CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 15-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2022 |
15-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7595 |
0.7597 |
0.0002 |
0.0% |
0.7607 |
| High |
0.7611 |
0.7603 |
-0.0008 |
-0.1% |
0.7700 |
| Low |
0.7573 |
0.7553 |
-0.0021 |
-0.3% |
0.7567 |
| Close |
0.7591 |
0.7563 |
-0.0028 |
-0.4% |
0.7672 |
| Range |
0.0038 |
0.0051 |
0.0013 |
32.9% |
0.0133 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
71,129 |
87,317 |
16,188 |
22.8% |
39,161 |
|
| Daily Pivots for day following 15-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7724 |
0.7694 |
0.7590 |
|
| R3 |
0.7674 |
0.7643 |
0.7576 |
|
| R2 |
0.7623 |
0.7623 |
0.7572 |
|
| R1 |
0.7593 |
0.7593 |
0.7567 |
0.7583 |
| PP |
0.7573 |
0.7573 |
0.7573 |
0.7568 |
| S1 |
0.7542 |
0.7542 |
0.7558 |
0.7532 |
| S2 |
0.7522 |
0.7522 |
0.7553 |
|
| S3 |
0.7472 |
0.7492 |
0.7549 |
|
| S4 |
0.7421 |
0.7441 |
0.7535 |
|
|
| 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 |
0.7553 |
0.0165 |
2.2% |
0.0065 |
0.9% |
6% |
False |
True |
48,203 |
| 10 |
0.7718 |
0.7553 |
0.0165 |
2.2% |
0.0056 |
0.7% |
6% |
False |
True |
27,544 |
| 20 |
0.7755 |
0.7553 |
0.0202 |
2.7% |
0.0054 |
0.7% |
5% |
False |
True |
14,597 |
| 40 |
0.7853 |
0.7553 |
0.0300 |
4.0% |
0.0050 |
0.7% |
3% |
False |
True |
7,572 |
| 60 |
0.7853 |
0.7553 |
0.0300 |
4.0% |
0.0051 |
0.7% |
3% |
False |
True |
5,144 |
| 80 |
0.7975 |
0.7553 |
0.0423 |
5.6% |
0.0049 |
0.6% |
2% |
False |
True |
3,947 |
| 100 |
0.7975 |
0.7553 |
0.0423 |
5.6% |
0.0048 |
0.6% |
2% |
False |
True |
3,190 |
| 120 |
0.8053 |
0.7553 |
0.0501 |
6.6% |
0.0047 |
0.6% |
2% |
False |
True |
2,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7818 |
|
2.618 |
0.7735 |
|
1.618 |
0.7685 |
|
1.000 |
0.7654 |
|
0.618 |
0.7634 |
|
HIGH |
0.7603 |
|
0.618 |
0.7584 |
|
0.500 |
0.7578 |
|
0.382 |
0.7572 |
|
LOW |
0.7553 |
|
0.618 |
0.7521 |
|
1.000 |
0.7502 |
|
1.618 |
0.7471 |
|
2.618 |
0.7420 |
|
4.250 |
0.7338 |
|
|
| Fisher Pivots for day following 15-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7578 |
0.7635 |
| PP |
0.7573 |
0.7611 |
| S1 |
0.7568 |
0.7587 |
|