CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 15-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2022 |
15-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7528 |
0.7514 |
-0.0014 |
-0.2% |
0.7395 |
| High |
0.7555 |
0.7563 |
0.0008 |
0.1% |
0.7557 |
| Low |
0.7511 |
0.7500 |
-0.0012 |
-0.2% |
0.7370 |
| Close |
0.7526 |
0.7530 |
0.0005 |
0.1% |
0.7551 |
| Range |
0.0044 |
0.0063 |
0.0020 |
44.8% |
0.0187 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
75,159 |
102,250 |
27,091 |
36.0% |
427,191 |
|
| Daily Pivots for day following 15-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7688 |
0.7565 |
|
| R3 |
0.7657 |
0.7625 |
0.7547 |
|
| R2 |
0.7594 |
0.7594 |
0.7542 |
|
| R1 |
0.7562 |
0.7562 |
0.7536 |
0.7578 |
| PP |
0.7531 |
0.7531 |
0.7531 |
0.7539 |
| S1 |
0.7499 |
0.7499 |
0.7524 |
0.7515 |
| S2 |
0.7468 |
0.7468 |
0.7518 |
|
| S3 |
0.7405 |
0.7436 |
0.7513 |
|
| S4 |
0.7342 |
0.7373 |
0.7495 |
|
|
| 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 |
0.7563 |
0.7370 |
0.0193 |
2.6% |
0.0079 |
1.0% |
83% |
True |
False |
91,348 |
| 10 |
0.7563 |
0.7244 |
0.0319 |
4.2% |
0.0083 |
1.1% |
90% |
True |
False |
91,610 |
| 20 |
0.7563 |
0.7218 |
0.0345 |
4.6% |
0.0080 |
1.1% |
91% |
True |
False |
94,243 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.4% |
0.0084 |
1.1% |
92% |
True |
False |
102,385 |
| 60 |
0.7750 |
0.7156 |
0.0594 |
7.9% |
0.0075 |
1.0% |
63% |
False |
False |
77,921 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.2% |
0.0067 |
0.9% |
54% |
False |
False |
58,589 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.2% |
0.0064 |
0.9% |
54% |
False |
False |
46,926 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
10.9% |
0.0061 |
0.8% |
46% |
False |
False |
39,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7830 |
|
2.618 |
0.7727 |
|
1.618 |
0.7664 |
|
1.000 |
0.7626 |
|
0.618 |
0.7601 |
|
HIGH |
0.7563 |
|
0.618 |
0.7538 |
|
0.500 |
0.7531 |
|
0.382 |
0.7524 |
|
LOW |
0.7500 |
|
0.618 |
0.7461 |
|
1.000 |
0.7437 |
|
1.618 |
0.7398 |
|
2.618 |
0.7335 |
|
4.250 |
0.7232 |
|
|
| Fisher Pivots for day following 15-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7531 |
0.7528 |
| PP |
0.7531 |
0.7526 |
| S1 |
0.7530 |
0.7525 |
|