CME Canadian Dollar Future September 2022
| Trading Metrics calculated at close of trading on 24-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2022 |
24-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7660 |
0.7715 |
0.0055 |
0.7% |
0.7825 |
| High |
0.7730 |
0.7718 |
-0.0012 |
-0.1% |
0.7830 |
| Low |
0.7653 |
0.7679 |
0.0027 |
0.3% |
0.7685 |
| Close |
0.7711 |
0.7705 |
-0.0006 |
-0.1% |
0.7694 |
| Range |
0.0077 |
0.0039 |
-0.0038 |
-49.4% |
0.0145 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
92,265 |
69,077 |
-23,188 |
-25.1% |
374,606 |
|
| Daily Pivots for day following 24-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7818 |
0.7800 |
0.7726 |
|
| R3 |
0.7779 |
0.7761 |
0.7716 |
|
| R2 |
0.7740 |
0.7740 |
0.7712 |
|
| R1 |
0.7722 |
0.7722 |
0.7709 |
0.7712 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7695 |
| S1 |
0.7683 |
0.7683 |
0.7701 |
0.7673 |
| S2 |
0.7662 |
0.7662 |
0.7698 |
|
| S3 |
0.7623 |
0.7644 |
0.7694 |
|
| S4 |
0.7584 |
0.7605 |
0.7684 |
|
|
| Weekly Pivots for week ending 19-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8170 |
0.8076 |
0.7773 |
|
| R3 |
0.8025 |
0.7932 |
0.7733 |
|
| R2 |
0.7881 |
0.7881 |
0.7720 |
|
| R1 |
0.7787 |
0.7787 |
0.7707 |
0.7762 |
| PP |
0.7736 |
0.7736 |
0.7736 |
0.7723 |
| S1 |
0.7643 |
0.7643 |
0.7680 |
0.7617 |
| S2 |
0.7592 |
0.7592 |
0.7667 |
|
| S3 |
0.7447 |
0.7498 |
0.7654 |
|
| S4 |
0.7303 |
0.7354 |
0.7614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7762 |
0.7653 |
0.0109 |
1.4% |
0.0052 |
0.7% |
48% |
False |
False |
75,047 |
| 10 |
0.7855 |
0.7653 |
0.0203 |
2.6% |
0.0056 |
0.7% |
26% |
False |
False |
73,488 |
| 20 |
0.7855 |
0.7653 |
0.0203 |
2.6% |
0.0053 |
0.7% |
26% |
False |
False |
74,814 |
| 40 |
0.7855 |
0.7561 |
0.0295 |
3.8% |
0.0059 |
0.8% |
49% |
False |
False |
83,886 |
| 60 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0060 |
0.8% |
34% |
False |
False |
79,963 |
| 80 |
0.7984 |
0.7561 |
0.0423 |
5.5% |
0.0058 |
0.8% |
34% |
False |
False |
60,153 |
| 100 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0055 |
0.7% |
29% |
False |
False |
48,147 |
| 120 |
0.8055 |
0.7561 |
0.0495 |
6.4% |
0.0053 |
0.7% |
29% |
False |
False |
40,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7884 |
|
2.618 |
0.7820 |
|
1.618 |
0.7781 |
|
1.000 |
0.7757 |
|
0.618 |
0.7742 |
|
HIGH |
0.7718 |
|
0.618 |
0.7703 |
|
0.500 |
0.7699 |
|
0.382 |
0.7694 |
|
LOW |
0.7679 |
|
0.618 |
0.7655 |
|
1.000 |
0.7640 |
|
1.618 |
0.7616 |
|
2.618 |
0.7577 |
|
4.250 |
0.7513 |
|
|
| Fisher Pivots for day following 24-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7703 |
0.7700 |
| PP |
0.7701 |
0.7696 |
| S1 |
0.7699 |
0.7691 |
|