CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 03-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2022 |
03-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7310 |
0.7235 |
-0.0075 |
-1.0% |
0.7357 |
| High |
0.7322 |
0.7344 |
0.0022 |
0.3% |
0.7376 |
| Low |
0.7227 |
0.7232 |
0.0005 |
0.1% |
0.7227 |
| Close |
0.7240 |
0.7336 |
0.0097 |
1.3% |
0.7240 |
| Range |
0.0095 |
0.0112 |
0.0017 |
17.9% |
0.0149 |
| ATR |
0.0074 |
0.0076 |
0.0003 |
3.7% |
0.0000 |
| Volume |
123,755 |
108,126 |
-15,629 |
-12.6% |
661,031 |
|
| Daily Pivots for day following 03-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7640 |
0.7600 |
0.7398 |
|
| R3 |
0.7528 |
0.7488 |
0.7367 |
|
| R2 |
0.7416 |
0.7416 |
0.7357 |
|
| R1 |
0.7376 |
0.7376 |
0.7346 |
0.7396 |
| PP |
0.7304 |
0.7304 |
0.7304 |
0.7314 |
| S1 |
0.7264 |
0.7264 |
0.7326 |
0.7284 |
| S2 |
0.7192 |
0.7192 |
0.7315 |
|
| S3 |
0.7080 |
0.7152 |
0.7305 |
|
| S4 |
0.6968 |
0.7040 |
0.7274 |
|
|
| 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 |
0.7352 |
0.7227 |
0.0125 |
1.7% |
0.0096 |
1.3% |
87% |
False |
False |
125,395 |
| 10 |
0.7562 |
0.7227 |
0.0335 |
4.6% |
0.0091 |
1.2% |
33% |
False |
False |
125,791 |
| 20 |
0.7718 |
0.7227 |
0.0491 |
6.7% |
0.0074 |
1.0% |
22% |
False |
False |
85,830 |
| 40 |
0.7853 |
0.7227 |
0.0626 |
8.5% |
0.0064 |
0.9% |
17% |
False |
False |
43,690 |
| 60 |
0.7853 |
0.7227 |
0.0626 |
8.5% |
0.0058 |
0.8% |
17% |
False |
False |
29,248 |
| 80 |
0.7954 |
0.7227 |
0.0727 |
9.9% |
0.0057 |
0.8% |
15% |
False |
False |
22,005 |
| 100 |
0.7975 |
0.7227 |
0.0748 |
10.2% |
0.0053 |
0.7% |
15% |
False |
False |
17,659 |
| 120 |
0.8007 |
0.7227 |
0.0780 |
10.6% |
0.0052 |
0.7% |
14% |
False |
False |
14,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7820 |
|
2.618 |
0.7637 |
|
1.618 |
0.7525 |
|
1.000 |
0.7456 |
|
0.618 |
0.7413 |
|
HIGH |
0.7344 |
|
0.618 |
0.7301 |
|
0.500 |
0.7288 |
|
0.382 |
0.7275 |
|
LOW |
0.7232 |
|
0.618 |
0.7163 |
|
1.000 |
0.7120 |
|
1.618 |
0.7051 |
|
2.618 |
0.6939 |
|
4.250 |
0.6756 |
|
|
| Fisher Pivots for day following 03-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7320 |
0.7320 |
| PP |
0.7304 |
0.7305 |
| S1 |
0.7288 |
0.7289 |
|