CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 29-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2022 |
29-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7287 |
0.7351 |
0.0064 |
0.9% |
0.7536 |
| High |
0.7352 |
0.7351 |
-0.0001 |
0.0% |
0.7562 |
| Low |
0.7230 |
0.7271 |
0.0041 |
0.6% |
0.7347 |
| Close |
0.7347 |
0.7293 |
-0.0054 |
-0.7% |
0.7348 |
| Range |
0.0123 |
0.0081 |
-0.0042 |
-34.3% |
0.0215 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
0.9% |
0.0000 |
| Volume |
159,075 |
120,765 |
-38,310 |
-24.1% |
561,032 |
|
| Daily Pivots for day following 29-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7546 |
0.7500 |
0.7337 |
|
| R3 |
0.7466 |
0.7420 |
0.7315 |
|
| R2 |
0.7385 |
0.7385 |
0.7308 |
|
| R1 |
0.7339 |
0.7339 |
0.7300 |
0.7322 |
| PP |
0.7305 |
0.7305 |
0.7305 |
0.7296 |
| S1 |
0.7259 |
0.7259 |
0.7286 |
0.7242 |
| S2 |
0.7224 |
0.7224 |
0.7278 |
|
| S3 |
0.7144 |
0.7178 |
0.7271 |
|
| S4 |
0.7063 |
0.7098 |
0.7249 |
|
|
| 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 |
0.7425 |
0.7230 |
0.0195 |
2.7% |
0.0097 |
1.3% |
33% |
False |
False |
134,485 |
| 10 |
0.7562 |
0.7230 |
0.0332 |
4.6% |
0.0081 |
1.1% |
19% |
False |
False |
121,701 |
| 20 |
0.7718 |
0.7230 |
0.0488 |
6.7% |
0.0068 |
0.9% |
13% |
False |
False |
74,623 |
| 40 |
0.7853 |
0.7230 |
0.0623 |
8.5% |
0.0060 |
0.8% |
10% |
False |
False |
37,943 |
| 60 |
0.7853 |
0.7230 |
0.0623 |
8.5% |
0.0056 |
0.8% |
10% |
False |
False |
25,385 |
| 80 |
0.7975 |
0.7230 |
0.0746 |
10.2% |
0.0055 |
0.8% |
9% |
False |
False |
19,112 |
| 100 |
0.7975 |
0.7230 |
0.0746 |
10.2% |
0.0052 |
0.7% |
9% |
False |
False |
15,345 |
| 120 |
0.8007 |
0.7230 |
0.0778 |
10.7% |
0.0051 |
0.7% |
8% |
False |
False |
12,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7693 |
|
2.618 |
0.7562 |
|
1.618 |
0.7481 |
|
1.000 |
0.7432 |
|
0.618 |
0.7401 |
|
HIGH |
0.7351 |
|
0.618 |
0.7320 |
|
0.500 |
0.7311 |
|
0.382 |
0.7301 |
|
LOW |
0.7271 |
|
0.618 |
0.7221 |
|
1.000 |
0.7190 |
|
1.618 |
0.7140 |
|
2.618 |
0.7060 |
|
4.250 |
0.6928 |
|
|
| Fisher Pivots for day following 29-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7311 |
0.7292 |
| PP |
0.7305 |
0.7292 |
| S1 |
0.7299 |
0.7291 |
|