CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7504 |
0.7505 |
0.0002 |
0.0% |
0.7528 |
| High |
0.7517 |
0.7520 |
0.0003 |
0.0% |
0.7563 |
| Low |
0.7464 |
0.7458 |
-0.0006 |
-0.1% |
0.7458 |
| Close |
0.7504 |
0.7473 |
-0.0031 |
-0.4% |
0.7473 |
| Range |
0.0054 |
0.0062 |
0.0009 |
15.9% |
0.0105 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
75,614 |
61,920 |
-13,694 |
-18.1% |
390,334 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7669 |
0.7633 |
0.7507 |
|
| R3 |
0.7607 |
0.7571 |
0.7490 |
|
| R2 |
0.7545 |
0.7545 |
0.7484 |
|
| R1 |
0.7509 |
0.7509 |
0.7479 |
0.7496 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7477 |
| S1 |
0.7447 |
0.7447 |
0.7467 |
0.7434 |
| S2 |
0.7421 |
0.7421 |
0.7462 |
|
| S3 |
0.7359 |
0.7385 |
0.7456 |
|
| S4 |
0.7297 |
0.7323 |
0.7439 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7813 |
0.7748 |
0.7531 |
|
| R3 |
0.7708 |
0.7643 |
0.7502 |
|
| R2 |
0.7603 |
0.7603 |
0.7492 |
|
| R1 |
0.7538 |
0.7538 |
0.7483 |
0.7518 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7488 |
| S1 |
0.7433 |
0.7433 |
0.7463 |
0.7413 |
| S2 |
0.7393 |
0.7393 |
0.7454 |
|
| S3 |
0.7288 |
0.7328 |
0.7444 |
|
| S4 |
0.7183 |
0.7223 |
0.7415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7563 |
0.7458 |
0.0105 |
1.4% |
0.0058 |
0.8% |
15% |
False |
True |
78,066 |
| 10 |
0.7563 |
0.7370 |
0.0193 |
2.6% |
0.0070 |
0.9% |
54% |
False |
False |
81,752 |
| 20 |
0.7563 |
0.7244 |
0.0319 |
4.3% |
0.0076 |
1.0% |
72% |
False |
False |
88,860 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.4% |
0.0083 |
1.1% |
78% |
False |
False |
97,952 |
| 60 |
0.7744 |
0.7156 |
0.0588 |
7.9% |
0.0075 |
1.0% |
54% |
False |
False |
81,391 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0068 |
0.9% |
46% |
False |
False |
61,248 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0065 |
0.9% |
46% |
False |
False |
49,053 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.0% |
0.0062 |
0.8% |
39% |
False |
False |
40,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7783 |
|
2.618 |
0.7682 |
|
1.618 |
0.7620 |
|
1.000 |
0.7582 |
|
0.618 |
0.7558 |
|
HIGH |
0.7520 |
|
0.618 |
0.7496 |
|
0.500 |
0.7489 |
|
0.382 |
0.7481 |
|
LOW |
0.7458 |
|
0.618 |
0.7419 |
|
1.000 |
0.7396 |
|
1.618 |
0.7357 |
|
2.618 |
0.7295 |
|
4.250 |
0.7194 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7489 |
0.7509 |
| PP |
0.7483 |
0.7497 |
| S1 |
0.7478 |
0.7485 |
|