CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 22-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7474 |
0.7435 |
-0.0039 |
-0.5% |
0.7528 |
| High |
0.7477 |
0.7485 |
0.0008 |
0.1% |
0.7563 |
| Low |
0.7411 |
0.7434 |
0.0023 |
0.3% |
0.7458 |
| Close |
0.7437 |
0.7473 |
0.0036 |
0.5% |
0.7473 |
| Range |
0.0066 |
0.0051 |
-0.0015 |
-22.9% |
0.0105 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
59,426 |
51,634 |
-7,792 |
-13.1% |
390,334 |
|
| Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7615 |
0.7594 |
0.7500 |
|
| R3 |
0.7565 |
0.7544 |
0.7486 |
|
| R2 |
0.7514 |
0.7514 |
0.7482 |
|
| R1 |
0.7493 |
0.7493 |
0.7477 |
0.7504 |
| PP |
0.7464 |
0.7464 |
0.7464 |
0.7469 |
| S1 |
0.7443 |
0.7443 |
0.7468 |
0.7453 |
| S2 |
0.7413 |
0.7413 |
0.7463 |
|
| S3 |
0.7363 |
0.7392 |
0.7459 |
|
| S4 |
0.7312 |
0.7342 |
0.7445 |
|
|
| 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 |
0.7561 |
0.7411 |
0.0150 |
2.0% |
0.0060 |
0.8% |
41% |
False |
False |
64,797 |
| 10 |
0.7563 |
0.7370 |
0.0193 |
2.6% |
0.0069 |
0.9% |
53% |
False |
False |
78,072 |
| 20 |
0.7563 |
0.7244 |
0.0319 |
4.3% |
0.0074 |
1.0% |
72% |
False |
False |
85,930 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.4% |
0.0080 |
1.1% |
78% |
False |
False |
94,293 |
| 60 |
0.7718 |
0.7156 |
0.0562 |
7.5% |
0.0075 |
1.0% |
56% |
False |
False |
83,201 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0068 |
0.9% |
45% |
False |
False |
62,624 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0066 |
0.9% |
45% |
False |
False |
50,159 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.0% |
0.0062 |
0.8% |
39% |
False |
False |
41,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7699 |
|
2.618 |
0.7617 |
|
1.618 |
0.7566 |
|
1.000 |
0.7535 |
|
0.618 |
0.7516 |
|
HIGH |
0.7485 |
|
0.618 |
0.7465 |
|
0.500 |
0.7459 |
|
0.382 |
0.7453 |
|
LOW |
0.7434 |
|
0.618 |
0.7403 |
|
1.000 |
0.7384 |
|
1.618 |
0.7352 |
|
2.618 |
0.7302 |
|
4.250 |
0.7219 |
|
|
| Fisher Pivots for day following 22-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7468 |
0.7470 |
| PP |
0.7464 |
0.7468 |
| S1 |
0.7459 |
0.7465 |
|