CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 13-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2022 |
13-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7673 |
0.7699 |
0.0026 |
0.3% |
0.7607 |
| High |
0.7712 |
0.7718 |
0.0006 |
0.1% |
0.7700 |
| Low |
0.7670 |
0.7589 |
-0.0081 |
-1.1% |
0.7567 |
| Close |
0.7698 |
0.7603 |
-0.0096 |
-1.2% |
0.7672 |
| Range |
0.0042 |
0.0129 |
0.0087 |
209.6% |
0.0133 |
| ATR |
0.0053 |
0.0058 |
0.0005 |
10.3% |
0.0000 |
| Volume |
17,689 |
52,422 |
34,733 |
196.4% |
39,161 |
|
| Daily Pivots for day following 13-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8022 |
0.7941 |
0.7673 |
|
| R3 |
0.7893 |
0.7812 |
0.7638 |
|
| R2 |
0.7765 |
0.7765 |
0.7626 |
|
| R1 |
0.7684 |
0.7684 |
0.7614 |
0.7660 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7625 |
| S1 |
0.7555 |
0.7555 |
0.7591 |
0.7532 |
| S2 |
0.7508 |
0.7508 |
0.7579 |
|
| S3 |
0.7379 |
0.7427 |
0.7567 |
|
| S4 |
0.7251 |
0.7298 |
0.7532 |
|
|
| 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 |
0.7718 |
0.7567 |
0.0151 |
2.0% |
0.0068 |
0.9% |
24% |
True |
False |
20,757 |
| 10 |
0.7718 |
0.7567 |
0.0151 |
2.0% |
0.0059 |
0.8% |
24% |
True |
False |
12,473 |
| 20 |
0.7790 |
0.7567 |
0.0224 |
2.9% |
0.0055 |
0.7% |
16% |
False |
False |
6,828 |
| 40 |
0.7853 |
0.7567 |
0.0286 |
3.8% |
0.0050 |
0.7% |
13% |
False |
False |
3,625 |
| 60 |
0.7853 |
0.7567 |
0.0286 |
3.8% |
0.0052 |
0.7% |
13% |
False |
False |
2,514 |
| 80 |
0.7975 |
0.7567 |
0.0409 |
5.4% |
0.0049 |
0.6% |
9% |
False |
False |
1,972 |
| 100 |
0.8005 |
0.7567 |
0.0439 |
5.8% |
0.0049 |
0.6% |
8% |
False |
False |
1,608 |
| 120 |
0.8053 |
0.7567 |
0.0487 |
6.4% |
0.0047 |
0.6% |
7% |
False |
False |
1,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8264 |
|
2.618 |
0.8054 |
|
1.618 |
0.7925 |
|
1.000 |
0.7846 |
|
0.618 |
0.7797 |
|
HIGH |
0.7718 |
|
0.618 |
0.7668 |
|
0.500 |
0.7653 |
|
0.382 |
0.7638 |
|
LOW |
0.7589 |
|
0.618 |
0.7510 |
|
1.000 |
0.7461 |
|
1.618 |
0.7381 |
|
2.618 |
0.7253 |
|
4.250 |
0.7043 |
|
|
| Fisher Pivots for day following 13-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7653 |
0.7653 |
| PP |
0.7636 |
0.7636 |
| S1 |
0.7619 |
0.7619 |
|