CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 27-Sep-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2022 |
27-Sep-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7357 |
0.7282 |
-0.0075 |
-1.0% |
0.7536 |
| High |
0.7376 |
0.7332 |
-0.0044 |
-0.6% |
0.7562 |
| Low |
0.7243 |
0.7260 |
0.0018 |
0.2% |
0.7347 |
| Close |
0.7275 |
0.7295 |
0.0020 |
0.3% |
0.7348 |
| Range |
0.0133 |
0.0072 |
-0.0062 |
-46.2% |
0.0215 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.5% |
0.0000 |
| Volume |
142,182 |
115,254 |
-26,928 |
-18.9% |
561,032 |
|
| Daily Pivots for day following 27-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7510 |
0.7474 |
0.7334 |
|
| R3 |
0.7438 |
0.7402 |
0.7314 |
|
| R2 |
0.7367 |
0.7367 |
0.7308 |
|
| R1 |
0.7331 |
0.7331 |
0.7301 |
0.7349 |
| PP |
0.7295 |
0.7295 |
0.7295 |
0.7304 |
| S1 |
0.7259 |
0.7259 |
0.7288 |
0.7277 |
| S2 |
0.7224 |
0.7224 |
0.7281 |
|
| S3 |
0.7152 |
0.7188 |
0.7275 |
|
| S4 |
0.7081 |
0.7116 |
0.7255 |
|
|
| Weekly Pivots for week ending 23-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8064 |
0.7921 |
0.7466 |
|
| R3 |
0.7849 |
0.7706 |
0.7407 |
|
| R2 |
0.7634 |
0.7634 |
0.7387 |
|
| R1 |
0.7491 |
0.7491 |
0.7368 |
0.7455 |
| PP |
0.7419 |
0.7419 |
0.7419 |
0.7401 |
| S1 |
0.7276 |
0.7276 |
0.7328 |
0.7240 |
| S2 |
0.7204 |
0.7204 |
0.7309 |
|
| S3 |
0.6989 |
0.7061 |
0.7289 |
|
| S4 |
0.6774 |
0.6846 |
0.7230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7487 |
0.7243 |
0.0245 |
3.4% |
0.0084 |
1.2% |
21% |
False |
False |
129,536 |
| 10 |
0.7611 |
0.7243 |
0.0369 |
5.1% |
0.0069 |
1.0% |
14% |
False |
False |
109,562 |
| 20 |
0.7718 |
0.7243 |
0.0475 |
6.5% |
0.0064 |
0.9% |
11% |
False |
False |
61,017 |
| 40 |
0.7853 |
0.7243 |
0.0610 |
8.4% |
0.0056 |
0.8% |
9% |
False |
False |
30,955 |
| 60 |
0.7853 |
0.7243 |
0.0610 |
8.4% |
0.0056 |
0.8% |
9% |
False |
False |
20,737 |
| 80 |
0.7975 |
0.7243 |
0.0733 |
10.0% |
0.0053 |
0.7% |
7% |
False |
False |
15,620 |
| 100 |
0.7975 |
0.7243 |
0.0733 |
10.0% |
0.0051 |
0.7% |
7% |
False |
False |
12,548 |
| 120 |
0.8007 |
0.7243 |
0.0765 |
10.5% |
0.0050 |
0.7% |
7% |
False |
False |
10,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7635 |
|
2.618 |
0.7519 |
|
1.618 |
0.7447 |
|
1.000 |
0.7403 |
|
0.618 |
0.7376 |
|
HIGH |
0.7332 |
|
0.618 |
0.7304 |
|
0.500 |
0.7296 |
|
0.382 |
0.7287 |
|
LOW |
0.7260 |
|
0.618 |
0.7216 |
|
1.000 |
0.7189 |
|
1.618 |
0.7144 |
|
2.618 |
0.7073 |
|
4.250 |
0.6956 |
|
|
| Fisher Pivots for day following 27-Sep-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7296 |
0.7334 |
| PP |
0.7295 |
0.7321 |
| S1 |
0.7295 |
0.7308 |
|