CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 16-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2022 |
16-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7514 |
0.7534 |
0.0020 |
0.3% |
0.7395 |
| High |
0.7563 |
0.7561 |
-0.0002 |
0.0% |
0.7557 |
| Low |
0.7500 |
0.7494 |
-0.0006 |
-0.1% |
0.7370 |
| Close |
0.7530 |
0.7504 |
-0.0027 |
-0.4% |
0.7551 |
| Range |
0.0063 |
0.0068 |
0.0005 |
7.1% |
0.0187 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
102,250 |
75,391 |
-26,859 |
-26.3% |
427,191 |
|
| Daily Pivots for day following 16-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7680 |
0.7541 |
|
| R3 |
0.7654 |
0.7613 |
0.7522 |
|
| R2 |
0.7587 |
0.7587 |
0.7516 |
|
| R1 |
0.7545 |
0.7545 |
0.7510 |
0.7532 |
| PP |
0.7519 |
0.7519 |
0.7519 |
0.7513 |
| S1 |
0.7478 |
0.7478 |
0.7497 |
0.7465 |
| S2 |
0.7452 |
0.7452 |
0.7491 |
|
| S3 |
0.7384 |
0.7410 |
0.7485 |
|
| S4 |
0.7317 |
0.7343 |
0.7466 |
|
|
| 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% |
0.0078 |
1.0% |
69% |
False |
False |
90,440 |
| 10 |
0.7563 |
0.7244 |
0.0319 |
4.3% |
0.0081 |
1.1% |
82% |
False |
False |
90,106 |
| 20 |
0.7563 |
0.7218 |
0.0345 |
4.6% |
0.0081 |
1.1% |
83% |
False |
False |
93,875 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.4% |
0.0084 |
1.1% |
85% |
False |
False |
101,464 |
| 60 |
0.7750 |
0.7156 |
0.0594 |
7.9% |
0.0075 |
1.0% |
59% |
False |
False |
79,135 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0067 |
0.9% |
50% |
False |
False |
59,530 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0065 |
0.9% |
50% |
False |
False |
47,679 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
10.9% |
0.0062 |
0.8% |
42% |
False |
False |
39,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7848 |
|
2.618 |
0.7738 |
|
1.618 |
0.7670 |
|
1.000 |
0.7629 |
|
0.618 |
0.7603 |
|
HIGH |
0.7561 |
|
0.618 |
0.7535 |
|
0.500 |
0.7527 |
|
0.382 |
0.7519 |
|
LOW |
0.7494 |
|
0.618 |
0.7452 |
|
1.000 |
0.7426 |
|
1.618 |
0.7384 |
|
2.618 |
0.7317 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 16-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7527 |
0.7528 |
| PP |
0.7519 |
0.7520 |
| S1 |
0.7511 |
0.7512 |
|