CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 21-Sep-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2022 |
21-Sep-2022 |
Change |
Change % |
Previous Week |
Open |
0.7546 |
0.7485 |
-0.0062 |
-0.8% |
0.7673 |
High |
0.7562 |
0.7487 |
-0.0075 |
-1.0% |
0.7718 |
Low |
0.7478 |
0.7426 |
-0.0052 |
-0.7% |
0.7515 |
Close |
0.7482 |
0.7484 |
0.0002 |
0.0% |
0.7527 |
Range |
0.0084 |
0.0062 |
-0.0023 |
-26.8% |
0.0203 |
ATR |
0.0058 |
0.0058 |
0.0000 |
0.5% |
0.0000 |
Volume |
98,511 |
112,255 |
13,744 |
14.0% |
347,264 |
|
Daily Pivots for day following 21-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7650 |
0.7628 |
0.7517 |
|
R3 |
0.7588 |
0.7567 |
0.7500 |
|
R2 |
0.7527 |
0.7527 |
0.7495 |
|
R1 |
0.7505 |
0.7505 |
0.7489 |
0.7485 |
PP |
0.7465 |
0.7465 |
0.7465 |
0.7455 |
S1 |
0.7444 |
0.7444 |
0.7478 |
0.7424 |
S2 |
0.7404 |
0.7404 |
0.7472 |
|
S3 |
0.7342 |
0.7382 |
0.7467 |
|
S4 |
0.7281 |
0.7321 |
0.7450 |
|
|
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 |
0.7603 |
0.7426 |
0.0178 |
2.4% |
0.0059 |
0.8% |
33% |
False |
True |
97,813 |
10 |
0.7718 |
0.7426 |
0.0292 |
3.9% |
0.0062 |
0.8% |
20% |
False |
True |
65,239 |
20 |
0.7750 |
0.7426 |
0.0325 |
4.3% |
0.0056 |
0.8% |
18% |
False |
True |
34,478 |
40 |
0.7853 |
0.7426 |
0.0427 |
5.7% |
0.0051 |
0.7% |
14% |
False |
True |
17,597 |
60 |
0.7853 |
0.7426 |
0.0427 |
5.7% |
0.0052 |
0.7% |
14% |
False |
True |
11,823 |
80 |
0.7975 |
0.7426 |
0.0550 |
7.3% |
0.0051 |
0.7% |
11% |
False |
True |
8,958 |
100 |
0.7975 |
0.7426 |
0.0550 |
7.3% |
0.0049 |
0.7% |
11% |
False |
True |
7,200 |
120 |
0.8053 |
0.7426 |
0.0628 |
8.4% |
0.0048 |
0.6% |
9% |
False |
True |
6,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7748 |
2.618 |
0.7648 |
1.618 |
0.7587 |
1.000 |
0.7549 |
0.618 |
0.7525 |
HIGH |
0.7487 |
0.618 |
0.7464 |
0.500 |
0.7456 |
0.382 |
0.7449 |
LOW |
0.7426 |
0.618 |
0.7387 |
1.000 |
0.7364 |
1.618 |
0.7326 |
2.618 |
0.7264 |
4.250 |
0.7164 |
|
|
Fisher Pivots for day following 21-Sep-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7474 |
0.7494 |
PP |
0.7465 |
0.7490 |
S1 |
0.7456 |
0.7487 |
|