CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 17-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7534 |
0.7504 |
-0.0030 |
-0.4% |
0.7395 |
| High |
0.7561 |
0.7517 |
-0.0044 |
-0.6% |
0.7557 |
| Low |
0.7494 |
0.7464 |
-0.0030 |
-0.4% |
0.7370 |
| Close |
0.7504 |
0.7504 |
0.0000 |
0.0% |
0.7551 |
| Range |
0.0068 |
0.0054 |
-0.0014 |
-20.7% |
0.0187 |
| ATR |
0.0079 |
0.0078 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
75,391 |
75,614 |
223 |
0.3% |
427,191 |
|
| Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7655 |
0.7633 |
0.7533 |
|
| R3 |
0.7602 |
0.7579 |
0.7518 |
|
| R2 |
0.7548 |
0.7548 |
0.7513 |
|
| R1 |
0.7526 |
0.7526 |
0.7508 |
0.7530 |
| PP |
0.7495 |
0.7495 |
0.7495 |
0.7497 |
| S1 |
0.7472 |
0.7472 |
0.7499 |
0.7477 |
| S2 |
0.7441 |
0.7441 |
0.7494 |
|
| S3 |
0.7388 |
0.7419 |
0.7489 |
|
| S4 |
0.7334 |
0.7365 |
0.7474 |
|
|
| 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 |
0.7464 |
0.0099 |
1.3% |
0.0060 |
0.8% |
40% |
False |
True |
82,011 |
| 10 |
0.7563 |
0.7274 |
0.0289 |
3.8% |
0.0079 |
1.1% |
80% |
False |
False |
89,231 |
| 20 |
0.7563 |
0.7218 |
0.0345 |
4.6% |
0.0079 |
1.1% |
83% |
False |
False |
93,062 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.4% |
0.0083 |
1.1% |
85% |
False |
False |
99,783 |
| 60 |
0.7750 |
0.7156 |
0.0594 |
7.9% |
0.0075 |
1.0% |
59% |
False |
False |
80,385 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0068 |
0.9% |
50% |
False |
False |
60,475 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0065 |
0.9% |
50% |
False |
False |
48,434 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
10.9% |
0.0062 |
0.8% |
42% |
False |
False |
40,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7744 |
|
2.618 |
0.7657 |
|
1.618 |
0.7604 |
|
1.000 |
0.7571 |
|
0.618 |
0.7550 |
|
HIGH |
0.7517 |
|
0.618 |
0.7497 |
|
0.500 |
0.7490 |
|
0.382 |
0.7484 |
|
LOW |
0.7464 |
|
0.618 |
0.7430 |
|
1.000 |
0.7410 |
|
1.618 |
0.7377 |
|
2.618 |
0.7323 |
|
4.250 |
0.7236 |
|
|
| Fisher Pivots for day following 17-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7499 |
0.7513 |
| PP |
0.7495 |
0.7510 |
| S1 |
0.7490 |
0.7507 |
|