CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 04-Oct-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2022 |
04-Oct-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7235 |
0.7343 |
0.0108 |
1.5% |
0.7357 |
| High |
0.7344 |
0.7409 |
0.0065 |
0.9% |
0.7376 |
| Low |
0.7232 |
0.7321 |
0.0089 |
1.2% |
0.7227 |
| Close |
0.7336 |
0.7407 |
0.0071 |
1.0% |
0.7240 |
| Range |
0.0112 |
0.0088 |
-0.0024 |
-21.4% |
0.0149 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.1% |
0.0000 |
| Volume |
108,126 |
106,415 |
-1,711 |
-1.6% |
661,031 |
|
| Daily Pivots for day following 04-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7643 |
0.7613 |
0.7455 |
|
| R3 |
0.7555 |
0.7525 |
0.7431 |
|
| R2 |
0.7467 |
0.7467 |
0.7423 |
|
| R1 |
0.7437 |
0.7437 |
0.7415 |
0.7452 |
| PP |
0.7379 |
0.7379 |
0.7379 |
0.7386 |
| S1 |
0.7349 |
0.7349 |
0.7399 |
0.7364 |
| S2 |
0.7291 |
0.7291 |
0.7391 |
|
| S3 |
0.7203 |
0.7261 |
0.7383 |
|
| S4 |
0.7115 |
0.7173 |
0.7359 |
|
|
| Weekly Pivots for week ending 30-Sep-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7631 |
0.7321 |
|
| R3 |
0.7578 |
0.7483 |
0.7280 |
|
| R2 |
0.7429 |
0.7429 |
0.7267 |
|
| R1 |
0.7334 |
0.7334 |
0.7253 |
0.7308 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7267 |
| S1 |
0.7186 |
0.7186 |
0.7226 |
0.7159 |
| S2 |
0.7132 |
0.7132 |
0.7212 |
|
| S3 |
0.6984 |
0.7037 |
0.7199 |
|
| S4 |
0.6835 |
0.6889 |
0.7158 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7409 |
0.7227 |
0.0182 |
2.5% |
0.0100 |
1.3% |
99% |
True |
False |
123,627 |
| 10 |
0.7487 |
0.7227 |
0.0260 |
3.5% |
0.0092 |
1.2% |
69% |
False |
False |
126,581 |
| 20 |
0.7718 |
0.7227 |
0.0491 |
6.6% |
0.0076 |
1.0% |
37% |
False |
False |
90,877 |
| 40 |
0.7853 |
0.7227 |
0.0626 |
8.4% |
0.0064 |
0.9% |
29% |
False |
False |
46,346 |
| 60 |
0.7853 |
0.7227 |
0.0626 |
8.4% |
0.0059 |
0.8% |
29% |
False |
False |
31,019 |
| 80 |
0.7872 |
0.7227 |
0.0645 |
8.7% |
0.0057 |
0.8% |
28% |
False |
False |
23,328 |
| 100 |
0.7975 |
0.7227 |
0.0748 |
10.1% |
0.0054 |
0.7% |
24% |
False |
False |
18,723 |
| 120 |
0.8007 |
0.7227 |
0.0780 |
10.5% |
0.0053 |
0.7% |
23% |
False |
False |
15,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7783 |
|
2.618 |
0.7639 |
|
1.618 |
0.7551 |
|
1.000 |
0.7497 |
|
0.618 |
0.7463 |
|
HIGH |
0.7409 |
|
0.618 |
0.7375 |
|
0.500 |
0.7365 |
|
0.382 |
0.7354 |
|
LOW |
0.7321 |
|
0.618 |
0.7266 |
|
1.000 |
0.7233 |
|
1.618 |
0.7178 |
|
2.618 |
0.7090 |
|
4.250 |
0.6947 |
|
|
| Fisher Pivots for day following 04-Oct-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7393 |
0.7377 |
| PP |
0.7379 |
0.7348 |
| S1 |
0.7365 |
0.7318 |
|