CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 18-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2022 |
18-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7204 |
0.7293 |
0.0089 |
1.2% |
0.7280 |
| High |
0.7302 |
0.7323 |
0.0022 |
0.3% |
0.7299 |
| Low |
0.7204 |
0.7242 |
0.0038 |
0.5% |
0.7156 |
| Close |
0.7292 |
0.7261 |
-0.0031 |
-0.4% |
0.7200 |
| Range |
0.0098 |
0.0081 |
-0.0017 |
-16.9% |
0.0143 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.0% |
0.0000 |
| Volume |
81,340 |
87,765 |
6,425 |
7.9% |
502,928 |
|
| Daily Pivots for day following 18-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7518 |
0.7471 |
0.7306 |
|
| R3 |
0.7437 |
0.7390 |
0.7283 |
|
| R2 |
0.7356 |
0.7356 |
0.7276 |
|
| R1 |
0.7309 |
0.7309 |
0.7268 |
0.7292 |
| PP |
0.7275 |
0.7275 |
0.7275 |
0.7267 |
| S1 |
0.7228 |
0.7228 |
0.7254 |
0.7211 |
| S2 |
0.7194 |
0.7194 |
0.7246 |
|
| S3 |
0.7113 |
0.7147 |
0.7239 |
|
| S4 |
0.7032 |
0.7066 |
0.7216 |
|
|
| 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 |
0.7323 |
0.7156 |
0.0167 |
2.3% |
0.0092 |
1.3% |
63% |
True |
False |
102,958 |
| 10 |
0.7408 |
0.7156 |
0.0252 |
3.5% |
0.0083 |
1.1% |
42% |
False |
False |
94,474 |
| 20 |
0.7487 |
0.7156 |
0.0331 |
4.6% |
0.0087 |
1.2% |
32% |
False |
False |
110,528 |
| 40 |
0.7750 |
0.7156 |
0.0594 |
8.2% |
0.0072 |
1.0% |
18% |
False |
False |
69,760 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0063 |
0.9% |
15% |
False |
False |
46,704 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0061 |
0.8% |
15% |
False |
False |
35,096 |
| 100 |
0.7975 |
0.7156 |
0.0819 |
11.3% |
0.0058 |
0.8% |
13% |
False |
False |
28,151 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.3% |
0.0056 |
0.8% |
13% |
False |
False |
23,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7667 |
|
2.618 |
0.7535 |
|
1.618 |
0.7454 |
|
1.000 |
0.7404 |
|
0.618 |
0.7373 |
|
HIGH |
0.7323 |
|
0.618 |
0.7292 |
|
0.500 |
0.7283 |
|
0.382 |
0.7273 |
|
LOW |
0.7242 |
|
0.618 |
0.7192 |
|
1.000 |
0.7161 |
|
1.618 |
0.7111 |
|
2.618 |
0.7030 |
|
4.250 |
0.6898 |
|
|
| Fisher Pivots for day following 18-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7283 |
0.7261 |
| PP |
0.7275 |
0.7260 |
| S1 |
0.7268 |
0.7260 |
|