CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 26-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2022 |
26-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7413 |
0.7357 |
-0.0056 |
-0.8% |
0.7536 |
| High |
0.7425 |
0.7376 |
-0.0049 |
-0.7% |
0.7562 |
| Low |
0.7347 |
0.7243 |
-0.0104 |
-1.4% |
0.7347 |
| Close |
0.7348 |
0.7275 |
-0.0073 |
-1.0% |
0.7348 |
| Range |
0.0078 |
0.0133 |
0.0055 |
70.5% |
0.0215 |
| ATR |
0.0062 |
0.0067 |
0.0005 |
8.1% |
0.0000 |
| Volume |
135,149 |
142,182 |
7,033 |
5.2% |
561,032 |
|
| Daily Pivots for day following 26-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7697 |
0.7619 |
0.7348 |
|
| R3 |
0.7564 |
0.7486 |
0.7312 |
|
| R2 |
0.7431 |
0.7431 |
0.7299 |
|
| R1 |
0.7353 |
0.7353 |
0.7287 |
0.7325 |
| PP |
0.7298 |
0.7298 |
0.7298 |
0.7284 |
| S1 |
0.7220 |
0.7220 |
0.7263 |
0.7192 |
| S2 |
0.7165 |
0.7165 |
0.7251 |
|
| S3 |
0.7032 |
0.7087 |
0.7238 |
|
| S4 |
0.6899 |
0.6954 |
0.7202 |
|
|
| 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 |
0.7243 |
0.0319 |
4.4% |
0.0086 |
1.2% |
10% |
False |
True |
126,187 |
| 10 |
0.7718 |
0.7243 |
0.0475 |
6.5% |
0.0075 |
1.0% |
7% |
False |
True |
103,278 |
| 20 |
0.7718 |
0.7243 |
0.0475 |
6.5% |
0.0063 |
0.9% |
7% |
False |
True |
55,305 |
| 40 |
0.7853 |
0.7243 |
0.0610 |
8.4% |
0.0055 |
0.8% |
5% |
False |
True |
28,077 |
| 60 |
0.7853 |
0.7243 |
0.0610 |
8.4% |
0.0055 |
0.8% |
5% |
False |
True |
18,818 |
| 80 |
0.7975 |
0.7243 |
0.0733 |
10.1% |
0.0053 |
0.7% |
4% |
False |
True |
14,196 |
| 100 |
0.7975 |
0.7243 |
0.0733 |
10.1% |
0.0051 |
0.7% |
4% |
False |
True |
11,397 |
| 120 |
0.8053 |
0.7243 |
0.0811 |
11.1% |
0.0049 |
0.7% |
4% |
False |
True |
9,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7941 |
|
2.618 |
0.7724 |
|
1.618 |
0.7591 |
|
1.000 |
0.7509 |
|
0.618 |
0.7458 |
|
HIGH |
0.7376 |
|
0.618 |
0.7325 |
|
0.500 |
0.7309 |
|
0.382 |
0.7293 |
|
LOW |
0.7243 |
|
0.618 |
0.7160 |
|
1.000 |
0.7110 |
|
1.618 |
0.7027 |
|
2.618 |
0.6894 |
|
4.250 |
0.6677 |
|
|
| Fisher Pivots for day following 26-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7309 |
0.7350 |
| PP |
0.7298 |
0.7325 |
| S1 |
0.7286 |
0.7300 |
|