CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 14-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2022 |
14-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7497 |
0.7528 |
0.0031 |
0.4% |
0.7395 |
High |
0.7557 |
0.7555 |
-0.0003 |
0.0% |
0.7557 |
Low |
0.7487 |
0.7511 |
0.0025 |
0.3% |
0.7370 |
Close |
0.7551 |
0.7526 |
-0.0026 |
-0.3% |
0.7551 |
Range |
0.0071 |
0.0044 |
-0.0027 |
-38.3% |
0.0187 |
ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.5% |
0.0000 |
Volume |
81,643 |
75,159 |
-6,484 |
-7.9% |
427,191 |
|
Daily Pivots for day following 14-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7661 |
0.7637 |
0.7549 |
|
R3 |
0.7617 |
0.7593 |
0.7537 |
|
R2 |
0.7574 |
0.7574 |
0.7533 |
|
R1 |
0.7550 |
0.7550 |
0.7529 |
0.7540 |
PP |
0.7530 |
0.7530 |
0.7530 |
0.7526 |
S1 |
0.7506 |
0.7506 |
0.7522 |
0.7497 |
S2 |
0.7487 |
0.7487 |
0.7518 |
|
S3 |
0.7443 |
0.7463 |
0.7514 |
|
S4 |
0.7400 |
0.7419 |
0.7502 |
|
|
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% |
0.0082 |
1.1% |
83% |
False |
False |
85,027 |
10 |
0.7557 |
0.7244 |
0.0314 |
4.2% |
0.0084 |
1.1% |
90% |
False |
False |
90,435 |
20 |
0.7557 |
0.7218 |
0.0340 |
4.5% |
0.0081 |
1.1% |
91% |
False |
False |
93,518 |
40 |
0.7562 |
0.7156 |
0.0406 |
5.4% |
0.0084 |
1.1% |
91% |
False |
False |
102,292 |
60 |
0.7750 |
0.7156 |
0.0594 |
7.9% |
0.0074 |
1.0% |
62% |
False |
False |
76,231 |
80 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0067 |
0.9% |
53% |
False |
False |
57,314 |
100 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0064 |
0.9% |
53% |
False |
False |
45,904 |
120 |
0.7975 |
0.7156 |
0.0819 |
10.9% |
0.0061 |
0.8% |
45% |
False |
False |
38,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7739 |
2.618 |
0.7668 |
1.618 |
0.7625 |
1.000 |
0.7598 |
0.618 |
0.7581 |
HIGH |
0.7555 |
0.618 |
0.7538 |
0.500 |
0.7533 |
0.382 |
0.7528 |
LOW |
0.7511 |
0.618 |
0.7484 |
1.000 |
0.7468 |
1.618 |
0.7441 |
2.618 |
0.7397 |
4.250 |
0.7326 |
|
|
Fisher Pivots for day following 14-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7533 |
0.7505 |
PP |
0.7530 |
0.7484 |
S1 |
0.7528 |
0.7464 |
|