CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 17-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2022 |
17-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7273 |
0.7204 |
-0.0069 |
-0.9% |
0.7280 |
| High |
0.7299 |
0.7302 |
0.0003 |
0.0% |
0.7299 |
| Low |
0.7196 |
0.7204 |
0.0008 |
0.1% |
0.7156 |
| Close |
0.7200 |
0.7292 |
0.0092 |
1.3% |
0.7200 |
| Range |
0.0103 |
0.0098 |
-0.0005 |
-4.9% |
0.0143 |
| ATR |
0.0080 |
0.0081 |
0.0002 |
2.0% |
0.0000 |
| Volume |
102,838 |
81,340 |
-21,498 |
-20.9% |
502,928 |
|
| Daily Pivots for day following 17-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7558 |
0.7522 |
0.7345 |
|
| R3 |
0.7461 |
0.7425 |
0.7318 |
|
| R2 |
0.7363 |
0.7363 |
0.7309 |
|
| R1 |
0.7327 |
0.7327 |
0.7300 |
0.7345 |
| PP |
0.7266 |
0.7266 |
0.7266 |
0.7275 |
| S1 |
0.7230 |
0.7230 |
0.7283 |
0.7248 |
| S2 |
0.7168 |
0.7168 |
0.7274 |
|
| S3 |
0.7071 |
0.7132 |
0.7265 |
|
| S4 |
0.6973 |
0.7035 |
0.7238 |
|
|
| 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 |
0.7302 |
0.7156 |
0.0146 |
2.0% |
0.0091 |
1.2% |
93% |
True |
False |
105,513 |
| 10 |
0.7409 |
0.7156 |
0.0253 |
3.5% |
0.0084 |
1.1% |
54% |
False |
False |
96,339 |
| 20 |
0.7562 |
0.7156 |
0.0406 |
5.6% |
0.0088 |
1.2% |
33% |
False |
False |
111,065 |
| 40 |
0.7750 |
0.7156 |
0.0594 |
8.1% |
0.0071 |
1.0% |
23% |
False |
False |
67,587 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0063 |
0.9% |
19% |
False |
False |
45,245 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0060 |
0.8% |
19% |
False |
False |
34,001 |
| 100 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0057 |
0.8% |
17% |
False |
False |
27,276 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0055 |
0.8% |
17% |
False |
False |
22,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7716 |
|
2.618 |
0.7557 |
|
1.618 |
0.7459 |
|
1.000 |
0.7399 |
|
0.618 |
0.7362 |
|
HIGH |
0.7302 |
|
0.618 |
0.7264 |
|
0.500 |
0.7253 |
|
0.382 |
0.7241 |
|
LOW |
0.7204 |
|
0.618 |
0.7144 |
|
1.000 |
0.7107 |
|
1.618 |
0.7046 |
|
2.618 |
0.6949 |
|
4.250 |
0.6790 |
|
|
| Fisher Pivots for day following 17-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7279 |
0.7271 |
| PP |
0.7266 |
0.7250 |
| S1 |
0.7253 |
0.7229 |
|