CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7447 |
0.7428 |
-0.0020 |
-0.3% |
0.7467 |
| High |
0.7452 |
0.7472 |
0.0020 |
0.3% |
0.7467 |
| Low |
0.7397 |
0.7351 |
-0.0046 |
-0.6% |
0.7329 |
| Close |
0.7430 |
0.7357 |
-0.0073 |
-1.0% |
0.7430 |
| Range |
0.0055 |
0.0121 |
0.0066 |
120.0% |
0.0138 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
4.7% |
0.0000 |
| Volume |
73,634 |
83,601 |
9,967 |
13.5% |
485,196 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7756 |
0.7677 |
0.7423 |
|
| R3 |
0.7635 |
0.7556 |
0.7390 |
|
| R2 |
0.7514 |
0.7514 |
0.7379 |
|
| R1 |
0.7435 |
0.7435 |
0.7368 |
0.7414 |
| PP |
0.7393 |
0.7393 |
0.7393 |
0.7382 |
| S1 |
0.7314 |
0.7314 |
0.7345 |
0.7293 |
| S2 |
0.7272 |
0.7272 |
0.7334 |
|
| S3 |
0.7151 |
0.7193 |
0.7323 |
|
| S4 |
0.7030 |
0.7072 |
0.7290 |
|
|
| 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 |
0.7472 |
0.7329 |
0.0143 |
1.9% |
0.0090 |
1.2% |
19% |
True |
False |
97,404 |
| 10 |
0.7511 |
0.7329 |
0.0182 |
2.5% |
0.0073 |
1.0% |
15% |
False |
False |
80,651 |
| 20 |
0.7563 |
0.7329 |
0.0234 |
3.2% |
0.0071 |
1.0% |
12% |
False |
False |
81,202 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0077 |
1.0% |
49% |
False |
False |
89,408 |
| 60 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0078 |
1.1% |
36% |
False |
False |
93,881 |
| 80 |
0.7848 |
0.7156 |
0.0692 |
9.4% |
0.0072 |
1.0% |
29% |
False |
False |
71,259 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0067 |
0.9% |
29% |
False |
False |
57,082 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0064 |
0.9% |
29% |
False |
False |
47,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7986 |
|
2.618 |
0.7788 |
|
1.618 |
0.7667 |
|
1.000 |
0.7593 |
|
0.618 |
0.7546 |
|
HIGH |
0.7472 |
|
0.618 |
0.7425 |
|
0.500 |
0.7411 |
|
0.382 |
0.7397 |
|
LOW |
0.7351 |
|
0.618 |
0.7276 |
|
1.000 |
0.7230 |
|
1.618 |
0.7155 |
|
2.618 |
0.7034 |
|
4.250 |
0.6836 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7411 |
0.7411 |
| PP |
0.7393 |
0.7393 |
| S1 |
0.7375 |
0.7375 |
|