CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 11-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2022 |
11-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7395 |
0.7497 |
0.0103 |
1.4% |
0.7395 |
| High |
0.7516 |
0.7557 |
0.0042 |
0.6% |
0.7557 |
| Low |
0.7370 |
0.7487 |
0.0117 |
1.6% |
0.7370 |
| Close |
0.7493 |
0.7551 |
0.0059 |
0.8% |
0.7551 |
| Range |
0.0146 |
0.0071 |
-0.0075 |
-51.5% |
0.0187 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
117,761 |
81,643 |
-36,118 |
-30.7% |
427,191 |
|
| Daily Pivots for day following 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7718 |
0.7590 |
|
| R3 |
0.7673 |
0.7647 |
0.7570 |
|
| R2 |
0.7602 |
0.7602 |
0.7564 |
|
| R1 |
0.7577 |
0.7577 |
0.7557 |
0.7589 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7538 |
| S1 |
0.7506 |
0.7506 |
0.7545 |
0.7519 |
| S2 |
0.7461 |
0.7461 |
0.7538 |
|
| S3 |
0.7391 |
0.7436 |
0.7532 |
|
| S4 |
0.7320 |
0.7365 |
0.7512 |
|
|
| Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.7989 |
0.7654 |
|
| R3 |
0.7867 |
0.7802 |
0.7602 |
|
| R2 |
0.7680 |
0.7680 |
0.7585 |
|
| R1 |
0.7615 |
0.7615 |
0.7568 |
0.7648 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7509 |
| S1 |
0.7428 |
0.7428 |
0.7534 |
0.7461 |
| S2 |
0.7306 |
0.7306 |
0.7517 |
|
| S3 |
0.7119 |
0.7241 |
0.7500 |
|
| S4 |
0.6932 |
0.7054 |
0.7448 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7557 |
0.7370 |
0.0187 |
2.5% |
0.0083 |
1.1% |
97% |
True |
False |
85,438 |
| 10 |
0.7557 |
0.7244 |
0.0314 |
4.2% |
0.0085 |
1.1% |
98% |
True |
False |
90,697 |
| 20 |
0.7557 |
0.7204 |
0.0353 |
4.7% |
0.0083 |
1.1% |
98% |
True |
False |
93,827 |
| 40 |
0.7562 |
0.7156 |
0.0406 |
5.4% |
0.0084 |
1.1% |
97% |
False |
False |
102,220 |
| 60 |
0.7750 |
0.7156 |
0.0594 |
7.9% |
0.0074 |
1.0% |
66% |
False |
False |
74,986 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.2% |
0.0067 |
0.9% |
57% |
False |
False |
56,377 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.2% |
0.0064 |
0.9% |
57% |
False |
False |
45,159 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
10.8% |
0.0061 |
0.8% |
48% |
False |
False |
37,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7857 |
|
2.618 |
0.7742 |
|
1.618 |
0.7671 |
|
1.000 |
0.7628 |
|
0.618 |
0.7601 |
|
HIGH |
0.7557 |
|
0.618 |
0.7530 |
|
0.500 |
0.7522 |
|
0.382 |
0.7513 |
|
LOW |
0.7487 |
|
0.618 |
0.7443 |
|
1.000 |
0.7416 |
|
1.618 |
0.7372 |
|
2.618 |
0.7302 |
|
4.250 |
0.7187 |
|
|
| Fisher Pivots for day following 11-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7541 |
0.7522 |
| PP |
0.7532 |
0.7493 |
| S1 |
0.7522 |
0.7464 |
|