CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 13-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2022 |
13-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7689 |
0.7681 |
-0.0009 |
-0.1% |
0.7763 |
| High |
0.7702 |
0.7730 |
0.0029 |
0.4% |
0.7790 |
| Low |
0.7662 |
0.7657 |
-0.0006 |
-0.1% |
0.7643 |
| Close |
0.7688 |
0.7711 |
0.0024 |
0.3% |
0.7718 |
| Range |
0.0040 |
0.0074 |
0.0034 |
86.1% |
0.0147 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.6% |
0.0000 |
| Volume |
79,356 |
132,743 |
53,387 |
67.3% |
401,488 |
|
| Daily Pivots for day following 13-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7920 |
0.7889 |
0.7751 |
|
| R3 |
0.7846 |
0.7815 |
0.7731 |
|
| R2 |
0.7773 |
0.7773 |
0.7724 |
|
| R1 |
0.7742 |
0.7742 |
0.7718 |
0.7757 |
| PP |
0.7699 |
0.7699 |
0.7699 |
0.7707 |
| S1 |
0.7668 |
0.7668 |
0.7704 |
0.7684 |
| S2 |
0.7626 |
0.7626 |
0.7698 |
|
| S3 |
0.7552 |
0.7595 |
0.7691 |
|
| S4 |
0.7479 |
0.7521 |
0.7671 |
|
|
| Weekly Pivots for week ending 08-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8158 |
0.8085 |
0.7798 |
|
| R3 |
0.8011 |
0.7938 |
0.7758 |
|
| R2 |
0.7864 |
0.7864 |
0.7744 |
|
| R1 |
0.7791 |
0.7791 |
0.7731 |
0.7754 |
| PP |
0.7717 |
0.7717 |
0.7717 |
0.7698 |
| S1 |
0.7644 |
0.7644 |
0.7704 |
0.7607 |
| S2 |
0.7570 |
0.7570 |
0.7691 |
|
| S3 |
0.7423 |
0.7497 |
0.7677 |
|
| S4 |
0.7276 |
0.7350 |
0.7637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7731 |
0.7657 |
0.0074 |
1.0% |
0.0059 |
0.8% |
74% |
False |
True |
86,229 |
| 10 |
0.7790 |
0.7643 |
0.0147 |
1.9% |
0.0062 |
0.8% |
46% |
False |
False |
91,324 |
| 20 |
0.7802 |
0.7643 |
0.0159 |
2.1% |
0.0062 |
0.8% |
43% |
False |
False |
93,005 |
| 40 |
0.7984 |
0.7643 |
0.0341 |
4.4% |
0.0058 |
0.8% |
20% |
False |
False |
59,160 |
| 60 |
0.8008 |
0.7643 |
0.0365 |
4.7% |
0.0057 |
0.7% |
19% |
False |
False |
39,534 |
| 80 |
0.8055 |
0.7643 |
0.0412 |
5.3% |
0.0052 |
0.7% |
17% |
False |
False |
29,666 |
| 100 |
0.8055 |
0.7643 |
0.0412 |
5.3% |
0.0050 |
0.6% |
17% |
False |
False |
23,758 |
| 120 |
0.8055 |
0.7643 |
0.0412 |
5.3% |
0.0047 |
0.6% |
17% |
False |
False |
19,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8042 |
|
2.618 |
0.7922 |
|
1.618 |
0.7849 |
|
1.000 |
0.7804 |
|
0.618 |
0.7775 |
|
HIGH |
0.7730 |
|
0.618 |
0.7702 |
|
0.500 |
0.7693 |
|
0.382 |
0.7685 |
|
LOW |
0.7657 |
|
0.618 |
0.7611 |
|
1.000 |
0.7583 |
|
1.618 |
0.7538 |
|
2.618 |
0.7464 |
|
4.250 |
0.7344 |
|
|
| Fisher Pivots for day following 13-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7705 |
0.7705 |
| PP |
0.7699 |
0.7699 |
| S1 |
0.7693 |
0.7693 |
|