CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 26-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2022 |
26-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7296 |
0.7348 |
0.0053 |
0.7% |
0.7204 |
| High |
0.7353 |
0.7404 |
0.0051 |
0.7% |
0.7338 |
| Low |
0.7274 |
0.7315 |
0.0041 |
0.6% |
0.7204 |
| Close |
0.7343 |
0.7375 |
0.0032 |
0.4% |
0.7320 |
| Range |
0.0079 |
0.0089 |
0.0010 |
12.7% |
0.0134 |
| ATR |
0.0082 |
0.0083 |
0.0000 |
0.5% |
0.0000 |
| Volume |
73,789 |
128,725 |
54,936 |
74.5% |
489,686 |
|
| Daily Pivots for day following 26-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7630 |
0.7591 |
0.7424 |
|
| R3 |
0.7542 |
0.7503 |
0.7399 |
|
| R2 |
0.7453 |
0.7453 |
0.7391 |
|
| R1 |
0.7414 |
0.7414 |
0.7383 |
0.7434 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7374 |
| S1 |
0.7326 |
0.7326 |
0.7367 |
0.7345 |
| S2 |
0.7276 |
0.7276 |
0.7359 |
|
| S3 |
0.7188 |
0.7237 |
0.7351 |
|
| S4 |
0.7099 |
0.7149 |
0.7326 |
|
|
| 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 |
0.7404 |
0.7218 |
0.0186 |
2.5% |
0.0092 |
1.2% |
85% |
True |
False |
107,245 |
| 10 |
0.7404 |
0.7156 |
0.0248 |
3.4% |
0.0093 |
1.3% |
88% |
True |
False |
104,445 |
| 20 |
0.7409 |
0.7156 |
0.0253 |
3.4% |
0.0086 |
1.2% |
87% |
False |
False |
101,138 |
| 40 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0076 |
1.0% |
39% |
False |
False |
84,968 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0068 |
0.9% |
31% |
False |
False |
56,998 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0063 |
0.9% |
31% |
False |
False |
42,819 |
| 100 |
0.7975 |
0.7156 |
0.0819 |
11.1% |
0.0061 |
0.8% |
27% |
False |
False |
34,311 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.1% |
0.0057 |
0.8% |
27% |
False |
False |
28,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7780 |
|
2.618 |
0.7635 |
|
1.618 |
0.7547 |
|
1.000 |
0.7492 |
|
0.618 |
0.7458 |
|
HIGH |
0.7404 |
|
0.618 |
0.7370 |
|
0.500 |
0.7359 |
|
0.382 |
0.7349 |
|
LOW |
0.7315 |
|
0.618 |
0.7260 |
|
1.000 |
0.7227 |
|
1.618 |
0.7172 |
|
2.618 |
0.7083 |
|
4.250 |
0.6939 |
|
|
| Fisher Pivots for day following 26-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7370 |
0.7361 |
| PP |
0.7365 |
0.7346 |
| S1 |
0.7359 |
0.7332 |
|