CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7428 |
0.7359 |
-0.0069 |
-0.9% |
0.7467 |
| High |
0.7472 |
0.7369 |
-0.0103 |
-1.4% |
0.7467 |
| Low |
0.7351 |
0.7313 |
-0.0038 |
-0.5% |
0.7329 |
| Close |
0.7357 |
0.7319 |
-0.0038 |
-0.5% |
0.7430 |
| Range |
0.0121 |
0.0056 |
-0.0065 |
-53.7% |
0.0138 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
83,601 |
78,396 |
-5,205 |
-6.2% |
485,196 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7501 |
0.7466 |
0.7349 |
|
| R3 |
0.7445 |
0.7410 |
0.7334 |
|
| R2 |
0.7389 |
0.7389 |
0.7329 |
|
| R1 |
0.7354 |
0.7354 |
0.7324 |
0.7344 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7328 |
| S1 |
0.7298 |
0.7298 |
0.7313 |
0.7288 |
| S2 |
0.7277 |
0.7277 |
0.7308 |
|
| S3 |
0.7221 |
0.7242 |
0.7303 |
|
| S4 |
0.7165 |
0.7186 |
0.7288 |
|
|
| 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 |
0.7313 |
0.0159 |
2.2% |
0.0075 |
1.0% |
4% |
False |
True |
88,491 |
| 10 |
0.7511 |
0.7313 |
0.0198 |
2.7% |
0.0072 |
1.0% |
3% |
False |
True |
82,548 |
| 20 |
0.7563 |
0.7313 |
0.0250 |
3.4% |
0.0072 |
1.0% |
2% |
False |
True |
81,261 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.6% |
0.0077 |
1.1% |
40% |
False |
False |
89,950 |
| 60 |
0.7718 |
0.7156 |
0.0562 |
7.7% |
0.0078 |
1.1% |
29% |
False |
False |
94,893 |
| 80 |
0.7825 |
0.7156 |
0.0669 |
9.1% |
0.0072 |
1.0% |
24% |
False |
False |
72,234 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0067 |
0.9% |
23% |
False |
False |
57,865 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0064 |
0.9% |
23% |
False |
False |
48,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7607 |
|
2.618 |
0.7515 |
|
1.618 |
0.7459 |
|
1.000 |
0.7425 |
|
0.618 |
0.7403 |
|
HIGH |
0.7369 |
|
0.618 |
0.7347 |
|
0.500 |
0.7341 |
|
0.382 |
0.7334 |
|
LOW |
0.7313 |
|
0.618 |
0.7278 |
|
1.000 |
0.7257 |
|
1.618 |
0.7222 |
|
2.618 |
0.7166 |
|
4.250 |
0.7075 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7341 |
0.7392 |
| PP |
0.7333 |
0.7368 |
| S1 |
0.7326 |
0.7343 |
|