CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 25-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2022 |
25-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7479 |
0.7490 |
0.0011 |
0.1% |
0.7474 |
| High |
0.7495 |
0.7511 |
0.0016 |
0.2% |
0.7511 |
| Low |
0.7442 |
0.7465 |
0.0023 |
0.3% |
0.7411 |
| Close |
0.7486 |
0.7475 |
-0.0012 |
-0.2% |
0.7475 |
| Range |
0.0053 |
0.0046 |
-0.0007 |
-13.2% |
0.0100 |
| ATR |
0.0072 |
0.0071 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
63,837 |
62,825 |
-1,012 |
-1.6% |
237,722 |
|
| Daily Pivots for day following 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7621 |
0.7594 |
0.7500 |
|
| R3 |
0.7575 |
0.7548 |
0.7487 |
|
| R2 |
0.7529 |
0.7529 |
0.7483 |
|
| R1 |
0.7502 |
0.7502 |
0.7479 |
0.7493 |
| PP |
0.7483 |
0.7483 |
0.7483 |
0.7479 |
| S1 |
0.7456 |
0.7456 |
0.7470 |
0.7447 |
| S2 |
0.7437 |
0.7437 |
0.7466 |
|
| S3 |
0.7391 |
0.7410 |
0.7462 |
|
| S4 |
0.7345 |
0.7364 |
0.7449 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7764 |
0.7719 |
0.7529 |
|
| R3 |
0.7664 |
0.7619 |
0.7502 |
|
| R2 |
0.7565 |
0.7565 |
0.7493 |
|
| R1 |
0.7520 |
0.7520 |
0.7484 |
0.7542 |
| PP |
0.7465 |
0.7465 |
0.7465 |
0.7477 |
| S1 |
0.7420 |
0.7420 |
0.7465 |
0.7443 |
| S2 |
0.7366 |
0.7366 |
0.7456 |
|
| S3 |
0.7266 |
0.7321 |
0.7447 |
|
| S4 |
0.7167 |
0.7221 |
0.7420 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7520 |
0.7411 |
0.0109 |
1.5% |
0.0055 |
0.7% |
59% |
False |
False |
59,928 |
| 10 |
0.7563 |
0.7411 |
0.0152 |
2.0% |
0.0058 |
0.8% |
42% |
False |
False |
70,969 |
| 20 |
0.7563 |
0.7244 |
0.0319 |
4.3% |
0.0070 |
0.9% |
72% |
False |
False |
80,901 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.4% |
0.0078 |
1.0% |
78% |
False |
False |
90,463 |
| 60 |
0.7718 |
0.7156 |
0.0562 |
7.5% |
0.0075 |
1.0% |
57% |
False |
False |
85,183 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0069 |
0.9% |
46% |
False |
False |
64,203 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0065 |
0.9% |
46% |
False |
False |
51,416 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
11.0% |
0.0063 |
0.8% |
39% |
False |
False |
42,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7706 |
|
2.618 |
0.7631 |
|
1.618 |
0.7585 |
|
1.000 |
0.7557 |
|
0.618 |
0.7539 |
|
HIGH |
0.7511 |
|
0.618 |
0.7493 |
|
0.500 |
0.7488 |
|
0.382 |
0.7482 |
|
LOW |
0.7465 |
|
0.618 |
0.7436 |
|
1.000 |
0.7419 |
|
1.618 |
0.7390 |
|
2.618 |
0.7344 |
|
4.250 |
0.7269 |
|
|
| Fisher Pivots for day following 25-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7488 |
0.7474 |
| PP |
0.7483 |
0.7473 |
| S1 |
0.7479 |
0.7472 |
|