CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 03-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2022 |
03-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7339 |
0.7296 |
-0.0043 |
-0.6% |
0.7338 |
| High |
0.7384 |
0.7310 |
-0.0074 |
-1.0% |
0.7412 |
| Low |
0.7294 |
0.7244 |
-0.0050 |
-0.7% |
0.7260 |
| Close |
0.7335 |
0.7287 |
-0.0048 |
-0.6% |
0.7352 |
| Range |
0.0091 |
0.0067 |
-0.0024 |
-26.5% |
0.0152 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.1% |
0.0000 |
| Volume |
90,422 |
84,373 |
-6,049 |
-6.7% |
479,896 |
|
| Daily Pivots for day following 03-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7480 |
0.7450 |
0.7324 |
|
| R3 |
0.7413 |
0.7383 |
0.7305 |
|
| R2 |
0.7347 |
0.7347 |
0.7299 |
|
| R1 |
0.7317 |
0.7317 |
0.7293 |
0.7299 |
| PP |
0.7280 |
0.7280 |
0.7280 |
0.7271 |
| S1 |
0.7250 |
0.7250 |
0.7281 |
0.7232 |
| S2 |
0.7214 |
0.7214 |
0.7275 |
|
| S3 |
0.7147 |
0.7184 |
0.7269 |
|
| S4 |
0.7081 |
0.7117 |
0.7250 |
|
|
| 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 |
0.7396 |
0.7244 |
0.0152 |
2.1% |
0.0068 |
0.9% |
29% |
False |
True |
85,217 |
| 10 |
0.7412 |
0.7218 |
0.0194 |
2.7% |
0.0079 |
1.1% |
36% |
False |
False |
96,894 |
| 20 |
0.7412 |
0.7156 |
0.0256 |
3.5% |
0.0077 |
1.1% |
51% |
False |
False |
95,149 |
| 40 |
0.7718 |
0.7156 |
0.0562 |
7.7% |
0.0079 |
1.1% |
23% |
False |
False |
97,115 |
| 60 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0070 |
1.0% |
19% |
False |
False |
65,674 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0065 |
0.9% |
19% |
False |
False |
49,353 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.6% |
0.0062 |
0.9% |
19% |
False |
False |
39,532 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.2% |
0.0058 |
0.8% |
16% |
False |
False |
33,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7593 |
|
2.618 |
0.7484 |
|
1.618 |
0.7418 |
|
1.000 |
0.7377 |
|
0.618 |
0.7351 |
|
HIGH |
0.7310 |
|
0.618 |
0.7285 |
|
0.500 |
0.7277 |
|
0.382 |
0.7269 |
|
LOW |
0.7244 |
|
0.618 |
0.7202 |
|
1.000 |
0.7177 |
|
1.618 |
0.7136 |
|
2.618 |
0.7069 |
|
4.250 |
0.6961 |
|
|
| Fisher Pivots for day following 03-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7284 |
0.7318 |
| PP |
0.7280 |
0.7308 |
| S1 |
0.7277 |
0.7297 |
|