CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 23-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7435 |
0.7479 |
0.0044 |
0.6% |
0.7528 |
| High |
0.7485 |
0.7495 |
0.0010 |
0.1% |
0.7563 |
| Low |
0.7434 |
0.7442 |
0.0008 |
0.1% |
0.7458 |
| Close |
0.7473 |
0.7486 |
0.0014 |
0.2% |
0.7473 |
| Range |
0.0051 |
0.0053 |
0.0003 |
5.0% |
0.0105 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
51,634 |
63,837 |
12,203 |
23.6% |
390,334 |
|
| Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7633 |
0.7613 |
0.7515 |
|
| R3 |
0.7580 |
0.7560 |
0.7501 |
|
| R2 |
0.7527 |
0.7527 |
0.7496 |
|
| R1 |
0.7507 |
0.7507 |
0.7491 |
0.7517 |
| PP |
0.7474 |
0.7474 |
0.7474 |
0.7479 |
| S1 |
0.7454 |
0.7454 |
0.7481 |
0.7464 |
| S2 |
0.7421 |
0.7421 |
0.7476 |
|
| S3 |
0.7368 |
0.7401 |
0.7471 |
|
| S4 |
0.7315 |
0.7348 |
0.7457 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7813 |
0.7748 |
0.7531 |
|
| R3 |
0.7708 |
0.7643 |
0.7502 |
|
| R2 |
0.7603 |
0.7603 |
0.7492 |
|
| R1 |
0.7538 |
0.7538 |
0.7483 |
0.7518 |
| PP |
0.7498 |
0.7498 |
0.7498 |
0.7488 |
| S1 |
0.7433 |
0.7433 |
0.7463 |
0.7413 |
| S2 |
0.7393 |
0.7393 |
0.7454 |
|
| S3 |
0.7288 |
0.7328 |
0.7444 |
|
| S4 |
0.7183 |
0.7223 |
0.7415 |
|
|
| 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 |
1.4% |
0.0057 |
0.8% |
69% |
False |
False |
62,486 |
| 10 |
0.7563 |
0.7370 |
0.0193 |
2.6% |
0.0067 |
0.9% |
60% |
False |
False |
76,463 |
| 20 |
0.7563 |
0.7244 |
0.0319 |
4.3% |
0.0072 |
1.0% |
76% |
False |
False |
82,686 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.4% |
0.0079 |
1.1% |
81% |
False |
False |
91,912 |
| 60 |
0.7718 |
0.7156 |
0.0562 |
7.5% |
0.0075 |
1.0% |
59% |
False |
False |
84,207 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0069 |
0.9% |
47% |
False |
False |
63,420 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.3% |
0.0065 |
0.9% |
47% |
False |
False |
50,793 |
| 120 |
0.7975 |
0.7156 |
0.0819 |
10.9% |
0.0063 |
0.8% |
40% |
False |
False |
42,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7720 |
|
2.618 |
0.7633 |
|
1.618 |
0.7580 |
|
1.000 |
0.7548 |
|
0.618 |
0.7527 |
|
HIGH |
0.7495 |
|
0.618 |
0.7474 |
|
0.500 |
0.7468 |
|
0.382 |
0.7462 |
|
LOW |
0.7442 |
|
0.618 |
0.7409 |
|
1.000 |
0.7389 |
|
1.618 |
0.7356 |
|
2.618 |
0.7303 |
|
4.250 |
0.7216 |
|
|
| Fisher Pivots for day following 23-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7475 |
| PP |
0.7474 |
0.7464 |
| S1 |
0.7468 |
0.7453 |
|