CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 25-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2022 |
25-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7338 |
0.7296 |
-0.0042 |
-0.6% |
0.7204 |
| High |
0.7350 |
0.7353 |
0.0003 |
0.0% |
0.7338 |
| Low |
0.7260 |
0.7274 |
0.0015 |
0.2% |
0.7204 |
| Close |
0.7291 |
0.7343 |
0.0053 |
0.7% |
0.7320 |
| Range |
0.0090 |
0.0079 |
-0.0012 |
-12.8% |
0.0134 |
| ATR |
0.0083 |
0.0082 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
95,867 |
73,789 |
-22,078 |
-23.0% |
489,686 |
|
| Daily Pivots for day following 25-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7529 |
0.7386 |
|
| R3 |
0.7480 |
0.7451 |
0.7365 |
|
| R2 |
0.7402 |
0.7402 |
0.7357 |
|
| R1 |
0.7372 |
0.7372 |
0.7350 |
0.7387 |
| PP |
0.7323 |
0.7323 |
0.7323 |
0.7331 |
| S1 |
0.7294 |
0.7294 |
0.7336 |
0.7309 |
| S2 |
0.7245 |
0.7245 |
0.7329 |
|
| S3 |
0.7166 |
0.7215 |
0.7321 |
|
| S4 |
0.7088 |
0.7137 |
0.7300 |
|
|
| 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 |
0.7353 |
0.7218 |
0.0135 |
1.8% |
0.0084 |
1.1% |
93% |
True |
False |
98,047 |
| 10 |
0.7353 |
0.7156 |
0.0197 |
2.7% |
0.0088 |
1.2% |
95% |
True |
False |
100,503 |
| 20 |
0.7409 |
0.7156 |
0.0253 |
3.4% |
0.0087 |
1.2% |
74% |
False |
False |
102,655 |
| 40 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0076 |
1.0% |
33% |
False |
False |
81,836 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0067 |
0.9% |
27% |
False |
False |
54,855 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0064 |
0.9% |
27% |
False |
False |
41,217 |
| 100 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0060 |
0.8% |
23% |
False |
False |
33,027 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0057 |
0.8% |
23% |
False |
False |
27,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7686 |
|
2.618 |
0.7558 |
|
1.618 |
0.7480 |
|
1.000 |
0.7431 |
|
0.618 |
0.7401 |
|
HIGH |
0.7353 |
|
0.618 |
0.7323 |
|
0.500 |
0.7313 |
|
0.382 |
0.7304 |
|
LOW |
0.7274 |
|
0.618 |
0.7225 |
|
1.000 |
0.7196 |
|
1.618 |
0.7147 |
|
2.618 |
0.7068 |
|
4.250 |
0.6940 |
|
|
| Fisher Pivots for day following 25-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7333 |
0.7324 |
| PP |
0.7323 |
0.7304 |
| S1 |
0.7313 |
0.7285 |
|