CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 08-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7326 |
0.7325 |
-0.0001 |
0.0% |
0.7467 |
| High |
0.7359 |
0.7374 |
0.0016 |
0.2% |
0.7467 |
| Low |
0.7300 |
0.7305 |
0.0005 |
0.1% |
0.7329 |
| Close |
0.7326 |
0.7361 |
0.0035 |
0.5% |
0.7430 |
| Range |
0.0059 |
0.0070 |
0.0011 |
17.8% |
0.0138 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
95,069 |
64,428 |
-30,641 |
-32.2% |
485,196 |
|
| Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7555 |
0.7528 |
0.7399 |
|
| R3 |
0.7486 |
0.7458 |
0.7380 |
|
| R2 |
0.7416 |
0.7416 |
0.7374 |
|
| R1 |
0.7389 |
0.7389 |
0.7367 |
0.7402 |
| PP |
0.7347 |
0.7347 |
0.7347 |
0.7353 |
| S1 |
0.7319 |
0.7319 |
0.7355 |
0.7333 |
| S2 |
0.7277 |
0.7277 |
0.7348 |
|
| S3 |
0.7208 |
0.7250 |
0.7342 |
|
| S4 |
0.7138 |
0.7180 |
0.7323 |
|
|
| 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% |
0.0072 |
1.0% |
36% |
False |
False |
79,025 |
| 10 |
0.7511 |
0.7300 |
0.0211 |
2.9% |
0.0074 |
1.0% |
29% |
False |
False |
86,951 |
| 20 |
0.7563 |
0.7300 |
0.0263 |
3.6% |
0.0071 |
1.0% |
23% |
False |
False |
81,707 |
| 40 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0078 |
1.1% |
50% |
False |
False |
89,192 |
| 60 |
0.7603 |
0.7156 |
0.0447 |
6.1% |
0.0078 |
1.1% |
46% |
False |
False |
95,492 |
| 80 |
0.7790 |
0.7156 |
0.0634 |
8.6% |
0.0072 |
1.0% |
32% |
False |
False |
74,184 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0067 |
0.9% |
29% |
False |
False |
59,455 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0064 |
0.9% |
29% |
False |
False |
49,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7669 |
|
2.618 |
0.7556 |
|
1.618 |
0.7486 |
|
1.000 |
0.7444 |
|
0.618 |
0.7417 |
|
HIGH |
0.7374 |
|
0.618 |
0.7347 |
|
0.500 |
0.7339 |
|
0.382 |
0.7331 |
|
LOW |
0.7305 |
|
0.618 |
0.7262 |
|
1.000 |
0.7235 |
|
1.618 |
0.7192 |
|
2.618 |
0.7123 |
|
4.250 |
0.7009 |
|
|
| Fisher Pivots for day following 08-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7354 |
0.7353 |
| PP |
0.7347 |
0.7345 |
| S1 |
0.7339 |
0.7337 |
|