CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 04-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2022 |
04-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7296 |
0.7276 |
-0.0021 |
-0.3% |
0.7351 |
| High |
0.7310 |
0.7427 |
0.0117 |
1.6% |
0.7427 |
| Low |
0.7244 |
0.7274 |
0.0031 |
0.4% |
0.7244 |
| Close |
0.7287 |
0.7424 |
0.0137 |
1.9% |
0.7424 |
| Range |
0.0067 |
0.0153 |
0.0086 |
129.3% |
0.0183 |
| ATR |
0.0080 |
0.0085 |
0.0005 |
6.5% |
0.0000 |
| Volume |
84,373 |
136,705 |
52,332 |
62.0% |
479,783 |
|
| Daily Pivots for day following 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7832 |
0.7780 |
0.7507 |
|
| R3 |
0.7680 |
0.7628 |
0.7465 |
|
| R2 |
0.7527 |
0.7527 |
0.7451 |
|
| R1 |
0.7475 |
0.7475 |
0.7437 |
0.7501 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7388 |
| S1 |
0.7323 |
0.7323 |
0.7410 |
0.7349 |
| S2 |
0.7222 |
0.7222 |
0.7396 |
|
| S3 |
0.7070 |
0.7170 |
0.7382 |
|
| S4 |
0.6917 |
0.7018 |
0.7340 |
|
|
| Weekly Pivots for week ending 04-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7914 |
0.7852 |
0.7524 |
|
| R3 |
0.7731 |
0.7669 |
0.7474 |
|
| R2 |
0.7548 |
0.7548 |
0.7457 |
|
| R1 |
0.7486 |
0.7486 |
0.7440 |
0.7517 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7380 |
| S1 |
0.7303 |
0.7303 |
0.7407 |
0.7334 |
| S2 |
0.7182 |
0.7182 |
0.7390 |
|
| S3 |
0.6999 |
0.7120 |
0.7373 |
|
| S4 |
0.6816 |
0.6937 |
0.7323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7427 |
0.7244 |
0.0183 |
2.5% |
0.0086 |
1.2% |
98% |
True |
False |
95,956 |
| 10 |
0.7427 |
0.7244 |
0.0183 |
2.5% |
0.0082 |
1.1% |
98% |
True |
False |
95,967 |
| 20 |
0.7427 |
0.7156 |
0.0271 |
3.6% |
0.0082 |
1.1% |
99% |
True |
False |
97,614 |
| 40 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0082 |
1.1% |
48% |
False |
False |
100,221 |
| 60 |
0.7848 |
0.7156 |
0.0692 |
9.3% |
0.0072 |
1.0% |
39% |
False |
False |
67,945 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0066 |
0.9% |
38% |
False |
False |
51,053 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0063 |
0.8% |
38% |
False |
False |
40,898 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.0% |
0.0059 |
0.8% |
33% |
False |
False |
34,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8075 |
|
2.618 |
0.7826 |
|
1.618 |
0.7673 |
|
1.000 |
0.7579 |
|
0.618 |
0.7521 |
|
HIGH |
0.7427 |
|
0.618 |
0.7368 |
|
0.500 |
0.7350 |
|
0.382 |
0.7332 |
|
LOW |
0.7274 |
|
0.618 |
0.7180 |
|
1.000 |
0.7122 |
|
1.618 |
0.7027 |
|
2.618 |
0.6875 |
|
4.250 |
0.6626 |
|
|
| Fisher Pivots for day following 04-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7399 |
0.7394 |
| PP |
0.7375 |
0.7365 |
| S1 |
0.7350 |
0.7335 |
|