CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7361 |
0.7450 |
0.0089 |
1.2% |
0.7474 |
| High |
0.7458 |
0.7466 |
0.0008 |
0.1% |
0.7511 |
| Low |
0.7357 |
0.7424 |
0.0068 |
0.9% |
0.7411 |
| Close |
0.7443 |
0.7448 |
0.0006 |
0.1% |
0.7475 |
| Range |
0.0101 |
0.0042 |
-0.0060 |
-58.9% |
0.0100 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
116,926 |
89,901 |
-27,025 |
-23.1% |
237,722 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7570 |
0.7551 |
0.7471 |
|
| R3 |
0.7529 |
0.7509 |
0.7459 |
|
| R2 |
0.7487 |
0.7487 |
0.7456 |
|
| R1 |
0.7468 |
0.7468 |
0.7452 |
0.7457 |
| PP |
0.7446 |
0.7446 |
0.7446 |
0.7440 |
| S1 |
0.7426 |
0.7426 |
0.7444 |
0.7415 |
| S2 |
0.7404 |
0.7404 |
0.7440 |
|
| S3 |
0.7363 |
0.7385 |
0.7437 |
|
| S4 |
0.7321 |
0.7343 |
0.7425 |
|
|
| 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% |
0.0076 |
1.0% |
66% |
False |
False |
94,877 |
| 10 |
0.7520 |
0.7329 |
0.0191 |
2.6% |
0.0066 |
0.9% |
62% |
False |
False |
78,681 |
| 20 |
0.7563 |
0.7244 |
0.0319 |
4.3% |
0.0074 |
1.0% |
64% |
False |
False |
84,394 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0076 |
1.0% |
72% |
False |
False |
90,097 |
| 60 |
0.7718 |
0.7156 |
0.0562 |
7.5% |
0.0077 |
1.0% |
52% |
False |
False |
91,629 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0071 |
1.0% |
42% |
False |
False |
69,317 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0067 |
0.9% |
42% |
False |
False |
55,526 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0064 |
0.9% |
42% |
False |
False |
46,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7642 |
|
2.618 |
0.7574 |
|
1.618 |
0.7533 |
|
1.000 |
0.7507 |
|
0.618 |
0.7491 |
|
HIGH |
0.7466 |
|
0.618 |
0.7450 |
|
0.500 |
0.7445 |
|
0.382 |
0.7440 |
|
LOW |
0.7424 |
|
0.618 |
0.7398 |
|
1.000 |
0.7383 |
|
1.618 |
0.7357 |
|
2.618 |
0.7315 |
|
4.250 |
0.7248 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7447 |
0.7431 |
| PP |
0.7446 |
0.7414 |
| S1 |
0.7445 |
0.7397 |
|