CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 12-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2022 |
12-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7673 |
0.0038 |
0.5% |
0.7607 |
| High |
0.7700 |
0.7712 |
0.0012 |
0.2% |
0.7700 |
| Low |
0.7636 |
0.7670 |
0.0035 |
0.5% |
0.7567 |
| Close |
0.7672 |
0.7698 |
0.0026 |
0.3% |
0.7672 |
| Range |
0.0064 |
0.0042 |
-0.0023 |
-35.2% |
0.0133 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
12,461 |
17,689 |
5,228 |
42.0% |
39,161 |
|
| Daily Pivots for day following 12-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7818 |
0.7799 |
0.7721 |
|
| R3 |
0.7776 |
0.7758 |
0.7709 |
|
| R2 |
0.7735 |
0.7735 |
0.7706 |
|
| R1 |
0.7716 |
0.7716 |
0.7702 |
0.7726 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7698 |
| S1 |
0.7675 |
0.7675 |
0.7694 |
0.7684 |
| S2 |
0.7652 |
0.7652 |
0.7690 |
|
| S3 |
0.7610 |
0.7633 |
0.7687 |
|
| S4 |
0.7569 |
0.7592 |
0.7675 |
|
|
| 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 |
0.7712 |
0.7567 |
0.0145 |
1.9% |
0.0051 |
0.7% |
91% |
True |
False |
11,370 |
| 10 |
0.7712 |
0.7567 |
0.0145 |
1.9% |
0.0051 |
0.7% |
91% |
True |
False |
7,331 |
| 20 |
0.7825 |
0.7567 |
0.0259 |
3.4% |
0.0054 |
0.7% |
51% |
False |
False |
4,257 |
| 40 |
0.7853 |
0.7567 |
0.0286 |
3.7% |
0.0049 |
0.6% |
46% |
False |
False |
2,323 |
| 60 |
0.7853 |
0.7567 |
0.0286 |
3.7% |
0.0050 |
0.7% |
46% |
False |
False |
1,642 |
| 80 |
0.7975 |
0.7567 |
0.0409 |
5.3% |
0.0048 |
0.6% |
32% |
False |
False |
1,319 |
| 100 |
0.8007 |
0.7567 |
0.0441 |
5.7% |
0.0048 |
0.6% |
30% |
False |
False |
1,084 |
| 120 |
0.8053 |
0.7567 |
0.0487 |
6.3% |
0.0046 |
0.6% |
27% |
False |
False |
911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7888 |
|
2.618 |
0.7820 |
|
1.618 |
0.7779 |
|
1.000 |
0.7753 |
|
0.618 |
0.7737 |
|
HIGH |
0.7712 |
|
0.618 |
0.7696 |
|
0.500 |
0.7691 |
|
0.382 |
0.7686 |
|
LOW |
0.7670 |
|
0.618 |
0.7644 |
|
1.000 |
0.7629 |
|
1.618 |
0.7603 |
|
2.618 |
0.7561 |
|
4.250 |
0.7494 |
|
|
| Fisher Pivots for day following 12-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7696 |
0.7683 |
| PP |
0.7693 |
0.7669 |
| S1 |
0.7691 |
0.7654 |
|