CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 30-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2022 |
30-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7351 |
0.7310 |
-0.0042 |
-0.6% |
0.7357 |
| High |
0.7351 |
0.7322 |
-0.0029 |
-0.4% |
0.7376 |
| Low |
0.7271 |
0.7227 |
-0.0044 |
-0.6% |
0.7227 |
| Close |
0.7293 |
0.7240 |
-0.0054 |
-0.7% |
0.7240 |
| Range |
0.0081 |
0.0095 |
0.0015 |
18.0% |
0.0149 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.3% |
0.0000 |
| Volume |
120,765 |
123,755 |
2,990 |
2.5% |
661,031 |
|
| Daily Pivots for day following 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7548 |
0.7489 |
0.7292 |
|
| R3 |
0.7453 |
0.7394 |
0.7266 |
|
| R2 |
0.7358 |
0.7358 |
0.7257 |
|
| R1 |
0.7299 |
0.7299 |
0.7248 |
0.7281 |
| PP |
0.7263 |
0.7263 |
0.7263 |
0.7254 |
| S1 |
0.7204 |
0.7204 |
0.7231 |
0.7186 |
| S2 |
0.7168 |
0.7168 |
0.7222 |
|
| S3 |
0.7073 |
0.7109 |
0.7213 |
|
| S4 |
0.6978 |
0.7014 |
0.7187 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7631 |
0.7321 |
|
| R3 |
0.7578 |
0.7483 |
0.7280 |
|
| R2 |
0.7429 |
0.7429 |
0.7267 |
|
| R1 |
0.7334 |
0.7334 |
0.7253 |
0.7308 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7267 |
| S1 |
0.7186 |
0.7186 |
0.7226 |
0.7159 |
| S2 |
0.7132 |
0.7132 |
0.7212 |
|
| S3 |
0.6984 |
0.7037 |
0.7199 |
|
| S4 |
0.6835 |
0.6889 |
0.7158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7376 |
0.7227 |
0.0149 |
2.1% |
0.0101 |
1.4% |
8% |
False |
True |
132,206 |
| 10 |
0.7562 |
0.7227 |
0.0335 |
4.6% |
0.0086 |
1.2% |
4% |
False |
True |
122,206 |
| 20 |
0.7718 |
0.7227 |
0.0491 |
6.8% |
0.0071 |
1.0% |
3% |
False |
True |
80,660 |
| 40 |
0.7853 |
0.7227 |
0.0626 |
8.6% |
0.0062 |
0.9% |
2% |
False |
True |
41,028 |
| 60 |
0.7853 |
0.7227 |
0.0626 |
8.6% |
0.0057 |
0.8% |
2% |
False |
True |
27,447 |
| 80 |
0.7975 |
0.7227 |
0.0748 |
10.3% |
0.0056 |
0.8% |
2% |
False |
True |
20,655 |
| 100 |
0.7975 |
0.7227 |
0.0748 |
10.3% |
0.0052 |
0.7% |
2% |
False |
True |
16,578 |
| 120 |
0.8007 |
0.7227 |
0.0780 |
10.8% |
0.0051 |
0.7% |
2% |
False |
True |
13,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7726 |
|
2.618 |
0.7571 |
|
1.618 |
0.7476 |
|
1.000 |
0.7417 |
|
0.618 |
0.7381 |
|
HIGH |
0.7322 |
|
0.618 |
0.7286 |
|
0.500 |
0.7275 |
|
0.382 |
0.7263 |
|
LOW |
0.7227 |
|
0.618 |
0.7168 |
|
1.000 |
0.7132 |
|
1.618 |
0.7073 |
|
2.618 |
0.6978 |
|
4.250 |
0.6823 |
|
|
| Fisher Pivots for day following 30-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7275 |
0.7290 |
| PP |
0.7263 |
0.7273 |
| S1 |
0.7251 |
0.7256 |
|