CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 22-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2022 |
22-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7485 |
0.7431 |
-0.0054 |
-0.7% |
0.7673 |
| High |
0.7487 |
0.7458 |
-0.0029 |
-0.4% |
0.7718 |
| Low |
0.7426 |
0.7383 |
-0.0043 |
-0.6% |
0.7515 |
| Close |
0.7484 |
0.7411 |
-0.0073 |
-1.0% |
0.7527 |
| Range |
0.0062 |
0.0076 |
0.0014 |
22.8% |
0.0203 |
| ATR |
0.0058 |
0.0061 |
0.0003 |
5.3% |
0.0000 |
| Volume |
112,255 |
142,842 |
30,587 |
27.2% |
347,264 |
|
| Daily Pivots for day following 22-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7644 |
0.7603 |
0.7452 |
|
| R3 |
0.7568 |
0.7527 |
0.7431 |
|
| R2 |
0.7493 |
0.7493 |
0.7424 |
|
| R1 |
0.7452 |
0.7452 |
0.7417 |
0.7434 |
| PP |
0.7417 |
0.7417 |
0.7417 |
0.7408 |
| S1 |
0.7376 |
0.7376 |
0.7404 |
0.7359 |
| S2 |
0.7342 |
0.7342 |
0.7397 |
|
| S3 |
0.7266 |
0.7301 |
0.7390 |
|
| S4 |
0.7191 |
0.7225 |
0.7369 |
|
|
| 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 |
0.7562 |
0.7383 |
0.0179 |
2.4% |
0.0064 |
0.9% |
16% |
False |
True |
108,918 |
| 10 |
0.7718 |
0.7383 |
0.0335 |
4.5% |
0.0064 |
0.9% |
8% |
False |
True |
78,560 |
| 20 |
0.7750 |
0.7383 |
0.0368 |
5.0% |
0.0058 |
0.8% |
8% |
False |
True |
41,589 |
| 40 |
0.7853 |
0.7383 |
0.0470 |
6.3% |
0.0052 |
0.7% |
6% |
False |
True |
21,167 |
| 60 |
0.7853 |
0.7383 |
0.0470 |
6.3% |
0.0053 |
0.7% |
6% |
False |
True |
14,202 |
| 80 |
0.7975 |
0.7383 |
0.0593 |
8.0% |
0.0051 |
0.7% |
5% |
False |
True |
10,742 |
| 100 |
0.7975 |
0.7383 |
0.0593 |
8.0% |
0.0049 |
0.7% |
5% |
False |
True |
8,627 |
| 120 |
0.8053 |
0.7383 |
0.0671 |
9.0% |
0.0048 |
0.6% |
4% |
False |
True |
7,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7779 |
|
2.618 |
0.7656 |
|
1.618 |
0.7580 |
|
1.000 |
0.7534 |
|
0.618 |
0.7505 |
|
HIGH |
0.7458 |
|
0.618 |
0.7429 |
|
0.500 |
0.7420 |
|
0.382 |
0.7411 |
|
LOW |
0.7383 |
|
0.618 |
0.7336 |
|
1.000 |
0.7307 |
|
1.618 |
0.7260 |
|
2.618 |
0.7185 |
|
4.250 |
0.7062 |
|
|
| Fisher Pivots for day following 22-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7420 |
0.7472 |
| PP |
0.7417 |
0.7452 |
| S1 |
0.7414 |
0.7431 |
|