CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 12-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2022 |
12-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7826 |
0.7834 |
0.0008 |
0.1% |
0.7776 |
| High |
0.7846 |
0.7851 |
0.0005 |
0.1% |
0.7851 |
| Low |
0.7826 |
0.7817 |
-0.0010 |
-0.1% |
0.7759 |
| Close |
0.7841 |
0.7831 |
-0.0010 |
-0.1% |
0.7831 |
| Range |
0.0020 |
0.0034 |
0.0014 |
70.0% |
0.0092 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
0.4% |
0.0000 |
| Volume |
7 |
40 |
33 |
471.4% |
283 |
|
| Daily Pivots for day following 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7935 |
0.7917 |
0.7850 |
|
| R3 |
0.7901 |
0.7883 |
0.7840 |
|
| R2 |
0.7867 |
0.7867 |
0.7837 |
|
| R1 |
0.7849 |
0.7849 |
0.7834 |
0.7841 |
| PP |
0.7833 |
0.7833 |
0.7833 |
0.7829 |
| S1 |
0.7815 |
0.7815 |
0.7828 |
0.7807 |
| S2 |
0.7799 |
0.7799 |
0.7825 |
|
| S3 |
0.7765 |
0.7781 |
0.7822 |
|
| S4 |
0.7731 |
0.7747 |
0.7812 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8089 |
0.8052 |
0.7882 |
|
| R3 |
0.7997 |
0.7960 |
0.7856 |
|
| R2 |
0.7905 |
0.7905 |
0.7848 |
|
| R1 |
0.7868 |
0.7868 |
0.7839 |
0.7887 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7823 |
| S1 |
0.7776 |
0.7776 |
0.7823 |
0.7795 |
| S2 |
0.7721 |
0.7721 |
0.7814 |
|
| S3 |
0.7629 |
0.7684 |
0.7806 |
|
| S4 |
0.7537 |
0.7592 |
0.7780 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7995 |
|
2.618 |
0.7940 |
|
1.618 |
0.7906 |
|
1.000 |
0.7885 |
|
0.618 |
0.7872 |
|
HIGH |
0.7851 |
|
0.618 |
0.7838 |
|
0.500 |
0.7834 |
|
0.382 |
0.7829 |
|
LOW |
0.7817 |
|
0.618 |
0.7795 |
|
1.000 |
0.7783 |
|
1.618 |
0.7761 |
|
2.618 |
0.7727 |
|
4.250 |
0.7672 |
|
|
| Fisher Pivots for day following 12-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7834 |
0.7829 |
| PP |
0.7833 |
0.7827 |
| S1 |
0.7832 |
0.7825 |
|