CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 13-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2022 |
13-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7251 |
0.7238 |
-0.0013 |
-0.2% |
0.7235 |
High |
0.7268 |
0.7298 |
0.0030 |
0.4% |
0.7409 |
Low |
0.7232 |
0.7156 |
-0.0076 |
-1.0% |
0.7232 |
Close |
0.7235 |
0.7287 |
0.0052 |
0.7% |
0.7285 |
Range |
0.0037 |
0.0142 |
0.0105 |
287.7% |
0.0177 |
ATR |
0.0073 |
0.0078 |
0.0005 |
6.7% |
0.0000 |
Volume |
89,305 |
153,545 |
64,240 |
71.9% |
487,254 |
|
Daily Pivots for day following 13-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7671 |
0.7621 |
0.7365 |
|
R3 |
0.7530 |
0.7479 |
0.7326 |
|
R2 |
0.7388 |
0.7388 |
0.7313 |
|
R1 |
0.7338 |
0.7338 |
0.7300 |
0.7363 |
PP |
0.7247 |
0.7247 |
0.7247 |
0.7260 |
S1 |
0.7196 |
0.7196 |
0.7274 |
0.7222 |
S2 |
0.7105 |
0.7105 |
0.7261 |
|
S3 |
0.6964 |
0.7055 |
0.7248 |
|
S4 |
0.6822 |
0.6913 |
0.7209 |
|
|
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 |
0.7312 |
0.7156 |
0.0156 |
2.1% |
0.0068 |
0.9% |
84% |
False |
True |
97,499 |
10 |
0.7409 |
0.7156 |
0.0253 |
3.5% |
0.0084 |
1.2% |
52% |
False |
True |
101,109 |
20 |
0.7562 |
0.7156 |
0.0406 |
5.6% |
0.0083 |
1.1% |
32% |
False |
True |
111,405 |
40 |
0.7755 |
0.7156 |
0.0599 |
8.2% |
0.0068 |
0.9% |
22% |
False |
True |
63,001 |
60 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0061 |
0.8% |
19% |
False |
True |
42,183 |
80 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0059 |
0.8% |
19% |
False |
True |
31,709 |
100 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0056 |
0.8% |
16% |
False |
True |
25,439 |
120 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0054 |
0.7% |
16% |
False |
True |
21,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7899 |
2.618 |
0.7668 |
1.618 |
0.7526 |
1.000 |
0.7439 |
0.618 |
0.7385 |
HIGH |
0.7298 |
0.618 |
0.7243 |
0.500 |
0.7227 |
0.382 |
0.7210 |
LOW |
0.7156 |
0.618 |
0.7069 |
1.000 |
0.7015 |
1.618 |
0.6927 |
2.618 |
0.6786 |
4.250 |
0.6555 |
|
|
Fisher Pivots for day following 13-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7267 |
0.7267 |
PP |
0.7247 |
0.7247 |
S1 |
0.7227 |
0.7227 |
|