |
15% |
False |
False |
783 |
| 120 |
0.8053 |
0.7567 |
0.0487 |
6.4% |
0.0046 |
0.6% |
13% |
False |
False |
660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7841 |
|
2.618 |
0.7765 |
|
1.618 |
0.7719 |
|
1.000 |
0.7690 |
|
0.618 |
0.7672 |
|
HIGH |
0.7644 |
|
0.618 |
0.7626 |
|
0.500 |
0.7620 |
|
0.382 |
0.7615 |
|
LOW |
0.7597 |
|
0.618 |
0.7568 |
|
1.000 |
0.7551 |
|
1.618 |
0.7522 |
|
2.618 |
0.7475 |
|
4.250 |
0.7399 |
|
|
| Fisher Pivots for day following 08-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7628 |
0.7623 |
| PP |
0.7624 |
0.7614 |
| S1 |
0.7620 |
0.7605 |
|