CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 07-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2022 |
07-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7345 |
0.7275 |
-0.0070 |
-1.0% |
0.7235 |
| High |
0.7374 |
0.7312 |
-0.0062 |
-0.8% |
0.7409 |
| Low |
0.7270 |
0.7267 |
-0.0003 |
0.0% |
0.7232 |
| Close |
0.7272 |
0.7285 |
0.0013 |
0.2% |
0.7285 |
| Range |
0.0104 |
0.0046 |
-0.0059 |
-56.3% |
0.0177 |
| ATR |
0.0081 |
0.0078 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
97,391 |
87,405 |
-9,986 |
-10.3% |
487,254 |
|
| Daily Pivots for day following 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7424 |
0.7400 |
0.7310 |
|
| R3 |
0.7379 |
0.7355 |
0.7298 |
|
| R2 |
0.7333 |
0.7333 |
0.7293 |
|
| R1 |
0.7309 |
0.7309 |
0.7289 |
0.7321 |
| PP |
0.7288 |
0.7288 |
0.7288 |
0.7294 |
| S1 |
0.7264 |
0.7264 |
0.7281 |
0.7276 |
| S2 |
0.7242 |
0.7242 |
0.7277 |
|
| S3 |
0.7197 |
0.7218 |
0.7272 |
|
| S4 |
0.7151 |
0.7173 |
0.7260 |
|
|
| Weekly Pivots for week ending 07-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7838 |
0.7738 |
0.7382 |
|
| R3 |
0.7662 |
0.7562 |
0.7334 |
|
| R2 |
0.7485 |
0.7485 |
0.7317 |
|
| R1 |
0.7385 |
0.7385 |
0.7301 |
0.7435 |
| PP |
0.7309 |
0.7309 |
0.7309 |
0.7334 |
| S1 |
0.7209 |
0.7209 |
0.7269 |
0.7259 |
| S2 |
0.7132 |
0.7132 |
0.7253 |
|
| S3 |
0.6956 |
0.7032 |
0.7236 |
|
| S4 |
0.6779 |
0.6856 |
0.7188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7409 |
0.7232 |
0.0177 |
2.4% |
0.0091 |
1.2% |
30% |
False |
False |
97,450 |
| 10 |
0.7409 |
0.7227 |
0.0182 |
2.5% |
0.0096 |
1.3% |
32% |
False |
False |
114,828 |
| 20 |
0.7718 |
0.7227 |
0.0491 |
6.7% |
0.0081 |
1.1% |
12% |
False |
False |
102,829 |
| 40 |
0.7848 |
0.7227 |
0.0621 |
8.5% |
0.0067 |
0.9% |
9% |
False |
False |
53,111 |
| 60 |
0.7853 |
0.7227 |
0.0626 |
8.6% |
0.0060 |
0.8% |
9% |
False |
False |
35,532 |
| 80 |
0.7853 |
0.7227 |
0.0626 |
8.6% |
0.0058 |
0.8% |
9% |
False |
False |
26,719 |
| 100 |
0.7975 |
0.7227 |
0.0748 |
10.3% |
0.0054 |
0.7% |
8% |
False |
False |
21,446 |
| 120 |
0.8007 |
0.7227 |
0.0780 |
10.7% |
0.0053 |
0.7% |
7% |
False |
False |
17,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7505 |
|
2.618 |
0.7431 |
|
1.618 |
0.7386 |
|
1.000 |
0.7358 |
|
0.618 |
0.7340 |
|
HIGH |
0.7312 |
|
0.618 |
0.7295 |
|
0.500 |
0.7289 |
|
0.382 |
0.7284 |
|
LOW |
0.7267 |
|
0.618 |
0.7238 |
|
1.000 |
0.7221 |
|
1.618 |
0.7193 |
|
2.618 |
0.7147 |
|
4.250 |
0.7073 |
|
|
| Fisher Pivots for day following 07-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7289 |
0.7337 |
| PP |
0.7288 |
0.7320 |
| S1 |
0.7286 |
0.7302 |
|