CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 05-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2022 |
05-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7343 |
0.7402 |
0.0059 |
0.8% |
0.7357 |
| High |
0.7409 |
0.7408 |
-0.0001 |
0.0% |
0.7376 |
| Low |
0.7321 |
0.7303 |
-0.0018 |
-0.2% |
0.7227 |
| Close |
0.7407 |
0.7351 |
-0.0057 |
-0.8% |
0.7240 |
| Range |
0.0088 |
0.0105 |
0.0017 |
18.8% |
0.0149 |
| ATR |
0.0077 |
0.0079 |
0.0002 |
2.5% |
0.0000 |
| Volume |
106,415 |
87,917 |
-18,498 |
-17.4% |
661,031 |
|
| Daily Pivots for day following 05-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7667 |
0.7613 |
0.7408 |
|
| R3 |
0.7563 |
0.7509 |
0.7379 |
|
| R2 |
0.7458 |
0.7458 |
0.7370 |
|
| R1 |
0.7404 |
0.7404 |
0.7360 |
0.7379 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7341 |
| S1 |
0.7300 |
0.7300 |
0.7341 |
0.7275 |
| S2 |
0.7249 |
0.7249 |
0.7331 |
|
| S3 |
0.7145 |
0.7195 |
0.7322 |
|
| S4 |
0.7040 |
0.7091 |
0.7293 |
|
|
| 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 |
0.7409 |
0.7227 |
0.0182 |
2.5% |
0.0096 |
1.3% |
68% |
False |
False |
109,395 |
| 10 |
0.7458 |
0.7227 |
0.0231 |
3.1% |
0.0096 |
1.3% |
53% |
False |
False |
124,148 |
| 20 |
0.7718 |
0.7227 |
0.0491 |
6.7% |
0.0079 |
1.1% |
25% |
False |
False |
94,693 |
| 40 |
0.7853 |
0.7227 |
0.0626 |
8.5% |
0.0066 |
0.9% |
20% |
False |
False |
48,536 |
| 60 |
0.7853 |
0.7227 |
0.0626 |
8.5% |
0.0060 |
0.8% |
20% |
False |
False |
32,479 |
| 80 |
0.7853 |
0.7227 |
0.0626 |
8.5% |
0.0057 |
0.8% |
20% |
False |
False |
24,425 |
| 100 |
0.7975 |
0.7227 |
0.0748 |
10.2% |
0.0054 |
0.7% |
17% |
False |
False |
19,599 |
| 120 |
0.8007 |
0.7227 |
0.0780 |
10.6% |
0.0053 |
0.7% |
16% |
False |
False |
16,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7852 |
|
2.618 |
0.7681 |
|
1.618 |
0.7577 |
|
1.000 |
0.7512 |
|
0.618 |
0.7472 |
|
HIGH |
0.7408 |
|
0.618 |
0.7368 |
|
0.500 |
0.7355 |
|
0.382 |
0.7343 |
|
LOW |
0.7303 |
|
0.618 |
0.7238 |
|
1.000 |
0.7199 |
|
1.618 |
0.7134 |
|
2.618 |
0.7029 |
|
4.250 |
0.6859 |
|
|
| Fisher Pivots for day following 05-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7355 |
0.7340 |
| PP |
0.7354 |
0.7330 |
| S1 |
0.7352 |
0.7320 |
|