CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 20-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2022 |
20-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7536 |
0.7546 |
0.0010 |
0.1% |
0.7673 |
| High |
0.7551 |
0.7562 |
0.0011 |
0.1% |
0.7718 |
| Low |
0.7495 |
0.7478 |
-0.0017 |
-0.2% |
0.7515 |
| Close |
0.7535 |
0.7482 |
-0.0053 |
-0.7% |
0.7527 |
| Range |
0.0056 |
0.0084 |
0.0028 |
50.0% |
0.0203 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.7% |
0.0000 |
| Volume |
72,275 |
98,511 |
26,236 |
36.3% |
347,264 |
|
| Daily Pivots for day following 20-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7759 |
0.7705 |
0.7528 |
|
| R3 |
0.7675 |
0.7621 |
0.7505 |
|
| R2 |
0.7591 |
0.7591 |
0.7497 |
|
| R1 |
0.7537 |
0.7537 |
0.7490 |
0.7522 |
| PP |
0.7507 |
0.7507 |
0.7507 |
0.7500 |
| S1 |
0.7453 |
0.7453 |
0.7474 |
0.7438 |
| S2 |
0.7423 |
0.7423 |
0.7467 |
|
| S3 |
0.7339 |
0.7369 |
0.7459 |
|
| S4 |
0.7255 |
0.7285 |
0.7436 |
|
|
| 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 |
0.7611 |
0.7478 |
0.0134 |
1.8% |
0.0055 |
0.7% |
3% |
False |
True |
89,587 |
| 10 |
0.7718 |
0.7478 |
0.0240 |
3.2% |
0.0061 |
0.8% |
2% |
False |
True |
55,172 |
| 20 |
0.7750 |
0.7478 |
0.0273 |
3.6% |
0.0057 |
0.8% |
2% |
False |
True |
28,993 |
| 40 |
0.7853 |
0.7478 |
0.0375 |
5.0% |
0.0051 |
0.7% |
1% |
False |
True |
14,792 |
| 60 |
0.7853 |
0.7478 |
0.0375 |
5.0% |
0.0052 |
0.7% |
1% |
False |
True |
9,953 |
| 80 |
0.7975 |
0.7478 |
0.0498 |
6.6% |
0.0050 |
0.7% |
1% |
False |
True |
7,556 |
| 100 |
0.7975 |
0.7478 |
0.0498 |
6.6% |
0.0049 |
0.7% |
1% |
False |
True |
6,079 |
| 120 |
0.8053 |
0.7478 |
0.0576 |
7.7% |
0.0048 |
0.6% |
1% |
False |
True |
5,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7919 |
|
2.618 |
0.7781 |
|
1.618 |
0.7697 |
|
1.000 |
0.7646 |
|
0.618 |
0.7613 |
|
HIGH |
0.7562 |
|
0.618 |
0.7529 |
|
0.500 |
0.7520 |
|
0.382 |
0.7510 |
|
LOW |
0.7478 |
|
0.618 |
0.7426 |
|
1.000 |
0.7394 |
|
1.618 |
0.7342 |
|
2.618 |
0.7258 |
|
4.250 |
0.7121 |
|
|
| Fisher Pivots for day following 20-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7520 |
0.7520 |
| PP |
0.7507 |
0.7507 |
| S1 |
0.7495 |
0.7495 |
|