CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 10-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2022 |
10-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7449 |
0.7395 |
-0.0054 |
-0.7% |
0.7351 |
| High |
0.7458 |
0.7516 |
0.0058 |
0.8% |
0.7427 |
| Low |
0.7387 |
0.7370 |
-0.0017 |
-0.2% |
0.7244 |
| Close |
0.7390 |
0.7493 |
0.0103 |
1.4% |
0.7424 |
| Range |
0.0072 |
0.0146 |
0.0074 |
103.5% |
0.0183 |
| ATR |
0.0081 |
0.0086 |
0.0005 |
5.7% |
0.0000 |
| Volume |
79,930 |
117,761 |
37,831 |
47.3% |
479,783 |
|
| Daily Pivots for day following 10-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7896 |
0.7840 |
0.7573 |
|
| R3 |
0.7750 |
0.7694 |
0.7533 |
|
| R2 |
0.7605 |
0.7605 |
0.7519 |
|
| R1 |
0.7549 |
0.7549 |
0.7506 |
0.7577 |
| PP |
0.7459 |
0.7459 |
0.7459 |
0.7473 |
| S1 |
0.7403 |
0.7403 |
0.7479 |
0.7431 |
| S2 |
0.7314 |
0.7314 |
0.7466 |
|
| S3 |
0.7168 |
0.7258 |
0.7452 |
|
| S4 |
0.7023 |
0.7112 |
0.7412 |
|
|
| 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 |
0.7516 |
0.7274 |
0.0242 |
3.2% |
0.0099 |
1.3% |
90% |
True |
False |
96,450 |
| 10 |
0.7516 |
0.7244 |
0.0272 |
3.6% |
0.0083 |
1.1% |
92% |
True |
False |
90,833 |
| 20 |
0.7516 |
0.7196 |
0.0320 |
4.3% |
0.0085 |
1.1% |
93% |
True |
False |
94,887 |
| 40 |
0.7562 |
0.7156 |
0.0406 |
5.4% |
0.0084 |
1.1% |
83% |
False |
False |
103,146 |
| 60 |
0.7755 |
0.7156 |
0.0599 |
8.0% |
0.0074 |
1.0% |
56% |
False |
False |
73,630 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0067 |
0.9% |
48% |
False |
False |
55,359 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0064 |
0.9% |
48% |
False |
False |
44,345 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
10.9% |
0.0061 |
0.8% |
41% |
False |
False |
37,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8134 |
|
2.618 |
0.7896 |
|
1.618 |
0.7751 |
|
1.000 |
0.7661 |
|
0.618 |
0.7605 |
|
HIGH |
0.7516 |
|
0.618 |
0.7460 |
|
0.500 |
0.7443 |
|
0.382 |
0.7426 |
|
LOW |
0.7370 |
|
0.618 |
0.7280 |
|
1.000 |
0.7225 |
|
1.618 |
0.7135 |
|
2.618 |
0.6989 |
|
4.250 |
0.6752 |
|
|
| Fisher Pivots for day following 10-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7476 |
0.7476 |
| PP |
0.7459 |
0.7459 |
| S1 |
0.7443 |
0.7443 |
|