CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 09-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2022 |
09-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7621 |
0.7636 |
0.0015 |
0.2% |
0.7607 |
| High |
0.7644 |
0.7700 |
0.0056 |
0.7% |
0.7700 |
| Low |
0.7597 |
0.7636 |
0.0039 |
0.5% |
0.7567 |
| Close |
0.7632 |
0.7672 |
0.0041 |
0.5% |
0.7672 |
| Range |
0.0047 |
0.0064 |
0.0018 |
37.6% |
0.0133 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.1% |
0.0000 |
| Volume |
9,628 |
12,461 |
2,833 |
29.4% |
39,161 |
|
| Daily Pivots for day following 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7831 |
0.7707 |
|
| R3 |
0.7797 |
0.7767 |
0.7690 |
|
| R2 |
0.7733 |
0.7733 |
0.7684 |
|
| R1 |
0.7703 |
0.7703 |
0.7678 |
0.7718 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7677 |
| S1 |
0.7639 |
0.7639 |
0.7666 |
0.7654 |
| S2 |
0.7605 |
0.7605 |
0.7660 |
|
| S3 |
0.7541 |
0.7575 |
0.7654 |
|
| S4 |
0.7477 |
0.7511 |
0.7637 |
|
|
| Weekly Pivots for week ending 09-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8045 |
0.7992 |
0.7745 |
|
| R3 |
0.7912 |
0.7859 |
0.7709 |
|
| R2 |
0.7779 |
0.7779 |
0.7696 |
|
| R1 |
0.7726 |
0.7726 |
0.7684 |
0.7752 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7659 |
| S1 |
0.7593 |
0.7593 |
0.7660 |
0.7619 |
| S2 |
0.7513 |
0.7513 |
0.7648 |
|
| S3 |
0.7380 |
0.7460 |
0.7635 |
|
| S4 |
0.7247 |
0.7327 |
0.7599 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7700 |
0.7567 |
0.0133 |
1.7% |
0.0053 |
0.7% |
79% |
True |
False |
8,776 |
| 10 |
0.7744 |
0.7567 |
0.0178 |
2.3% |
0.0055 |
0.7% |
59% |
False |
False |
5,709 |
| 20 |
0.7848 |
0.7567 |
0.0281 |
3.7% |
0.0053 |
0.7% |
38% |
False |
False |
3,393 |
| 40 |
0.7853 |
0.7567 |
0.0286 |
3.7% |
0.0049 |
0.6% |
37% |
False |
False |
1,884 |
| 60 |
0.7853 |
0.7567 |
0.0286 |
3.7% |
0.0051 |
0.7% |
37% |
False |
False |
1,349 |
| 80 |
0.7975 |
0.7567 |
0.0409 |
5.3% |
0.0048 |
0.6% |
26% |
False |
False |
1,100 |
| 100 |
0.8007 |
0.7567 |
0.0441 |
5.7% |
0.0048 |
0.6% |
24% |
False |
False |
908 |
| 120 |
0.8053 |
0.7567 |
0.0487 |
6.3% |
0.0046 |
0.6% |
22% |
False |
False |
764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7972 |
|
2.618 |
0.7867 |
|
1.618 |
0.7803 |
|
1.000 |
0.7764 |
|
0.618 |
0.7739 |
|
HIGH |
0.7700 |
|
0.618 |
0.7675 |
|
0.500 |
0.7668 |
|
0.382 |
0.7660 |
|
LOW |
0.7636 |
|
0.618 |
0.7596 |
|
1.000 |
0.7572 |
|
1.618 |
0.7532 |
|
2.618 |
0.7468 |
|
4.250 |
0.7364 |
|
|
| Fisher Pivots for day following 09-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7671 |
0.7659 |
| PP |
0.7669 |
0.7646 |
| S1 |
0.7668 |
0.7633 |
|