CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 29-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2022 |
29-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7467 |
0.7411 |
-0.0056 |
-0.7% |
0.7474 |
| High |
0.7467 |
0.7459 |
-0.0009 |
-0.1% |
0.7511 |
| Low |
0.7405 |
0.7329 |
-0.0076 |
-1.0% |
0.7411 |
| Close |
0.7413 |
0.7362 |
-0.0052 |
-0.7% |
0.7475 |
| Range |
0.0062 |
0.0130 |
0.0068 |
108.9% |
0.0100 |
| ATR |
0.0070 |
0.0075 |
0.0004 |
6.0% |
0.0000 |
| Volume |
81,776 |
122,959 |
41,183 |
50.4% |
237,722 |
|
| Daily Pivots for day following 29-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7772 |
0.7696 |
0.7433 |
|
| R3 |
0.7642 |
0.7567 |
0.7397 |
|
| R2 |
0.7513 |
0.7513 |
0.7385 |
|
| R1 |
0.7437 |
0.7437 |
0.7373 |
0.7410 |
| PP |
0.7383 |
0.7383 |
0.7383 |
0.7370 |
| S1 |
0.7308 |
0.7308 |
0.7350 |
0.7281 |
| S2 |
0.7254 |
0.7254 |
0.7338 |
|
| S3 |
0.7124 |
0.7178 |
0.7326 |
|
| S4 |
0.6995 |
0.7049 |
0.7290 |
|
|
| 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 |
0.7511 |
0.7329 |
0.0182 |
2.5% |
0.0068 |
0.9% |
18% |
False |
True |
76,606 |
| 10 |
0.7563 |
0.7329 |
0.0234 |
3.2% |
0.0065 |
0.9% |
14% |
False |
True |
75,763 |
| 20 |
0.7563 |
0.7244 |
0.0319 |
4.3% |
0.0075 |
1.0% |
37% |
False |
False |
83,099 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0078 |
1.1% |
51% |
False |
False |
89,785 |
| 60 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0076 |
1.0% |
37% |
False |
False |
88,466 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0071 |
1.0% |
30% |
False |
False |
66,737 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0066 |
0.9% |
30% |
False |
False |
53,463 |
| 120 |
0.7954 |
0.7156 |
0.0798 |
10.8% |
0.0064 |
0.9% |
26% |
False |
False |
44,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8009 |
|
2.618 |
0.7798 |
|
1.618 |
0.7668 |
|
1.000 |
0.7588 |
|
0.618 |
0.7539 |
|
HIGH |
0.7459 |
|
0.618 |
0.7409 |
|
0.500 |
0.7394 |
|
0.382 |
0.7378 |
|
LOW |
0.7329 |
|
0.618 |
0.7249 |
|
1.000 |
0.7200 |
|
1.618 |
0.7119 |
|
2.618 |
0.6990 |
|
4.250 |
0.6779 |
|
|
| Fisher Pivots for day following 29-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7394 |
0.7420 |
| PP |
0.7383 |
0.7400 |
| S1 |
0.7372 |
0.7381 |
|