CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7381 |
0.7383 |
0.0002 |
0.0% |
0.7428 |
| High |
0.7398 |
0.7386 |
-0.0012 |
-0.2% |
0.7472 |
| Low |
0.7346 |
0.7313 |
-0.0033 |
-0.4% |
0.7300 |
| Close |
0.7374 |
0.7323 |
-0.0051 |
-0.7% |
0.7338 |
| Range |
0.0052 |
0.0073 |
0.0021 |
40.8% |
0.0172 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.4% |
0.0000 |
| Volume |
120,005 |
102,959 |
-17,046 |
-14.2% |
390,993 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7558 |
0.7513 |
0.7362 |
|
| R3 |
0.7485 |
0.7440 |
0.7342 |
|
| R2 |
0.7413 |
0.7413 |
0.7336 |
|
| R1 |
0.7368 |
0.7368 |
0.7329 |
0.7354 |
| PP |
0.7340 |
0.7340 |
0.7340 |
0.7334 |
| S1 |
0.7295 |
0.7295 |
0.7316 |
0.7282 |
| S2 |
0.7268 |
0.7268 |
0.7309 |
|
| S3 |
0.7195 |
0.7223 |
0.7303 |
|
| S4 |
0.7123 |
0.7150 |
0.7283 |
|
|
| 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% |
20% |
False |
False |
100,422 |
| 10 |
0.7472 |
0.7300 |
0.0172 |
2.3% |
0.0065 |
0.9% |
13% |
False |
False |
89,724 |
| 20 |
0.7520 |
0.7300 |
0.0220 |
3.0% |
0.0066 |
0.9% |
10% |
False |
False |
84,203 |
| 40 |
0.7563 |
0.7218 |
0.0345 |
4.7% |
0.0073 |
1.0% |
30% |
False |
False |
89,039 |
| 60 |
0.7563 |
0.7156 |
0.0407 |
5.6% |
0.0078 |
1.1% |
41% |
False |
False |
95,710 |
| 80 |
0.7750 |
0.7156 |
0.0594 |
8.1% |
0.0072 |
1.0% |
28% |
False |
False |
80,402 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0067 |
0.9% |
24% |
False |
False |
64,465 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0065 |
0.9% |
24% |
False |
False |
53,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7694 |
|
2.618 |
0.7575 |
|
1.618 |
0.7503 |
|
1.000 |
0.7458 |
|
0.618 |
0.7430 |
|
HIGH |
0.7386 |
|
0.618 |
0.7358 |
|
0.500 |
0.7349 |
|
0.382 |
0.7341 |
|
LOW |
0.7313 |
|
0.618 |
0.7268 |
|
1.000 |
0.7241 |
|
1.618 |
0.7196 |
|
2.618 |
0.7123 |
|
4.250 |
0.7005 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7349 |
0.7355 |
| PP |
0.7340 |
0.7344 |
| S1 |
0.7331 |
0.7333 |
|