CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 09-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2022 |
09-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7412 |
0.7449 |
0.0037 |
0.5% |
0.7351 |
| High |
0.7472 |
0.7458 |
-0.0014 |
-0.2% |
0.7427 |
| Low |
0.7394 |
0.7387 |
-0.0008 |
-0.1% |
0.7244 |
| Close |
0.7441 |
0.7390 |
-0.0052 |
-0.7% |
0.7424 |
| Range |
0.0078 |
0.0072 |
-0.0006 |
-7.7% |
0.0183 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
70,642 |
79,930 |
9,288 |
13.1% |
479,783 |
|
| Daily Pivots for day following 09-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7626 |
0.7579 |
0.7429 |
|
| R3 |
0.7554 |
0.7508 |
0.7409 |
|
| R2 |
0.7483 |
0.7483 |
0.7403 |
|
| R1 |
0.7436 |
0.7436 |
0.7396 |
0.7424 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7405 |
| S1 |
0.7365 |
0.7365 |
0.7383 |
0.7352 |
| S2 |
0.7340 |
0.7340 |
0.7376 |
|
| S3 |
0.7268 |
0.7293 |
0.7370 |
|
| S4 |
0.7197 |
0.7222 |
0.7350 |
|
|
| 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% |
0.0083 |
1.1% |
64% |
False |
False |
89,773 |
| 10 |
0.7472 |
0.7244 |
0.0228 |
3.1% |
0.0076 |
1.0% |
64% |
False |
False |
88,908 |
| 20 |
0.7472 |
0.7156 |
0.0316 |
4.3% |
0.0085 |
1.1% |
74% |
False |
False |
96,676 |
| 40 |
0.7603 |
0.7156 |
0.0447 |
6.0% |
0.0081 |
1.1% |
52% |
False |
False |
102,385 |
| 60 |
0.7790 |
0.7156 |
0.0634 |
8.6% |
0.0072 |
1.0% |
37% |
False |
False |
71,676 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0065 |
0.9% |
34% |
False |
False |
53,892 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0063 |
0.9% |
34% |
False |
False |
43,171 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.1% |
0.0060 |
0.8% |
29% |
False |
False |
36,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7762 |
|
2.618 |
0.7645 |
|
1.618 |
0.7574 |
|
1.000 |
0.7530 |
|
0.618 |
0.7502 |
|
HIGH |
0.7458 |
|
0.618 |
0.7431 |
|
0.500 |
0.7422 |
|
0.382 |
0.7414 |
|
LOW |
0.7387 |
|
0.618 |
0.7342 |
|
1.000 |
0.7315 |
|
1.618 |
0.7271 |
|
2.618 |
0.7199 |
|
4.250 |
0.7083 |
|
|
| Fisher Pivots for day following 09-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7426 |
| PP |
0.7411 |
0.7414 |
| S1 |
0.7400 |
0.7402 |
|