CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 07-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2022 |
07-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7276 |
0.7395 |
0.0120 |
1.6% |
0.7351 |
| High |
0.7427 |
0.7429 |
0.0002 |
0.0% |
0.7427 |
| Low |
0.7274 |
0.7380 |
0.0106 |
1.5% |
0.7244 |
| Close |
0.7424 |
0.7413 |
-0.0011 |
-0.1% |
0.7424 |
| Range |
0.0153 |
0.0049 |
-0.0104 |
-68.2% |
0.0183 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
136,705 |
77,215 |
-59,490 |
-43.5% |
479,783 |
|
| Daily Pivots for day following 07-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7531 |
0.7439 |
|
| R3 |
0.7504 |
0.7483 |
0.7426 |
|
| R2 |
0.7456 |
0.7456 |
0.7421 |
|
| R1 |
0.7434 |
0.7434 |
0.7417 |
0.7445 |
| PP |
0.7407 |
0.7407 |
0.7407 |
0.7412 |
| S1 |
0.7386 |
0.7386 |
0.7408 |
0.7396 |
| S2 |
0.7359 |
0.7359 |
0.7404 |
|
| S3 |
0.7310 |
0.7337 |
0.7399 |
|
| S4 |
0.7262 |
0.7289 |
0.7386 |
|
|
| 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 |
0.7429 |
0.7244 |
0.0185 |
2.5% |
0.0087 |
1.2% |
91% |
True |
False |
95,843 |
| 10 |
0.7429 |
0.7244 |
0.0185 |
2.5% |
0.0078 |
1.0% |
91% |
True |
False |
94,102 |
| 20 |
0.7429 |
0.7156 |
0.0273 |
3.7% |
0.0083 |
1.1% |
94% |
True |
False |
98,640 |
| 40 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0082 |
1.1% |
46% |
False |
False |
101,710 |
| 60 |
0.7825 |
0.7156 |
0.0669 |
9.0% |
0.0072 |
1.0% |
38% |
False |
False |
69,225 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0065 |
0.9% |
37% |
False |
False |
52,016 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0063 |
0.8% |
37% |
False |
False |
41,669 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.0% |
0.0059 |
0.8% |
31% |
False |
False |
34,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7635 |
|
2.618 |
0.7555 |
|
1.618 |
0.7507 |
|
1.000 |
0.7477 |
|
0.618 |
0.7458 |
|
HIGH |
0.7429 |
|
0.618 |
0.7410 |
|
0.500 |
0.7404 |
|
0.382 |
0.7399 |
|
LOW |
0.7380 |
|
0.618 |
0.7350 |
|
1.000 |
0.7332 |
|
1.618 |
0.7302 |
|
2.618 |
0.7253 |
|
4.250 |
0.7174 |
|
|
| Fisher Pivots for day following 07-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7410 |
0.7387 |
| PP |
0.7407 |
0.7362 |
| S1 |
0.7404 |
0.7336 |
|