CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7359 |
0.7326 |
-0.0033 |
-0.4% |
0.7467 |
| High |
0.7369 |
0.7359 |
-0.0010 |
-0.1% |
0.7467 |
| Low |
0.7313 |
0.7300 |
-0.0013 |
-0.2% |
0.7329 |
| Close |
0.7319 |
0.7326 |
0.0008 |
0.1% |
0.7430 |
| Range |
0.0056 |
0.0059 |
0.0003 |
5.4% |
0.0138 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
78,396 |
95,069 |
16,673 |
21.3% |
485,196 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7475 |
0.7358 |
|
| R3 |
0.7446 |
0.7416 |
0.7342 |
|
| R2 |
0.7387 |
0.7387 |
0.7337 |
|
| R1 |
0.7357 |
0.7357 |
0.7331 |
0.7356 |
| PP |
0.7328 |
0.7328 |
0.7328 |
0.7328 |
| S1 |
0.7298 |
0.7298 |
0.7321 |
0.7297 |
| S2 |
0.7269 |
0.7269 |
0.7315 |
|
| S3 |
0.7210 |
0.7239 |
0.7310 |
|
| S4 |
0.7151 |
0.7180 |
0.7294 |
|
|
| 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 |
0.7300 |
0.0172 |
2.3% |
0.0067 |
0.9% |
15% |
False |
True |
84,120 |
| 10 |
0.7511 |
0.7300 |
0.0211 |
2.9% |
0.0072 |
1.0% |
13% |
False |
True |
86,892 |
| 20 |
0.7563 |
0.7300 |
0.0263 |
3.6% |
0.0071 |
1.0% |
10% |
False |
True |
82,482 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0077 |
1.0% |
42% |
False |
False |
89,814 |
| 60 |
0.7611 |
0.7156 |
0.0455 |
6.2% |
0.0077 |
1.1% |
37% |
False |
False |
95,604 |
| 80 |
0.7790 |
0.7156 |
0.0634 |
8.7% |
0.0072 |
1.0% |
27% |
False |
False |
73,410 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0067 |
0.9% |
24% |
False |
False |
58,813 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0064 |
0.9% |
24% |
False |
False |
49,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7513 |
|
1.618 |
0.7454 |
|
1.000 |
0.7418 |
|
0.618 |
0.7395 |
|
HIGH |
0.7359 |
|
0.618 |
0.7336 |
|
0.500 |
0.7329 |
|
0.382 |
0.7322 |
|
LOW |
0.7300 |
|
0.618 |
0.7263 |
|
1.000 |
0.7241 |
|
1.618 |
0.7204 |
|
2.618 |
0.7145 |
|
4.250 |
0.7049 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7329 |
0.7386 |
| PP |
0.7328 |
0.7366 |
| S1 |
0.7327 |
0.7346 |
|