CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 21-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2022 |
21-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7267 |
0.7264 |
-0.0003 |
0.0% |
0.7204 |
| High |
0.7326 |
0.7338 |
0.0012 |
0.2% |
0.7338 |
| Low |
0.7243 |
0.7218 |
-0.0025 |
-0.3% |
0.7204 |
| Close |
0.7260 |
0.7320 |
0.0060 |
0.8% |
0.7320 |
| Range |
0.0083 |
0.0120 |
0.0037 |
44.6% |
0.0134 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
3.7% |
0.0000 |
| Volume |
91,882 |
145,966 |
54,084 |
58.9% |
489,686 |
|
| Daily Pivots for day following 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7652 |
0.7606 |
0.7386 |
|
| R3 |
0.7532 |
0.7486 |
0.7353 |
|
| R2 |
0.7412 |
0.7412 |
0.7342 |
|
| R1 |
0.7366 |
0.7366 |
0.7331 |
0.7389 |
| PP |
0.7292 |
0.7292 |
0.7292 |
0.7303 |
| S1 |
0.7246 |
0.7246 |
0.7309 |
0.7269 |
| S2 |
0.7172 |
0.7172 |
0.7298 |
|
| S3 |
0.7052 |
0.7126 |
0.7287 |
|
| S4 |
0.6932 |
0.7006 |
0.7254 |
|
|
| Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7637 |
0.7393 |
|
| R3 |
0.7554 |
0.7504 |
0.7356 |
|
| R2 |
0.7421 |
0.7421 |
0.7344 |
|
| R1 |
0.7370 |
0.7370 |
0.7332 |
0.7395 |
| PP |
0.7287 |
0.7287 |
0.7287 |
0.7300 |
| S1 |
0.7237 |
0.7237 |
0.7307 |
0.7262 |
| S2 |
0.7154 |
0.7154 |
0.7295 |
|
| S3 |
0.7020 |
0.7103 |
0.7283 |
|
| S4 |
0.6887 |
0.6970 |
0.7246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7338 |
0.7204 |
0.0134 |
1.8% |
0.0086 |
1.2% |
87% |
True |
False |
97,937 |
| 10 |
0.7338 |
0.7156 |
0.0182 |
2.5% |
0.0083 |
1.1% |
90% |
True |
False |
99,261 |
| 20 |
0.7409 |
0.7156 |
0.0253 |
3.4% |
0.0089 |
1.2% |
65% |
False |
False |
107,044 |
| 40 |
0.7744 |
0.7156 |
0.0588 |
8.0% |
0.0075 |
1.0% |
28% |
False |
False |
77,657 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0065 |
0.9% |
23% |
False |
False |
52,044 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0063 |
0.9% |
23% |
False |
False |
39,102 |
| 100 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0059 |
0.8% |
20% |
False |
False |
31,351 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0056 |
0.8% |
20% |
False |
False |
26,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7848 |
|
2.618 |
0.7652 |
|
1.618 |
0.7532 |
|
1.000 |
0.7458 |
|
0.618 |
0.7412 |
|
HIGH |
0.7338 |
|
0.618 |
0.7292 |
|
0.500 |
0.7278 |
|
0.382 |
0.7263 |
|
LOW |
0.7218 |
|
0.618 |
0.7143 |
|
1.000 |
0.7098 |
|
1.618 |
0.7023 |
|
2.618 |
0.6903 |
|
4.250 |
0.6708 |
|
|
| Fisher Pivots for day following 21-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7306 |
0.7306 |
| PP |
0.7292 |
0.7292 |
| S1 |
0.7278 |
0.7278 |
|