CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 16-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2022 |
16-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7597 |
0.7558 |
-0.0039 |
-0.5% |
0.7673 |
| High |
0.7603 |
0.7560 |
-0.0043 |
-0.6% |
0.7718 |
| Low |
0.7553 |
0.7515 |
-0.0038 |
-0.5% |
0.7515 |
| Close |
0.7563 |
0.7527 |
-0.0036 |
-0.5% |
0.7527 |
| Range |
0.0051 |
0.0045 |
-0.0006 |
-10.9% |
0.0203 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
87,317 |
118,707 |
31,390 |
35.9% |
347,264 |
|
| Daily Pivots for day following 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7669 |
0.7643 |
0.7552 |
|
| R3 |
0.7624 |
0.7598 |
0.7539 |
|
| R2 |
0.7579 |
0.7579 |
0.7535 |
|
| R1 |
0.7553 |
0.7553 |
0.7531 |
0.7544 |
| PP |
0.7534 |
0.7534 |
0.7534 |
0.7529 |
| S1 |
0.7508 |
0.7508 |
0.7523 |
0.7499 |
| S2 |
0.7489 |
0.7489 |
0.7519 |
|
| S3 |
0.7444 |
0.7463 |
0.7515 |
|
| S4 |
0.7399 |
0.7418 |
0.7502 |
|
|
| Weekly Pivots for week ending 16-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8194 |
0.8063 |
0.7638 |
|
| R3 |
0.7992 |
0.7861 |
0.7583 |
|
| R2 |
0.7789 |
0.7789 |
0.7564 |
|
| R1 |
0.7658 |
0.7658 |
0.7546 |
0.7622 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7569 |
| S1 |
0.7456 |
0.7456 |
0.7508 |
0.7420 |
| S2 |
0.7384 |
0.7384 |
0.7490 |
|
| S3 |
0.7182 |
0.7253 |
0.7471 |
|
| S4 |
0.6979 |
0.7051 |
0.7416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7718 |
0.7515 |
0.0203 |
2.7% |
0.0061 |
0.8% |
6% |
False |
True |
69,452 |
| 10 |
0.7718 |
0.7515 |
0.0203 |
2.7% |
0.0057 |
0.8% |
6% |
False |
True |
39,114 |
| 20 |
0.7750 |
0.7515 |
0.0235 |
3.1% |
0.0054 |
0.7% |
5% |
False |
True |
20,518 |
| 40 |
0.7853 |
0.7515 |
0.0338 |
4.5% |
0.0050 |
0.7% |
4% |
False |
True |
10,534 |
| 60 |
0.7853 |
0.7515 |
0.0338 |
4.5% |
0.0051 |
0.7% |
4% |
False |
True |
7,119 |
| 80 |
0.7975 |
0.7515 |
0.0460 |
6.1% |
0.0049 |
0.7% |
3% |
False |
True |
5,431 |
| 100 |
0.7975 |
0.7515 |
0.0460 |
6.1% |
0.0049 |
0.6% |
3% |
False |
True |
4,375 |
| 120 |
0.8053 |
0.7515 |
0.0538 |
7.1% |
0.0047 |
0.6% |
2% |
False |
True |
3,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7751 |
|
2.618 |
0.7678 |
|
1.618 |
0.7633 |
|
1.000 |
0.7605 |
|
0.618 |
0.7588 |
|
HIGH |
0.7560 |
|
0.618 |
0.7543 |
|
0.500 |
0.7538 |
|
0.382 |
0.7532 |
|
LOW |
0.7515 |
|
0.618 |
0.7487 |
|
1.000 |
0.7470 |
|
1.618 |
0.7442 |
|
2.618 |
0.7397 |
|
4.250 |
0.7324 |
|
|
| Fisher Pivots for day following 16-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7538 |
0.7563 |
| PP |
0.7534 |
0.7551 |
| S1 |
0.7531 |
0.7539 |
|