CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 14-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2022 |
14-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7238 |
0.7273 |
0.0035 |
0.5% |
0.7280 |
| High |
0.7298 |
0.7299 |
0.0001 |
0.0% |
0.7299 |
| Low |
0.7156 |
0.7196 |
0.0040 |
0.6% |
0.7156 |
| Close |
0.7287 |
0.7200 |
-0.0087 |
-1.2% |
0.7200 |
| Range |
0.0142 |
0.0103 |
-0.0039 |
-27.6% |
0.0143 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.3% |
0.0000 |
| Volume |
153,545 |
102,838 |
-50,707 |
-33.0% |
502,928 |
|
| Daily Pivots for day following 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7539 |
0.7472 |
0.7256 |
|
| R3 |
0.7437 |
0.7370 |
0.7228 |
|
| R2 |
0.7334 |
0.7334 |
0.7219 |
|
| R1 |
0.7267 |
0.7267 |
0.7209 |
0.7249 |
| PP |
0.7232 |
0.7232 |
0.7232 |
0.7223 |
| S1 |
0.7165 |
0.7165 |
0.7191 |
0.7147 |
| S2 |
0.7129 |
0.7129 |
0.7181 |
|
| S3 |
0.7027 |
0.7062 |
0.7172 |
|
| S4 |
0.6924 |
0.6960 |
0.7144 |
|
|
| Weekly Pivots for week ending 14-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7646 |
0.7565 |
0.7278 |
|
| R3 |
0.7503 |
0.7423 |
0.7239 |
|
| R2 |
0.7361 |
0.7361 |
0.7226 |
|
| R1 |
0.7280 |
0.7280 |
0.7213 |
0.7249 |
| PP |
0.7218 |
0.7218 |
0.7218 |
0.7203 |
| S1 |
0.7138 |
0.7138 |
0.7187 |
0.7107 |
| S2 |
0.7076 |
0.7076 |
0.7174 |
|
| S3 |
0.6933 |
0.6995 |
0.7161 |
|
| S4 |
0.6791 |
0.6853 |
0.7122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7299 |
0.7156 |
0.0143 |
2.0% |
0.0080 |
1.1% |
31% |
True |
False |
100,585 |
| 10 |
0.7409 |
0.7156 |
0.0253 |
3.5% |
0.0085 |
1.2% |
17% |
False |
False |
99,018 |
| 20 |
0.7562 |
0.7156 |
0.0406 |
5.6% |
0.0085 |
1.2% |
11% |
False |
False |
110,612 |
| 40 |
0.7750 |
0.7156 |
0.0594 |
8.3% |
0.0070 |
1.0% |
7% |
False |
False |
65,565 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.7% |
0.0062 |
0.9% |
6% |
False |
False |
43,893 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.7% |
0.0060 |
0.8% |
6% |
False |
False |
32,992 |
| 100 |
0.7975 |
0.7156 |
0.0819 |
11.4% |
0.0057 |
0.8% |
5% |
False |
False |
26,467 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.4% |
0.0055 |
0.8% |
5% |
False |
False |
22,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7734 |
|
2.618 |
0.7567 |
|
1.618 |
0.7464 |
|
1.000 |
0.7401 |
|
0.618 |
0.7362 |
|
HIGH |
0.7299 |
|
0.618 |
0.7259 |
|
0.500 |
0.7247 |
|
0.382 |
0.7235 |
|
LOW |
0.7196 |
|
0.618 |
0.7133 |
|
1.000 |
0.7094 |
|
1.618 |
0.7030 |
|
2.618 |
0.6928 |
|
4.250 |
0.6760 |
|
|
| Fisher Pivots for day following 14-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7247 |
0.7227 |
| PP |
0.7232 |
0.7218 |
| S1 |
0.7216 |
0.7209 |
|