CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 31-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2022 |
31-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7373 |
0.7351 |
-0.0022 |
-0.3% |
0.7338 |
| High |
0.7396 |
0.7357 |
-0.0039 |
-0.5% |
0.7412 |
| Low |
0.7336 |
0.7310 |
-0.0027 |
-0.4% |
0.7260 |
| Close |
0.7352 |
0.7341 |
-0.0011 |
-0.1% |
0.7352 |
| Range |
0.0060 |
0.0047 |
-0.0013 |
-21.0% |
0.0152 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
83,007 |
77,780 |
-5,227 |
-6.3% |
479,896 |
|
| Daily Pivots for day following 31-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7477 |
0.7456 |
0.7366 |
|
| R3 |
0.7430 |
0.7409 |
0.7353 |
|
| R2 |
0.7383 |
0.7383 |
0.7349 |
|
| R1 |
0.7362 |
0.7362 |
0.7345 |
0.7349 |
| PP |
0.7336 |
0.7336 |
0.7336 |
0.7329 |
| S1 |
0.7315 |
0.7315 |
0.7336 |
0.7302 |
| S2 |
0.7289 |
0.7289 |
0.7332 |
|
| S3 |
0.7242 |
0.7268 |
0.7328 |
|
| S4 |
0.7195 |
0.7221 |
0.7315 |
|
|
| Weekly Pivots for week ending 28-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7797 |
0.7726 |
0.7435 |
|
| R3 |
0.7645 |
0.7574 |
0.7393 |
|
| R2 |
0.7493 |
0.7493 |
0.7379 |
|
| R1 |
0.7422 |
0.7422 |
0.7365 |
0.7458 |
| PP |
0.7341 |
0.7341 |
0.7341 |
0.7359 |
| S1 |
0.7270 |
0.7270 |
0.7338 |
0.7306 |
| S2 |
0.7189 |
0.7189 |
0.7324 |
|
| S3 |
0.7037 |
0.7118 |
0.7310 |
|
| S4 |
0.6885 |
0.6966 |
0.7268 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7412 |
0.7274 |
0.0138 |
1.9% |
0.0069 |
0.9% |
48% |
False |
False |
92,361 |
| 10 |
0.7412 |
0.7218 |
0.0194 |
2.6% |
0.0077 |
1.0% |
63% |
False |
False |
96,602 |
| 20 |
0.7412 |
0.7156 |
0.0256 |
3.5% |
0.0080 |
1.1% |
72% |
False |
False |
96,470 |
| 40 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0077 |
1.1% |
33% |
False |
False |
91,150 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0069 |
0.9% |
26% |
False |
False |
61,284 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0064 |
0.9% |
26% |
False |
False |
46,054 |
| 100 |
0.7954 |
0.7156 |
0.0798 |
10.9% |
0.0062 |
0.8% |
23% |
False |
False |
36,898 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0058 |
0.8% |
23% |
False |
False |
30,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7556 |
|
2.618 |
0.7480 |
|
1.618 |
0.7433 |
|
1.000 |
0.7404 |
|
0.618 |
0.7386 |
|
HIGH |
0.7357 |
|
0.618 |
0.7339 |
|
0.500 |
0.7333 |
|
0.382 |
0.7327 |
|
LOW |
0.7310 |
|
0.618 |
0.7280 |
|
1.000 |
0.7263 |
|
1.618 |
0.7233 |
|
2.618 |
0.7186 |
|
4.250 |
0.7110 |
|
|
| Fisher Pivots for day following 31-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7338 |
0.7361 |
| PP |
0.7336 |
0.7354 |
| S1 |
0.7333 |
0.7347 |
|