CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 23-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2022 |
23-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7431 |
0.7413 |
-0.0018 |
-0.2% |
0.7536 |
| High |
0.7458 |
0.7425 |
-0.0034 |
-0.4% |
0.7562 |
| Low |
0.7383 |
0.7347 |
-0.0036 |
-0.5% |
0.7347 |
| Close |
0.7411 |
0.7348 |
-0.0063 |
-0.8% |
0.7348 |
| Range |
0.0076 |
0.0078 |
0.0003 |
3.3% |
0.0215 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
2.0% |
0.0000 |
| Volume |
142,842 |
135,149 |
-7,693 |
-5.4% |
561,032 |
|
| Daily Pivots for day following 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7607 |
0.7556 |
0.7391 |
|
| R3 |
0.7529 |
0.7478 |
0.7369 |
|
| R2 |
0.7451 |
0.7451 |
0.7362 |
|
| R1 |
0.7400 |
0.7400 |
0.7355 |
0.7386 |
| PP |
0.7373 |
0.7373 |
0.7373 |
0.7366 |
| S1 |
0.7322 |
0.7322 |
0.7341 |
0.7308 |
| S2 |
0.7295 |
0.7295 |
0.7334 |
|
| S3 |
0.7217 |
0.7244 |
0.7327 |
|
| S4 |
0.7139 |
0.7166 |
0.7305 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.7921 |
0.7466 |
|
| R3 |
0.7849 |
0.7706 |
0.7407 |
|
| R2 |
0.7634 |
0.7634 |
0.7387 |
|
| R1 |
0.7491 |
0.7491 |
0.7368 |
0.7455 |
| PP |
0.7419 |
0.7419 |
0.7419 |
0.7401 |
| S1 |
0.7276 |
0.7276 |
0.7328 |
0.7240 |
| S2 |
0.7204 |
0.7204 |
0.7309 |
|
| S3 |
0.6989 |
0.7061 |
0.7289 |
|
| S4 |
0.6774 |
0.6846 |
0.7230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7562 |
0.7347 |
0.0215 |
2.9% |
0.0071 |
1.0% |
1% |
False |
True |
112,206 |
| 10 |
0.7718 |
0.7347 |
0.0371 |
5.0% |
0.0066 |
0.9% |
0% |
False |
True |
90,829 |
| 20 |
0.7744 |
0.7347 |
0.0398 |
5.4% |
0.0060 |
0.8% |
0% |
False |
True |
48,269 |
| 40 |
0.7853 |
0.7347 |
0.0506 |
6.9% |
0.0053 |
0.7% |
0% |
False |
True |
24,543 |
| 60 |
0.7853 |
0.7347 |
0.0506 |
6.9% |
0.0054 |
0.7% |
0% |
False |
True |
16,454 |
| 80 |
0.7975 |
0.7347 |
0.0629 |
8.6% |
0.0052 |
0.7% |
0% |
False |
True |
12,428 |
| 100 |
0.7975 |
0.7347 |
0.0629 |
8.6% |
0.0050 |
0.7% |
0% |
False |
True |
9,977 |
| 120 |
0.8053 |
0.7347 |
0.0707 |
9.6% |
0.0048 |
0.7% |
0% |
False |
True |
8,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7756 |
|
2.618 |
0.7629 |
|
1.618 |
0.7551 |
|
1.000 |
0.7503 |
|
0.618 |
0.7473 |
|
HIGH |
0.7425 |
|
0.618 |
0.7395 |
|
0.500 |
0.7386 |
|
0.382 |
0.7376 |
|
LOW |
0.7347 |
|
0.618 |
0.7298 |
|
1.000 |
0.7269 |
|
1.618 |
0.7220 |
|
2.618 |
0.7142 |
|
4.250 |
0.7015 |
|
|
| Fisher Pivots for day following 23-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7386 |
0.7417 |
| PP |
0.7373 |
0.7394 |
| S1 |
0.7361 |
0.7371 |
|