CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 19-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2022 |
19-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7293 |
0.7279 |
-0.0014 |
-0.2% |
0.7280 |
| High |
0.7323 |
0.7291 |
-0.0033 |
-0.4% |
0.7299 |
| Low |
0.7242 |
0.7241 |
-0.0001 |
0.0% |
0.7156 |
| Close |
0.7261 |
0.7258 |
-0.0004 |
0.0% |
0.7200 |
| Range |
0.0081 |
0.0050 |
-0.0032 |
-38.9% |
0.0143 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
87,765 |
82,733 |
-5,032 |
-5.7% |
502,928 |
|
| Daily Pivots for day following 19-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7412 |
0.7384 |
0.7285 |
|
| R3 |
0.7362 |
0.7335 |
0.7271 |
|
| R2 |
0.7313 |
0.7313 |
0.7267 |
|
| R1 |
0.7285 |
0.7285 |
0.7262 |
0.7274 |
| PP |
0.7263 |
0.7263 |
0.7263 |
0.7258 |
| S1 |
0.7236 |
0.7236 |
0.7253 |
0.7225 |
| S2 |
0.7214 |
0.7214 |
0.7248 |
|
| S3 |
0.7164 |
0.7186 |
0.7244 |
|
| S4 |
0.7115 |
0.7137 |
0.7230 |
|
|
| 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% |
0.0094 |
1.3% |
61% |
False |
False |
101,644 |
| 10 |
0.7374 |
0.7156 |
0.0218 |
3.0% |
0.0078 |
1.1% |
47% |
False |
False |
93,956 |
| 20 |
0.7458 |
0.7156 |
0.0302 |
4.2% |
0.0087 |
1.2% |
34% |
False |
False |
109,052 |
| 40 |
0.7750 |
0.7156 |
0.0594 |
8.2% |
0.0072 |
1.0% |
17% |
False |
False |
71,765 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0063 |
0.9% |
15% |
False |
False |
48,082 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0061 |
0.8% |
15% |
False |
False |
36,130 |
| 100 |
0.7975 |
0.7156 |
0.0819 |
11.3% |
0.0058 |
0.8% |
12% |
False |
False |
28,977 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.3% |
0.0056 |
0.8% |
12% |
False |
False |
24,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7501 |
|
2.618 |
0.7420 |
|
1.618 |
0.7371 |
|
1.000 |
0.7340 |
|
0.618 |
0.7321 |
|
HIGH |
0.7291 |
|
0.618 |
0.7272 |
|
0.500 |
0.7266 |
|
0.382 |
0.7260 |
|
LOW |
0.7241 |
|
0.618 |
0.7210 |
|
1.000 |
0.7192 |
|
1.618 |
0.7161 |
|
2.618 |
0.7111 |
|
4.250 |
0.7031 |
|
|
| Fisher Pivots for day following 19-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7266 |
0.7264 |
| PP |
0.7263 |
0.7262 |
| S1 |
0.7260 |
0.7260 |
|