CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 11-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2022 |
11-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7760 |
0.7825 |
0.0066 |
0.8% |
0.7811 |
| High |
0.7841 |
0.7855 |
0.0015 |
0.2% |
0.7831 |
| Low |
0.7753 |
0.7816 |
0.0064 |
0.8% |
0.7699 |
| Close |
0.7822 |
0.7836 |
0.0014 |
0.2% |
0.7727 |
| Range |
0.0088 |
0.0039 |
-0.0049 |
-55.7% |
0.0132 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
98,610 |
74,646 |
-23,964 |
-24.3% |
360,420 |
|
| Daily Pivots for day following 11-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7933 |
0.7857 |
|
| R3 |
0.7914 |
0.7894 |
0.7846 |
|
| R2 |
0.7875 |
0.7875 |
0.7843 |
|
| R1 |
0.7855 |
0.7855 |
0.7839 |
0.7865 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7840 |
| S1 |
0.7816 |
0.7816 |
0.7832 |
0.7826 |
| S2 |
0.7797 |
0.7797 |
0.7828 |
|
| S3 |
0.7758 |
0.7777 |
0.7825 |
|
| S4 |
0.7719 |
0.7738 |
0.7814 |
|
|
| Weekly Pivots for week ending 05-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8147 |
0.8068 |
0.7799 |
|
| R3 |
0.8015 |
0.7937 |
0.7763 |
|
| R2 |
0.7884 |
0.7884 |
0.7751 |
|
| R1 |
0.7805 |
0.7805 |
0.7739 |
0.7779 |
| PP |
0.7752 |
0.7752 |
0.7752 |
0.7739 |
| S1 |
0.7674 |
0.7674 |
0.7715 |
0.7647 |
| S2 |
0.7621 |
0.7621 |
0.7703 |
|
| S3 |
0.7489 |
0.7542 |
0.7691 |
|
| S4 |
0.7358 |
0.7411 |
0.7655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7855 |
0.7699 |
0.0156 |
2.0% |
0.0060 |
0.8% |
88% |
True |
False |
77,803 |
| 10 |
0.7855 |
0.7699 |
0.0156 |
2.0% |
0.0050 |
0.6% |
88% |
True |
False |
74,533 |
| 20 |
0.7855 |
0.7612 |
0.0244 |
3.1% |
0.0055 |
0.7% |
92% |
True |
False |
81,017 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0060 |
0.8% |
93% |
True |
False |
88,301 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.4% |
0.0058 |
0.7% |
65% |
False |
False |
69,134 |
| 80 |
0.8008 |
0.7561 |
0.0447 |
5.7% |
0.0058 |
0.7% |
62% |
False |
False |
51,925 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.3% |
0.0053 |
0.7% |
56% |
False |
False |
41,550 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.3% |
0.0052 |
0.7% |
56% |
False |
False |
34,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8021 |
|
2.618 |
0.7957 |
|
1.618 |
0.7918 |
|
1.000 |
0.7894 |
|
0.618 |
0.7879 |
|
HIGH |
0.7855 |
|
0.618 |
0.7840 |
|
0.500 |
0.7836 |
|
0.382 |
0.7831 |
|
LOW |
0.7816 |
|
0.618 |
0.7792 |
|
1.000 |
0.7777 |
|
1.618 |
0.7753 |
|
2.618 |
0.7714 |
|
4.250 |
0.7650 |
|
|
| Fisher Pivots for day following 11-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7836 |
0.7824 |
| PP |
0.7836 |
0.7813 |
| S1 |
0.7836 |
0.7802 |
|