CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 13-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7328 |
0.7335 |
0.0007 |
0.1% |
0.7428 |
| High |
0.7343 |
0.7396 |
0.0053 |
0.7% |
0.7472 |
| Low |
0.7308 |
0.7329 |
0.0021 |
0.3% |
0.7300 |
| Close |
0.7331 |
0.7378 |
0.0047 |
0.6% |
0.7338 |
| Range |
0.0035 |
0.0067 |
0.0032 |
91.4% |
0.0172 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
77,170 |
132,481 |
55,311 |
71.7% |
390,993 |
|
| Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7569 |
0.7540 |
0.7414 |
|
| R3 |
0.7502 |
0.7473 |
0.7396 |
|
| R2 |
0.7435 |
0.7435 |
0.7390 |
|
| R1 |
0.7406 |
0.7406 |
0.7384 |
0.7420 |
| PP |
0.7368 |
0.7368 |
0.7368 |
0.7375 |
| S1 |
0.7339 |
0.7339 |
0.7371 |
0.7353 |
| S2 |
0.7301 |
0.7301 |
0.7365 |
|
| S3 |
0.7234 |
0.7272 |
0.7359 |
|
| S4 |
0.7167 |
0.7205 |
0.7341 |
|
|
| 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 |
0.7396 |
0.7300 |
0.0097 |
1.3% |
0.0059 |
0.8% |
81% |
True |
False |
87,729 |
| 10 |
0.7472 |
0.7300 |
0.0172 |
2.3% |
0.0067 |
0.9% |
45% |
False |
False |
88,110 |
| 20 |
0.7563 |
0.7300 |
0.0263 |
3.6% |
0.0066 |
0.9% |
30% |
False |
False |
81,936 |
| 40 |
0.7563 |
0.7218 |
0.0345 |
4.7% |
0.0073 |
1.0% |
46% |
False |
False |
87,727 |
| 60 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0078 |
1.1% |
54% |
False |
False |
95,507 |
| 80 |
0.7750 |
0.7156 |
0.0594 |
8.1% |
0.0072 |
1.0% |
37% |
False |
False |
77,657 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0067 |
0.9% |
32% |
False |
False |
62,238 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0065 |
0.9% |
32% |
False |
False |
51,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7681 |
|
2.618 |
0.7571 |
|
1.618 |
0.7504 |
|
1.000 |
0.7463 |
|
0.618 |
0.7437 |
|
HIGH |
0.7396 |
|
0.618 |
0.7370 |
|
0.500 |
0.7363 |
|
0.382 |
0.7355 |
|
LOW |
0.7329 |
|
0.618 |
0.7288 |
|
1.000 |
0.7262 |
|
1.618 |
0.7221 |
|
2.618 |
0.7154 |
|
4.250 |
0.7044 |
|
|
| Fisher Pivots for day following 13-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7373 |
0.7368 |
| PP |
0.7368 |
0.7359 |
| S1 |
0.7363 |
0.7350 |
|