CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 10-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2022 |
10-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7275 |
0.7280 |
0.0005 |
0.1% |
0.7235 |
| High |
0.7312 |
0.7298 |
-0.0015 |
-0.2% |
0.7409 |
| Low |
0.7267 |
0.7256 |
-0.0011 |
-0.2% |
0.7232 |
| Close |
0.7285 |
0.7266 |
-0.0020 |
-0.3% |
0.7285 |
| Range |
0.0046 |
0.0042 |
-0.0004 |
-7.7% |
0.0177 |
| ATR |
0.0078 |
0.0076 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
87,405 |
56,699 |
-30,706 |
-35.1% |
487,254 |
|
| Daily Pivots for day following 10-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7399 |
0.7374 |
0.7289 |
|
| R3 |
0.7357 |
0.7332 |
0.7277 |
|
| R2 |
0.7315 |
0.7315 |
0.7273 |
|
| R1 |
0.7290 |
0.7290 |
0.7269 |
0.7282 |
| PP |
0.7273 |
0.7273 |
0.7273 |
0.7269 |
| S1 |
0.7248 |
0.7248 |
0.7262 |
0.7240 |
| S2 |
0.7231 |
0.7231 |
0.7258 |
|
| S3 |
0.7189 |
0.7206 |
0.7254 |
|
| S4 |
0.7147 |
0.7164 |
0.7242 |
|
|
| 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 |
0.7256 |
0.0153 |
2.1% |
0.0077 |
1.1% |
7% |
False |
True |
87,165 |
| 10 |
0.7409 |
0.7227 |
0.0182 |
2.5% |
0.0087 |
1.2% |
21% |
False |
False |
106,280 |
| 20 |
0.7718 |
0.7227 |
0.0491 |
6.8% |
0.0081 |
1.1% |
8% |
False |
False |
104,779 |
| 40 |
0.7825 |
0.7227 |
0.0598 |
8.2% |
0.0067 |
0.9% |
6% |
False |
False |
54,518 |
| 60 |
0.7853 |
0.7227 |
0.0626 |
8.6% |
0.0059 |
0.8% |
6% |
False |
False |
36,475 |
| 80 |
0.7853 |
0.7227 |
0.0626 |
8.6% |
0.0058 |
0.8% |
6% |
False |
False |
27,426 |
| 100 |
0.7975 |
0.7227 |
0.0748 |
10.3% |
0.0055 |
0.8% |
5% |
False |
False |
22,011 |
| 120 |
0.8007 |
0.7227 |
0.0780 |
10.7% |
0.0054 |
0.7% |
5% |
False |
False |
18,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7476 |
|
2.618 |
0.7407 |
|
1.618 |
0.7365 |
|
1.000 |
0.7340 |
|
0.618 |
0.7323 |
|
HIGH |
0.7298 |
|
0.618 |
0.7281 |
|
0.500 |
0.7277 |
|
0.382 |
0.7272 |
|
LOW |
0.7256 |
|
0.618 |
0.7230 |
|
1.000 |
0.7214 |
|
1.618 |
0.7188 |
|
2.618 |
0.7146 |
|
4.250 |
0.7077 |
|
|
| Fisher Pivots for day following 10-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7277 |
0.7315 |
| PP |
0.7273 |
0.7298 |
| S1 |
0.7269 |
0.7282 |
|