CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 19-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2022 |
19-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
0.7558 |
0.7536 |
-0.0022 |
-0.3% |
0.7673 |
High |
0.7560 |
0.7551 |
-0.0010 |
-0.1% |
0.7718 |
Low |
0.7515 |
0.7495 |
-0.0021 |
-0.3% |
0.7515 |
Close |
0.7527 |
0.7535 |
0.0008 |
0.1% |
0.7527 |
Range |
0.0045 |
0.0056 |
0.0011 |
24.4% |
0.0203 |
ATR |
0.0056 |
0.0056 |
0.0000 |
0.1% |
0.0000 |
Volume |
118,707 |
72,275 |
-46,432 |
-39.1% |
347,264 |
|
Daily Pivots for day following 19-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7695 |
0.7671 |
0.7565 |
|
R3 |
0.7639 |
0.7615 |
0.7550 |
|
R2 |
0.7583 |
0.7583 |
0.7545 |
|
R1 |
0.7559 |
0.7559 |
0.7540 |
0.7543 |
PP |
0.7527 |
0.7527 |
0.7527 |
0.7519 |
S1 |
0.7503 |
0.7503 |
0.7529 |
0.7487 |
S2 |
0.7471 |
0.7471 |
0.7524 |
|
S3 |
0.7415 |
0.7447 |
0.7519 |
|
S4 |
0.7359 |
0.7391 |
0.7504 |
|
|
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 |
0.7495 |
0.0223 |
3.0% |
0.0064 |
0.8% |
18% |
False |
True |
80,370 |
10 |
0.7718 |
0.7495 |
0.0223 |
3.0% |
0.0057 |
0.8% |
18% |
False |
True |
45,870 |
20 |
0.7750 |
0.7495 |
0.0256 |
3.4% |
0.0055 |
0.7% |
16% |
False |
True |
24,110 |
40 |
0.7853 |
0.7495 |
0.0358 |
4.8% |
0.0050 |
0.7% |
11% |
False |
True |
12,336 |
60 |
0.7853 |
0.7495 |
0.0358 |
4.8% |
0.0051 |
0.7% |
11% |
False |
True |
8,313 |
80 |
0.7975 |
0.7495 |
0.0481 |
6.4% |
0.0050 |
0.7% |
8% |
False |
True |
6,329 |
100 |
0.7975 |
0.7495 |
0.0481 |
6.4% |
0.0049 |
0.6% |
8% |
False |
True |
5,097 |
120 |
0.8053 |
0.7495 |
0.0559 |
7.4% |
0.0047 |
0.6% |
7% |
False |
True |
4,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7789 |
2.618 |
0.7697 |
1.618 |
0.7641 |
1.000 |
0.7607 |
0.618 |
0.7585 |
HIGH |
0.7551 |
0.618 |
0.7529 |
0.500 |
0.7523 |
0.382 |
0.7516 |
LOW |
0.7495 |
0.618 |
0.7460 |
1.000 |
0.7439 |
1.618 |
0.7404 |
2.618 |
0.7348 |
4.250 |
0.7257 |
|
|
Fisher Pivots for day following 19-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7531 |
0.7549 |
PP |
0.7527 |
0.7544 |
S1 |
0.7523 |
0.7539 |
|