CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 14-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2022 |
14-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7699 |
0.7595 |
-0.0104 |
-1.3% |
0.7607 |
| High |
0.7718 |
0.7611 |
-0.0107 |
-1.4% |
0.7700 |
| Low |
0.7589 |
0.7573 |
-0.0016 |
-0.2% |
0.7567 |
| Close |
0.7603 |
0.7591 |
-0.0012 |
-0.2% |
0.7672 |
| Range |
0.0129 |
0.0038 |
-0.0091 |
-70.4% |
0.0133 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
52,422 |
71,129 |
18,707 |
35.7% |
39,161 |
|
| Daily Pivots for day following 14-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7706 |
0.7686 |
0.7611 |
|
| R3 |
0.7668 |
0.7648 |
0.7601 |
|
| R2 |
0.7630 |
0.7630 |
0.7597 |
|
| R1 |
0.7610 |
0.7610 |
0.7594 |
0.7601 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7587 |
| S1 |
0.7572 |
0.7572 |
0.7587 |
0.7563 |
| S2 |
0.7554 |
0.7554 |
0.7584 |
|
| S3 |
0.7516 |
0.7534 |
0.7580 |
|
| S4 |
0.7478 |
0.7496 |
0.7570 |
|
|
| 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 |
0.7573 |
0.0145 |
1.9% |
0.0064 |
0.8% |
12% |
False |
True |
32,665 |
| 10 |
0.7718 |
0.7567 |
0.0151 |
2.0% |
0.0055 |
0.7% |
16% |
False |
False |
19,241 |
| 20 |
0.7790 |
0.7567 |
0.0224 |
2.9% |
0.0055 |
0.7% |
11% |
False |
False |
10,259 |
| 40 |
0.7853 |
0.7567 |
0.0286 |
3.8% |
0.0050 |
0.7% |
8% |
False |
False |
5,400 |
| 60 |
0.7853 |
0.7567 |
0.0286 |
3.8% |
0.0051 |
0.7% |
8% |
False |
False |
3,695 |
| 80 |
0.7975 |
0.7567 |
0.0409 |
5.4% |
0.0049 |
0.6% |
6% |
False |
False |
2,856 |
| 100 |
0.7975 |
0.7567 |
0.0409 |
5.4% |
0.0049 |
0.6% |
6% |
False |
False |
2,319 |
| 120 |
0.8053 |
0.7567 |
0.0487 |
6.4% |
0.0047 |
0.6% |
5% |
False |
False |
1,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7773 |
|
2.618 |
0.7710 |
|
1.618 |
0.7672 |
|
1.000 |
0.7649 |
|
0.618 |
0.7634 |
|
HIGH |
0.7611 |
|
0.618 |
0.7596 |
|
0.500 |
0.7592 |
|
0.382 |
0.7588 |
|
LOW |
0.7573 |
|
0.618 |
0.7550 |
|
1.000 |
0.7535 |
|
1.618 |
0.7512 |
|
2.618 |
0.7474 |
|
4.250 |
0.7412 |
|
|
| Fisher Pivots for day following 14-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7592 |
0.7645 |
| PP |
0.7592 |
0.7627 |
| S1 |
0.7591 |
0.7609 |
|