CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7357 |
0.7328 |
-0.0029 |
-0.4% |
0.7428 |
| High |
0.7370 |
0.7343 |
-0.0027 |
-0.4% |
0.7472 |
| Low |
0.7304 |
0.7308 |
0.0005 |
0.1% |
0.7300 |
| Close |
0.7338 |
0.7331 |
-0.0007 |
-0.1% |
0.7338 |
| Range |
0.0066 |
0.0035 |
-0.0031 |
-47.0% |
0.0172 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
69,499 |
77,170 |
7,671 |
11.0% |
390,993 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7432 |
0.7417 |
0.7350 |
|
| R3 |
0.7397 |
0.7382 |
0.7341 |
|
| R2 |
0.7362 |
0.7362 |
0.7337 |
|
| R1 |
0.7347 |
0.7347 |
0.7334 |
0.7355 |
| PP |
0.7327 |
0.7327 |
0.7327 |
0.7331 |
| S1 |
0.7312 |
0.7312 |
0.7328 |
0.7320 |
| S2 |
0.7292 |
0.7292 |
0.7325 |
|
| S3 |
0.7257 |
0.7277 |
0.7321 |
|
| S4 |
0.7222 |
0.7242 |
0.7312 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7886 |
0.7784 |
0.7433 |
|
| R3 |
0.7714 |
0.7612 |
0.7385 |
|
| R2 |
0.7542 |
0.7542 |
0.7370 |
|
| R1 |
0.7440 |
0.7440 |
0.7354 |
0.7405 |
| PP |
0.7370 |
0.7370 |
0.7370 |
0.7352 |
| S1 |
0.7268 |
0.7268 |
0.7322 |
0.7233 |
| S2 |
0.7198 |
0.7198 |
0.7306 |
|
| S3 |
0.7026 |
0.7096 |
0.7291 |
|
| S4 |
0.6854 |
0.6924 |
0.7243 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7374 |
0.7300 |
0.0075 |
1.0% |
0.0057 |
0.8% |
42% |
False |
False |
76,912 |
| 10 |
0.7472 |
0.7300 |
0.0172 |
2.3% |
0.0073 |
1.0% |
18% |
False |
False |
87,158 |
| 20 |
0.7563 |
0.7300 |
0.0263 |
3.6% |
0.0065 |
0.9% |
12% |
False |
False |
79,070 |
| 40 |
0.7563 |
0.7204 |
0.0359 |
4.9% |
0.0074 |
1.0% |
35% |
False |
False |
86,449 |
| 60 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0078 |
1.1% |
43% |
False |
False |
94,503 |
| 80 |
0.7750 |
0.7156 |
0.0594 |
8.1% |
0.0072 |
1.0% |
29% |
False |
False |
76,007 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0067 |
0.9% |
25% |
False |
False |
60,915 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0064 |
0.9% |
25% |
False |
False |
50,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7492 |
|
2.618 |
0.7435 |
|
1.618 |
0.7400 |
|
1.000 |
0.7378 |
|
0.618 |
0.7365 |
|
HIGH |
0.7343 |
|
0.618 |
0.7330 |
|
0.500 |
0.7326 |
|
0.382 |
0.7321 |
|
LOW |
0.7308 |
|
0.618 |
0.7286 |
|
1.000 |
0.7273 |
|
1.618 |
0.7251 |
|
2.618 |
0.7216 |
|
4.250 |
0.7159 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7329 |
0.7339 |
| PP |
0.7327 |
0.7336 |
| S1 |
0.7326 |
0.7334 |
|