CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 20-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2022 |
20-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7279 |
0.7267 |
-0.0012 |
-0.2% |
0.7280 |
| High |
0.7291 |
0.7326 |
0.0035 |
0.5% |
0.7299 |
| Low |
0.7241 |
0.7243 |
0.0002 |
0.0% |
0.7156 |
| Close |
0.7258 |
0.7260 |
0.0003 |
0.0% |
0.7200 |
| Range |
0.0050 |
0.0083 |
0.0034 |
67.7% |
0.0143 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
0.4% |
0.0000 |
| Volume |
82,733 |
91,882 |
9,149 |
11.1% |
502,928 |
|
| Daily Pivots for day following 20-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7525 |
0.7476 |
0.7306 |
|
| R3 |
0.7442 |
0.7393 |
0.7283 |
|
| R2 |
0.7359 |
0.7359 |
0.7275 |
|
| R1 |
0.7310 |
0.7310 |
0.7268 |
0.7293 |
| PP |
0.7276 |
0.7276 |
0.7276 |
0.7268 |
| S1 |
0.7227 |
0.7227 |
0.7252 |
0.7210 |
| S2 |
0.7193 |
0.7193 |
0.7245 |
|
| S3 |
0.7110 |
0.7144 |
0.7237 |
|
| S4 |
0.7027 |
0.7061 |
0.7214 |
|
|
| 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 |
0.7326 |
0.7196 |
0.0130 |
1.8% |
0.0083 |
1.1% |
49% |
True |
False |
89,311 |
| 10 |
0.7326 |
0.7156 |
0.0170 |
2.3% |
0.0075 |
1.0% |
61% |
True |
False |
93,405 |
| 20 |
0.7425 |
0.7156 |
0.0269 |
3.7% |
0.0087 |
1.2% |
39% |
False |
False |
106,504 |
| 40 |
0.7750 |
0.7156 |
0.0594 |
8.2% |
0.0073 |
1.0% |
18% |
False |
False |
74,047 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0064 |
0.9% |
15% |
False |
False |
49,612 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0061 |
0.8% |
15% |
False |
False |
37,278 |
| 100 |
0.7975 |
0.7156 |
0.0819 |
11.3% |
0.0058 |
0.8% |
13% |
False |
False |
29,894 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.3% |
0.0056 |
0.8% |
13% |
False |
False |
24,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7678 |
|
2.618 |
0.7543 |
|
1.618 |
0.7460 |
|
1.000 |
0.7409 |
|
0.618 |
0.7377 |
|
HIGH |
0.7326 |
|
0.618 |
0.7294 |
|
0.500 |
0.7284 |
|
0.382 |
0.7274 |
|
LOW |
0.7243 |
|
0.618 |
0.7191 |
|
1.000 |
0.7160 |
|
1.618 |
0.7108 |
|
2.618 |
0.7025 |
|
4.250 |
0.6890 |
|
|
| Fisher Pivots for day following 20-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7284 |
0.7283 |
| PP |
0.7276 |
0.7276 |
| S1 |
0.7268 |
0.7268 |
|