CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 21-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7505 |
0.7474 |
-0.0031 |
-0.4% |
0.7528 |
| High |
0.7520 |
0.7477 |
-0.0043 |
-0.6% |
0.7563 |
| Low |
0.7458 |
0.7411 |
-0.0047 |
-0.6% |
0.7458 |
| Close |
0.7473 |
0.7437 |
-0.0036 |
-0.5% |
0.7473 |
| Range |
0.0062 |
0.0066 |
0.0004 |
5.6% |
0.0105 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
61,920 |
59,426 |
-2,494 |
-4.0% |
390,334 |
|
| Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7638 |
0.7603 |
0.7473 |
|
| R3 |
0.7573 |
0.7538 |
0.7455 |
|
| R2 |
0.7507 |
0.7507 |
0.7449 |
|
| R1 |
0.7472 |
0.7472 |
0.7443 |
0.7457 |
| PP |
0.7442 |
0.7442 |
0.7442 |
0.7434 |
| S1 |
0.7407 |
0.7407 |
0.7431 |
0.7391 |
| S2 |
0.7376 |
0.7376 |
0.7425 |
|
| S3 |
0.7311 |
0.7341 |
0.7419 |
|
| S4 |
0.7245 |
0.7276 |
0.7401 |
|
|
| 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 |
0.7411 |
0.0152 |
2.0% |
0.0062 |
0.8% |
17% |
False |
True |
74,920 |
| 10 |
0.7563 |
0.7370 |
0.0193 |
2.6% |
0.0072 |
1.0% |
35% |
False |
False |
79,973 |
| 20 |
0.7563 |
0.7244 |
0.0319 |
4.3% |
0.0075 |
1.0% |
61% |
False |
False |
87,038 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0081 |
1.1% |
69% |
False |
False |
95,883 |
| 60 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0075 |
1.0% |
50% |
False |
False |
82,357 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0068 |
0.9% |
40% |
False |
False |
61,980 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0066 |
0.9% |
40% |
False |
False |
49,644 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.0% |
0.0062 |
0.8% |
34% |
False |
False |
41,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7755 |
|
2.618 |
0.7648 |
|
1.618 |
0.7582 |
|
1.000 |
0.7542 |
|
0.618 |
0.7517 |
|
HIGH |
0.7477 |
|
0.618 |
0.7451 |
|
0.500 |
0.7444 |
|
0.382 |
0.7436 |
|
LOW |
0.7411 |
|
0.618 |
0.7371 |
|
1.000 |
0.7346 |
|
1.618 |
0.7305 |
|
2.618 |
0.7240 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 21-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7444 |
0.7465 |
| PP |
0.7442 |
0.7456 |
| S1 |
0.7439 |
0.7446 |
|