CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7450 |
0.7447 |
-0.0003 |
0.0% |
0.7467 |
| High |
0.7466 |
0.7452 |
-0.0014 |
-0.2% |
0.7467 |
| Low |
0.7424 |
0.7397 |
-0.0028 |
-0.4% |
0.7329 |
| Close |
0.7448 |
0.7430 |
-0.0019 |
-0.2% |
0.7430 |
| Range |
0.0042 |
0.0055 |
0.0014 |
32.5% |
0.0138 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
89,901 |
73,634 |
-16,267 |
-18.1% |
485,196 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7591 |
0.7565 |
0.7460 |
|
| R3 |
0.7536 |
0.7510 |
0.7445 |
|
| R2 |
0.7481 |
0.7481 |
0.7440 |
|
| R1 |
0.7455 |
0.7455 |
0.7435 |
0.7441 |
| PP |
0.7426 |
0.7426 |
0.7426 |
0.7419 |
| S1 |
0.7400 |
0.7400 |
0.7424 |
0.7386 |
| S2 |
0.7371 |
0.7371 |
0.7419 |
|
| S3 |
0.7316 |
0.7345 |
0.7414 |
|
| S4 |
0.7261 |
0.7290 |
0.7399 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7823 |
0.7764 |
0.7505 |
|
| R3 |
0.7685 |
0.7626 |
0.7467 |
|
| R2 |
0.7547 |
0.7547 |
0.7455 |
|
| R1 |
0.7488 |
0.7488 |
0.7442 |
0.7448 |
| PP |
0.7409 |
0.7409 |
0.7409 |
0.7389 |
| S1 |
0.7350 |
0.7350 |
0.7417 |
0.7310 |
| S2 |
0.7271 |
0.7271 |
0.7404 |
|
| S3 |
0.7133 |
0.7212 |
0.7392 |
|
| S4 |
0.6995 |
0.7074 |
0.7354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7467 |
0.7329 |
0.0138 |
1.9% |
0.0078 |
1.0% |
73% |
False |
False |
97,039 |
| 10 |
0.7520 |
0.7329 |
0.0191 |
2.6% |
0.0067 |
0.9% |
53% |
False |
False |
78,483 |
| 20 |
0.7563 |
0.7274 |
0.0289 |
3.9% |
0.0073 |
1.0% |
54% |
False |
False |
83,857 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0075 |
1.0% |
67% |
False |
False |
89,503 |
| 60 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0077 |
1.0% |
49% |
False |
False |
92,696 |
| 80 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0071 |
1.0% |
39% |
False |
False |
70,220 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0067 |
0.9% |
39% |
False |
False |
56,254 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0064 |
0.9% |
39% |
False |
False |
46,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7595 |
|
1.618 |
0.7540 |
|
1.000 |
0.7507 |
|
0.618 |
0.7485 |
|
HIGH |
0.7452 |
|
0.618 |
0.7430 |
|
0.500 |
0.7424 |
|
0.382 |
0.7418 |
|
LOW |
0.7397 |
|
0.618 |
0.7363 |
|
1.000 |
0.7342 |
|
1.618 |
0.7308 |
|
2.618 |
0.7253 |
|
4.250 |
0.7163 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7428 |
0.7423 |
| PP |
0.7426 |
0.7417 |
| S1 |
0.7424 |
0.7411 |
|