CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 02-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2022 |
02-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7344 |
0.7339 |
-0.0005 |
-0.1% |
0.7338 |
| High |
0.7393 |
0.7384 |
-0.0009 |
-0.1% |
0.7412 |
| Low |
0.7318 |
0.7294 |
-0.0024 |
-0.3% |
0.7260 |
| Close |
0.7345 |
0.7335 |
-0.0010 |
-0.1% |
0.7352 |
| Range |
0.0076 |
0.0091 |
0.0015 |
19.9% |
0.0152 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.2% |
0.0000 |
| Volume |
90,503 |
90,422 |
-81 |
-0.1% |
479,896 |
|
| Daily Pivots for day following 02-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7609 |
0.7562 |
0.7384 |
|
| R3 |
0.7518 |
0.7472 |
0.7359 |
|
| R2 |
0.7428 |
0.7428 |
0.7351 |
|
| R1 |
0.7381 |
0.7381 |
0.7343 |
0.7359 |
| PP |
0.7337 |
0.7337 |
0.7337 |
0.7326 |
| S1 |
0.7291 |
0.7291 |
0.7326 |
0.7269 |
| S2 |
0.7247 |
0.7247 |
0.7318 |
|
| S3 |
0.7156 |
0.7200 |
0.7310 |
|
| S4 |
0.7066 |
0.7110 |
0.7285 |
|
|
| 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 |
0.7294 |
0.0118 |
1.6% |
0.0069 |
0.9% |
35% |
False |
True |
88,044 |
| 10 |
0.7412 |
0.7218 |
0.0194 |
2.6% |
0.0080 |
1.1% |
60% |
False |
False |
97,644 |
| 20 |
0.7412 |
0.7156 |
0.0256 |
3.5% |
0.0079 |
1.1% |
70% |
False |
False |
95,800 |
| 40 |
0.7718 |
0.7156 |
0.0562 |
7.7% |
0.0079 |
1.1% |
32% |
False |
False |
95,247 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0071 |
1.0% |
26% |
False |
False |
64,291 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0065 |
0.9% |
26% |
False |
False |
48,309 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0062 |
0.8% |
26% |
False |
False |
38,700 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0058 |
0.8% |
22% |
False |
False |
32,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7621 |
|
1.618 |
0.7530 |
|
1.000 |
0.7475 |
|
0.618 |
0.7440 |
|
HIGH |
0.7384 |
|
0.618 |
0.7349 |
|
0.500 |
0.7339 |
|
0.382 |
0.7328 |
|
LOW |
0.7294 |
|
0.618 |
0.7238 |
|
1.000 |
0.7203 |
|
1.618 |
0.7147 |
|
2.618 |
0.7057 |
|
4.250 |
0.6909 |
|
|
| Fisher Pivots for day following 02-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7339 |
0.7343 |
| PP |
0.7337 |
0.7340 |
| S1 |
0.7336 |
0.7337 |
|