CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 24-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2022 |
24-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7264 |
0.7338 |
0.0074 |
1.0% |
0.7204 |
| High |
0.7338 |
0.7350 |
0.0012 |
0.2% |
0.7338 |
| Low |
0.7218 |
0.7260 |
0.0042 |
0.6% |
0.7204 |
| Close |
0.7320 |
0.7291 |
-0.0029 |
-0.4% |
0.7320 |
| Range |
0.0120 |
0.0090 |
-0.0030 |
-25.0% |
0.0134 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
0.7% |
0.0000 |
| Volume |
145,966 |
95,867 |
-50,099 |
-34.3% |
489,686 |
|
| Daily Pivots for day following 24-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7570 |
0.7520 |
0.7340 |
|
| R3 |
0.7480 |
0.7430 |
0.7315 |
|
| R2 |
0.7390 |
0.7390 |
0.7307 |
|
| R1 |
0.7340 |
0.7340 |
0.7299 |
0.7320 |
| PP |
0.7300 |
0.7300 |
0.7300 |
0.7290 |
| S1 |
0.7250 |
0.7250 |
0.7282 |
0.7230 |
| S2 |
0.7210 |
0.7210 |
0.7274 |
|
| S3 |
0.7120 |
0.7160 |
0.7266 |
|
| S4 |
0.7030 |
0.7070 |
0.7241 |
|
|
| 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 |
0.7350 |
0.7218 |
0.0132 |
1.8% |
0.0085 |
1.2% |
55% |
True |
False |
100,842 |
| 10 |
0.7350 |
0.7156 |
0.0194 |
2.7% |
0.0088 |
1.2% |
70% |
True |
False |
103,178 |
| 20 |
0.7409 |
0.7156 |
0.0253 |
3.5% |
0.0087 |
1.2% |
53% |
False |
False |
104,729 |
| 40 |
0.7718 |
0.7156 |
0.0562 |
7.7% |
0.0075 |
1.0% |
24% |
False |
False |
80,017 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0066 |
0.9% |
19% |
False |
False |
53,627 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0063 |
0.9% |
19% |
False |
False |
40,295 |
| 100 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0060 |
0.8% |
16% |
False |
False |
32,302 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0057 |
0.8% |
16% |
False |
False |
26,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7732 |
|
2.618 |
0.7585 |
|
1.618 |
0.7495 |
|
1.000 |
0.7440 |
|
0.618 |
0.7405 |
|
HIGH |
0.7350 |
|
0.618 |
0.7315 |
|
0.500 |
0.7305 |
|
0.382 |
0.7294 |
|
LOW |
0.7260 |
|
0.618 |
0.7204 |
|
1.000 |
0.7170 |
|
1.618 |
0.7114 |
|
2.618 |
0.7024 |
|
4.250 |
0.6877 |
|
|
| Fisher Pivots for day following 24-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7305 |
0.7288 |
| PP |
0.7300 |
0.7286 |
| S1 |
0.7295 |
0.7284 |
|