CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 06-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2022 |
06-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7402 |
0.7345 |
-0.0057 |
-0.8% |
0.7357 |
| High |
0.7408 |
0.7374 |
-0.0034 |
-0.5% |
0.7376 |
| Low |
0.7303 |
0.7270 |
-0.0034 |
-0.5% |
0.7227 |
| Close |
0.7351 |
0.7272 |
-0.0079 |
-1.1% |
0.7240 |
| Range |
0.0105 |
0.0104 |
-0.0001 |
-0.5% |
0.0149 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.2% |
0.0000 |
| Volume |
87,917 |
97,391 |
9,474 |
10.8% |
661,031 |
|
| Daily Pivots for day following 06-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7617 |
0.7549 |
0.7329 |
|
| R3 |
0.7513 |
0.7445 |
0.7301 |
|
| R2 |
0.7409 |
0.7409 |
0.7291 |
|
| R1 |
0.7341 |
0.7341 |
0.7282 |
0.7323 |
| PP |
0.7305 |
0.7305 |
0.7305 |
0.7296 |
| S1 |
0.7237 |
0.7237 |
0.7262 |
0.7219 |
| S2 |
0.7201 |
0.7201 |
0.7253 |
|
| S3 |
0.7097 |
0.7133 |
0.7243 |
|
| S4 |
0.6993 |
0.7029 |
0.7215 |
|
|
| 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% |
0.0101 |
1.4% |
25% |
False |
False |
104,720 |
| 10 |
0.7425 |
0.7227 |
0.0198 |
2.7% |
0.0099 |
1.4% |
23% |
False |
False |
119,602 |
| 20 |
0.7718 |
0.7227 |
0.0491 |
6.7% |
0.0082 |
1.1% |
9% |
False |
False |
99,081 |
| 40 |
0.7853 |
0.7227 |
0.0626 |
8.6% |
0.0067 |
0.9% |
7% |
False |
False |
50,936 |
| 60 |
0.7853 |
0.7227 |
0.0626 |
8.6% |
0.0061 |
0.8% |
7% |
False |
False |
34,088 |
| 80 |
0.7853 |
0.7227 |
0.0626 |
8.6% |
0.0058 |
0.8% |
7% |
False |
False |
25,628 |
| 100 |
0.7975 |
0.7227 |
0.0748 |
10.3% |
0.0055 |
0.8% |
6% |
False |
False |
20,572 |
| 120 |
0.8007 |
0.7227 |
0.0780 |
10.7% |
0.0053 |
0.7% |
6% |
False |
False |
17,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7646 |
|
1.618 |
0.7542 |
|
1.000 |
0.7478 |
|
0.618 |
0.7438 |
|
HIGH |
0.7374 |
|
0.618 |
0.7334 |
|
0.500 |
0.7322 |
|
0.382 |
0.7309 |
|
LOW |
0.7270 |
|
0.618 |
0.7205 |
|
1.000 |
0.7166 |
|
1.618 |
0.7101 |
|
2.618 |
0.6997 |
|
4.250 |
0.6828 |
|
|
| Fisher Pivots for day following 06-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7322 |
0.7339 |
| PP |
0.7305 |
0.7317 |
| S1 |
0.7289 |
0.7294 |
|