CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 27-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7379 |
0.0031 |
0.4% |
0.7204 |
| High |
0.7404 |
0.7412 |
0.0008 |
0.1% |
0.7338 |
| Low |
0.7315 |
0.7341 |
0.0026 |
0.3% |
0.7204 |
| Close |
0.7375 |
0.7374 |
-0.0001 |
0.0% |
0.7320 |
| Range |
0.0089 |
0.0071 |
-0.0018 |
-19.8% |
0.0134 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
128,725 |
98,508 |
-30,217 |
-23.5% |
489,686 |
|
| Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7588 |
0.7552 |
0.7413 |
|
| R3 |
0.7517 |
0.7481 |
0.7394 |
|
| R2 |
0.7446 |
0.7446 |
0.7387 |
|
| R1 |
0.7410 |
0.7410 |
0.7381 |
0.7393 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7367 |
| S1 |
0.7339 |
0.7339 |
0.7367 |
0.7322 |
| S2 |
0.7304 |
0.7304 |
0.7361 |
|
| S3 |
0.7233 |
0.7268 |
0.7354 |
|
| S4 |
0.7162 |
0.7197 |
0.7335 |
|
|
| 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 |
0.7412 |
0.7218 |
0.0194 |
2.6% |
0.0090 |
1.2% |
81% |
True |
False |
108,571 |
| 10 |
0.7412 |
0.7196 |
0.0216 |
2.9% |
0.0086 |
1.2% |
83% |
True |
False |
98,941 |
| 20 |
0.7412 |
0.7156 |
0.0256 |
3.5% |
0.0085 |
1.2% |
85% |
True |
False |
100,025 |
| 40 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0077 |
1.0% |
39% |
False |
False |
87,324 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0068 |
0.9% |
31% |
False |
False |
58,637 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0063 |
0.9% |
31% |
False |
False |
44,045 |
| 100 |
0.7975 |
0.7156 |
0.0819 |
11.1% |
0.0061 |
0.8% |
27% |
False |
False |
35,295 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.1% |
0.0057 |
0.8% |
27% |
False |
False |
29,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7713 |
|
2.618 |
0.7597 |
|
1.618 |
0.7526 |
|
1.000 |
0.7483 |
|
0.618 |
0.7455 |
|
HIGH |
0.7412 |
|
0.618 |
0.7384 |
|
0.500 |
0.7376 |
|
0.382 |
0.7368 |
|
LOW |
0.7341 |
|
0.618 |
0.7297 |
|
1.000 |
0.7270 |
|
1.618 |
0.7226 |
|
2.618 |
0.7155 |
|
4.250 |
0.7039 |
|
|
| Fisher Pivots for day following 27-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7376 |
0.7364 |
| PP |
0.7375 |
0.7353 |
| S1 |
0.7375 |
0.7343 |
|