CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 28-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2022 |
28-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7282 |
0.7287 |
0.0005 |
0.1% |
0.7536 |
| High |
0.7332 |
0.7352 |
0.0021 |
0.3% |
0.7562 |
| Low |
0.7260 |
0.7230 |
-0.0031 |
-0.4% |
0.7347 |
| Close |
0.7295 |
0.7347 |
0.0053 |
0.7% |
0.7348 |
| Range |
0.0072 |
0.0123 |
0.0051 |
71.3% |
0.0215 |
| ATR |
0.0068 |
0.0071 |
0.0004 |
5.8% |
0.0000 |
| Volume |
115,254 |
159,075 |
43,821 |
38.0% |
561,032 |
|
| Daily Pivots for day following 28-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7677 |
0.7635 |
0.7414 |
|
| R3 |
0.7555 |
0.7512 |
0.7381 |
|
| R2 |
0.7432 |
0.7432 |
0.7369 |
|
| R1 |
0.7390 |
0.7390 |
0.7358 |
0.7411 |
| PP |
0.7310 |
0.7310 |
0.7310 |
0.7320 |
| S1 |
0.7267 |
0.7267 |
0.7336 |
0.7288 |
| S2 |
0.7187 |
0.7187 |
0.7325 |
|
| S3 |
0.7065 |
0.7145 |
0.7313 |
|
| S4 |
0.6942 |
0.7022 |
0.7280 |
|
|
| 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 |
0.7458 |
0.7230 |
0.0229 |
3.1% |
0.0096 |
1.3% |
51% |
False |
True |
138,900 |
| 10 |
0.7603 |
0.7230 |
0.0374 |
5.1% |
0.0078 |
1.1% |
31% |
False |
True |
118,356 |
| 20 |
0.7718 |
0.7230 |
0.0488 |
6.6% |
0.0066 |
0.9% |
24% |
False |
True |
68,799 |
| 40 |
0.7853 |
0.7230 |
0.0623 |
8.5% |
0.0059 |
0.8% |
19% |
False |
True |
34,928 |
| 60 |
0.7853 |
0.7230 |
0.0623 |
8.5% |
0.0055 |
0.8% |
19% |
False |
True |
23,380 |
| 80 |
0.7975 |
0.7230 |
0.0746 |
10.1% |
0.0055 |
0.7% |
16% |
False |
True |
17,605 |
| 100 |
0.7975 |
0.7230 |
0.0746 |
10.1% |
0.0051 |
0.7% |
16% |
False |
True |
14,138 |
| 120 |
0.8007 |
0.7230 |
0.0778 |
10.6% |
0.0050 |
0.7% |
15% |
False |
True |
11,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7873 |
|
2.618 |
0.7673 |
|
1.618 |
0.7550 |
|
1.000 |
0.7475 |
|
0.618 |
0.7428 |
|
HIGH |
0.7352 |
|
0.618 |
0.7305 |
|
0.500 |
0.7291 |
|
0.382 |
0.7276 |
|
LOW |
0.7230 |
|
0.618 |
0.7154 |
|
1.000 |
0.7107 |
|
1.618 |
0.7031 |
|
2.618 |
0.6909 |
|
4.250 |
0.6709 |
|
|
| Fisher Pivots for day following 28-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7328 |
0.7332 |
| PP |
0.7310 |
0.7317 |
| S1 |
0.7291 |
0.7303 |
|