CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 08-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2022 |
08-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7395 |
0.7412 |
0.0017 |
0.2% |
0.7351 |
| High |
0.7429 |
0.7472 |
0.0043 |
0.6% |
0.7427 |
| Low |
0.7380 |
0.7394 |
0.0014 |
0.2% |
0.7244 |
| Close |
0.7413 |
0.7441 |
0.0029 |
0.4% |
0.7424 |
| Range |
0.0049 |
0.0078 |
0.0029 |
59.8% |
0.0183 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
77,215 |
70,642 |
-6,573 |
-8.5% |
479,783 |
|
| Daily Pivots for day following 08-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7668 |
0.7632 |
0.7484 |
|
| R3 |
0.7591 |
0.7555 |
0.7462 |
|
| R2 |
0.7513 |
0.7513 |
0.7455 |
|
| R1 |
0.7477 |
0.7477 |
0.7448 |
0.7495 |
| PP |
0.7436 |
0.7436 |
0.7436 |
0.7445 |
| S1 |
0.7400 |
0.7400 |
0.7434 |
0.7418 |
| S2 |
0.7358 |
0.7358 |
0.7427 |
|
| S3 |
0.7281 |
0.7322 |
0.7420 |
|
| S4 |
0.7203 |
0.7245 |
0.7398 |
|
|
| 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 |
0.7472 |
0.7244 |
0.0228 |
3.1% |
0.0087 |
1.2% |
87% |
True |
False |
91,871 |
| 10 |
0.7472 |
0.7244 |
0.0228 |
3.1% |
0.0078 |
1.0% |
87% |
True |
False |
93,788 |
| 20 |
0.7472 |
0.7156 |
0.0316 |
4.2% |
0.0083 |
1.1% |
90% |
True |
False |
97,145 |
| 40 |
0.7611 |
0.7156 |
0.0455 |
6.1% |
0.0080 |
1.1% |
63% |
False |
False |
102,165 |
| 60 |
0.7790 |
0.7156 |
0.0634 |
8.5% |
0.0072 |
1.0% |
45% |
False |
False |
70,386 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0065 |
0.9% |
41% |
False |
False |
52,895 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0063 |
0.8% |
41% |
False |
False |
42,374 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.0% |
0.0059 |
0.8% |
35% |
False |
False |
35,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7801 |
|
2.618 |
0.7674 |
|
1.618 |
0.7597 |
|
1.000 |
0.7549 |
|
0.618 |
0.7519 |
|
HIGH |
0.7472 |
|
0.618 |
0.7442 |
|
0.500 |
0.7433 |
|
0.382 |
0.7424 |
|
LOW |
0.7394 |
|
0.618 |
0.7346 |
|
1.000 |
0.7317 |
|
1.618 |
0.7269 |
|
2.618 |
0.7191 |
|
4.250 |
0.7065 |
|
|
| Fisher Pivots for day following 08-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7438 |
0.7418 |
| PP |
0.7436 |
0.7396 |
| S1 |
0.7433 |
0.7373 |
|