CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7335 |
0.7381 |
0.0047 |
0.6% |
0.7428 |
| High |
0.7396 |
0.7398 |
0.0002 |
0.0% |
0.7472 |
| Low |
0.7329 |
0.7346 |
0.0017 |
0.2% |
0.7300 |
| Close |
0.7378 |
0.7374 |
-0.0004 |
-0.1% |
0.7338 |
| Range |
0.0067 |
0.0052 |
-0.0016 |
-23.1% |
0.0172 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
132,481 |
120,005 |
-12,476 |
-9.4% |
390,993 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7527 |
0.7502 |
0.7402 |
|
| R3 |
0.7475 |
0.7450 |
0.7388 |
|
| R2 |
0.7424 |
0.7424 |
0.7383 |
|
| R1 |
0.7399 |
0.7399 |
0.7378 |
0.7386 |
| PP |
0.7372 |
0.7372 |
0.7372 |
0.7366 |
| S1 |
0.7347 |
0.7347 |
0.7369 |
0.7334 |
| S2 |
0.7321 |
0.7321 |
0.7364 |
|
| S3 |
0.7269 |
0.7296 |
0.7359 |
|
| S4 |
0.7218 |
0.7244 |
0.7345 |
|
|
| 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 |
0.7398 |
0.7304 |
0.0094 |
1.3% |
0.0058 |
0.8% |
74% |
True |
False |
92,716 |
| 10 |
0.7472 |
0.7300 |
0.0172 |
2.3% |
0.0062 |
0.8% |
43% |
False |
False |
88,418 |
| 20 |
0.7561 |
0.7300 |
0.0262 |
3.5% |
0.0066 |
0.9% |
28% |
False |
False |
82,824 |
| 40 |
0.7563 |
0.7218 |
0.0345 |
4.7% |
0.0073 |
1.0% |
45% |
False |
False |
88,533 |
| 60 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0078 |
1.1% |
54% |
False |
False |
95,865 |
| 80 |
0.7750 |
0.7156 |
0.0594 |
8.1% |
0.0072 |
1.0% |
37% |
False |
False |
79,147 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0067 |
0.9% |
31% |
False |
False |
63,436 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.4% |
0.0065 |
0.9% |
31% |
False |
False |
52,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7616 |
|
2.618 |
0.7532 |
|
1.618 |
0.7481 |
|
1.000 |
0.7449 |
|
0.618 |
0.7429 |
|
HIGH |
0.7398 |
|
0.618 |
0.7378 |
|
0.500 |
0.7372 |
|
0.382 |
0.7366 |
|
LOW |
0.7346 |
|
0.618 |
0.7314 |
|
1.000 |
0.7295 |
|
1.618 |
0.7263 |
|
2.618 |
0.7211 |
|
4.250 |
0.7127 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7373 |
0.7367 |
| PP |
0.7372 |
0.7360 |
| S1 |
0.7372 |
0.7353 |
|