CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 12-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2022 |
12-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7257 |
0.7251 |
-0.0007 |
-0.1% |
0.7235 |
High |
0.7293 |
0.7268 |
-0.0025 |
-0.3% |
0.7409 |
Low |
0.7217 |
0.7232 |
0.0015 |
0.2% |
0.7232 |
Close |
0.7243 |
0.7235 |
-0.0008 |
-0.1% |
0.7285 |
Range |
0.0076 |
0.0037 |
-0.0039 |
-51.7% |
0.0177 |
ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.7% |
0.0000 |
Volume |
100,541 |
89,305 |
-11,236 |
-11.2% |
487,254 |
|
Daily Pivots for day following 12-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7354 |
0.7331 |
0.7255 |
|
R3 |
0.7318 |
0.7295 |
0.7245 |
|
R2 |
0.7281 |
0.7281 |
0.7242 |
|
R1 |
0.7258 |
0.7258 |
0.7238 |
0.7252 |
PP |
0.7245 |
0.7245 |
0.7245 |
0.7242 |
S1 |
0.7222 |
0.7222 |
0.7232 |
0.7215 |
S2 |
0.7208 |
0.7208 |
0.7228 |
|
S3 |
0.7172 |
0.7185 |
0.7225 |
|
S4 |
0.7135 |
0.7149 |
0.7215 |
|
|
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 |
0.7374 |
0.7217 |
0.0157 |
2.2% |
0.0061 |
0.8% |
12% |
False |
False |
86,268 |
10 |
0.7409 |
0.7217 |
0.0192 |
2.6% |
0.0078 |
1.1% |
9% |
False |
False |
97,831 |
20 |
0.7603 |
0.7217 |
0.0386 |
5.3% |
0.0078 |
1.1% |
5% |
False |
False |
108,094 |
40 |
0.7790 |
0.7217 |
0.0573 |
7.9% |
0.0066 |
0.9% |
3% |
False |
False |
59,177 |
60 |
0.7853 |
0.7217 |
0.0636 |
8.8% |
0.0059 |
0.8% |
3% |
False |
False |
39,631 |
80 |
0.7853 |
0.7217 |
0.0636 |
8.8% |
0.0058 |
0.8% |
3% |
False |
False |
29,794 |
100 |
0.7975 |
0.7217 |
0.0758 |
10.5% |
0.0055 |
0.8% |
2% |
False |
False |
23,904 |
120 |
0.7975 |
0.7217 |
0.0758 |
10.5% |
0.0054 |
0.7% |
2% |
False |
False |
19,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7423 |
2.618 |
0.7364 |
1.618 |
0.7327 |
1.000 |
0.7305 |
0.618 |
0.7291 |
HIGH |
0.7268 |
0.618 |
0.7254 |
0.500 |
0.7250 |
0.382 |
0.7245 |
LOW |
0.7232 |
0.618 |
0.7209 |
1.000 |
0.7195 |
1.618 |
0.7172 |
2.618 |
0.7136 |
4.250 |
0.7076 |
|
|
Fisher Pivots for day following 12-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7250 |
0.7257 |
PP |
0.7245 |
0.7250 |
S1 |
0.7240 |
0.7242 |
|