CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 25-Jul-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2022 |
25-Jul-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7770 |
0.7740 |
-0.0030 |
-0.4% |
0.7676 |
| High |
0.7797 |
0.7790 |
-0.0007 |
-0.1% |
0.7797 |
| Low |
0.7733 |
0.7723 |
-0.0011 |
-0.1% |
0.7676 |
| Close |
0.7737 |
0.7783 |
0.0046 |
0.6% |
0.7737 |
| Range |
0.0064 |
0.0068 |
0.0004 |
5.5% |
0.0122 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
92,986 |
71,614 |
-21,372 |
-23.0% |
444,142 |
|
| Daily Pivots for day following 25-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7943 |
0.7820 |
|
| R3 |
0.7900 |
0.7875 |
0.7802 |
|
| R2 |
0.7833 |
0.7833 |
0.7795 |
|
| R1 |
0.7808 |
0.7808 |
0.7789 |
0.7820 |
| PP |
0.7765 |
0.7765 |
0.7765 |
0.7771 |
| S1 |
0.7740 |
0.7740 |
0.7777 |
0.7753 |
| S2 |
0.7698 |
0.7698 |
0.7771 |
|
| S3 |
0.7630 |
0.7673 |
0.7764 |
|
| S4 |
0.7563 |
0.7605 |
0.7746 |
|
|
| Weekly Pivots for week ending 22-Jul-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8101 |
0.8041 |
0.7804 |
|
| R3 |
0.7980 |
0.7919 |
0.7770 |
|
| R2 |
0.7858 |
0.7858 |
0.7759 |
|
| R1 |
0.7798 |
0.7798 |
0.7748 |
0.7828 |
| PP |
0.7737 |
0.7737 |
0.7737 |
0.7752 |
| S1 |
0.7676 |
0.7676 |
0.7726 |
0.7706 |
| S2 |
0.7615 |
0.7615 |
0.7715 |
|
| S3 |
0.7494 |
0.7555 |
0.7704 |
|
| S4 |
0.7372 |
0.7433 |
0.7670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7797 |
0.7696 |
0.0101 |
1.3% |
0.0057 |
0.7% |
86% |
False |
False |
84,372 |
| 10 |
0.7797 |
0.7561 |
0.0237 |
3.0% |
0.0069 |
0.9% |
94% |
False |
False |
99,242 |
| 20 |
0.7802 |
0.7561 |
0.0241 |
3.1% |
0.0064 |
0.8% |
92% |
False |
False |
92,061 |
| 40 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0062 |
0.8% |
53% |
False |
False |
78,455 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0060 |
0.8% |
53% |
False |
False |
52,512 |
| 80 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0055 |
0.7% |
45% |
False |
False |
39,411 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0052 |
0.7% |
45% |
False |
False |
31,555 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0049 |
0.6% |
45% |
False |
False |
26,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8077 |
|
2.618 |
0.7967 |
|
1.618 |
0.7899 |
|
1.000 |
0.7858 |
|
0.618 |
0.7832 |
|
HIGH |
0.7790 |
|
0.618 |
0.7764 |
|
0.500 |
0.7756 |
|
0.382 |
0.7748 |
|
LOW |
0.7723 |
|
0.618 |
0.7681 |
|
1.000 |
0.7655 |
|
1.618 |
0.7613 |
|
2.618 |
0.7546 |
|
4.250 |
0.7436 |
|
|
| Fisher Pivots for day following 25-Jul-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7774 |
0.7775 |
| PP |
0.7765 |
0.7768 |
| S1 |
0.7756 |
0.7760 |
|