CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 11-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2022 |
11-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7280 |
0.7257 |
-0.0023 |
-0.3% |
0.7235 |
| High |
0.7298 |
0.7293 |
-0.0005 |
-0.1% |
0.7409 |
| Low |
0.7256 |
0.7217 |
-0.0039 |
-0.5% |
0.7232 |
| Close |
0.7266 |
0.7243 |
-0.0023 |
-0.3% |
0.7285 |
| Range |
0.0042 |
0.0076 |
0.0034 |
79.8% |
0.0177 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
56,699 |
100,541 |
43,842 |
77.3% |
487,254 |
|
| Daily Pivots for day following 11-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7477 |
0.7436 |
0.7285 |
|
| R3 |
0.7402 |
0.7360 |
0.7264 |
|
| R2 |
0.7326 |
0.7326 |
0.7257 |
|
| R1 |
0.7285 |
0.7285 |
0.7250 |
0.7268 |
| PP |
0.7251 |
0.7251 |
0.7251 |
0.7242 |
| S1 |
0.7209 |
0.7209 |
0.7236 |
0.7192 |
| S2 |
0.7175 |
0.7175 |
0.7229 |
|
| S3 |
0.7100 |
0.7134 |
0.7222 |
|
| S4 |
0.7024 |
0.7058 |
0.7201 |
|
|
| 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 |
0.7408 |
0.7217 |
0.0191 |
2.6% |
0.0074 |
1.0% |
14% |
False |
True |
85,990 |
| 10 |
0.7409 |
0.7217 |
0.0192 |
2.6% |
0.0087 |
1.2% |
14% |
False |
True |
104,808 |
| 20 |
0.7611 |
0.7217 |
0.0394 |
5.4% |
0.0078 |
1.1% |
7% |
False |
True |
107,185 |
| 40 |
0.7790 |
0.7217 |
0.0573 |
7.9% |
0.0067 |
0.9% |
5% |
False |
True |
57,006 |
| 60 |
0.7853 |
0.7217 |
0.0636 |
8.8% |
0.0060 |
0.8% |
4% |
False |
True |
38,145 |
| 80 |
0.7853 |
0.7217 |
0.0636 |
8.8% |
0.0058 |
0.8% |
4% |
False |
True |
28,681 |
| 100 |
0.7975 |
0.7217 |
0.0758 |
10.5% |
0.0055 |
0.8% |
3% |
False |
True |
23,015 |
| 120 |
0.8005 |
0.7217 |
0.0788 |
10.9% |
0.0054 |
0.7% |
3% |
False |
True |
19,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7613 |
|
2.618 |
0.7490 |
|
1.618 |
0.7415 |
|
1.000 |
0.7368 |
|
0.618 |
0.7339 |
|
HIGH |
0.7293 |
|
0.618 |
0.7264 |
|
0.500 |
0.7255 |
|
0.382 |
0.7246 |
|
LOW |
0.7217 |
|
0.618 |
0.7170 |
|
1.000 |
0.7142 |
|
1.618 |
0.7095 |
|
2.618 |
0.7019 |
|
4.250 |
0.6896 |
|
|
| Fisher Pivots for day following 11-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7255 |
0.7265 |
| PP |
0.7251 |
0.7257 |
| S1 |
0.7247 |
0.7250 |
|