CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 30-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7411 |
0.7361 |
-0.0050 |
-0.7% |
0.7474 |
| High |
0.7459 |
0.7458 |
-0.0001 |
0.0% |
0.7511 |
| Low |
0.7329 |
0.7357 |
0.0028 |
0.4% |
0.7411 |
| Close |
0.7362 |
0.7443 |
0.0081 |
1.1% |
0.7475 |
| Range |
0.0130 |
0.0101 |
-0.0029 |
-22.0% |
0.0100 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.5% |
0.0000 |
| Volume |
122,959 |
116,926 |
-6,033 |
-4.9% |
237,722 |
|
| Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7683 |
0.7498 |
|
| R3 |
0.7621 |
0.7582 |
0.7470 |
|
| R2 |
0.7520 |
0.7520 |
0.7461 |
|
| R1 |
0.7481 |
0.7481 |
0.7452 |
0.7501 |
| PP |
0.7419 |
0.7419 |
0.7419 |
0.7429 |
| S1 |
0.7380 |
0.7380 |
0.7433 |
0.7400 |
| S2 |
0.7318 |
0.7318 |
0.7424 |
|
| S3 |
0.7217 |
0.7279 |
0.7415 |
|
| S4 |
0.7116 |
0.7178 |
0.7387 |
|
|
| 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 |
2.4% |
0.0078 |
1.1% |
63% |
False |
False |
89,664 |
| 10 |
0.7561 |
0.7329 |
0.0232 |
3.1% |
0.0069 |
0.9% |
49% |
False |
False |
77,230 |
| 20 |
0.7563 |
0.7244 |
0.0319 |
4.3% |
0.0076 |
1.0% |
62% |
False |
False |
84,420 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0078 |
1.0% |
70% |
False |
False |
90,047 |
| 60 |
0.7718 |
0.7156 |
0.0562 |
7.5% |
0.0077 |
1.0% |
51% |
False |
False |
90,324 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0071 |
1.0% |
41% |
False |
False |
68,197 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0067 |
0.9% |
41% |
False |
False |
54,630 |
| 120 |
0.7872 |
0.7156 |
0.0716 |
9.6% |
0.0064 |
0.9% |
40% |
False |
False |
45,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7887 |
|
2.618 |
0.7722 |
|
1.618 |
0.7621 |
|
1.000 |
0.7559 |
|
0.618 |
0.7520 |
|
HIGH |
0.7458 |
|
0.618 |
0.7419 |
|
0.500 |
0.7407 |
|
0.382 |
0.7395 |
|
LOW |
0.7357 |
|
0.618 |
0.7294 |
|
1.000 |
0.7256 |
|
1.618 |
0.7193 |
|
2.618 |
0.7092 |
|
4.250 |
0.6927 |
|
|
| Fisher Pivots for day following 30-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7431 |
0.7428 |
| PP |
0.7419 |
0.7413 |
| S1 |
0.7407 |
0.7398 |
|