CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7383 |
0.7322 |
-0.0062 |
-0.8% |
0.7328 |
| High |
0.7386 |
0.7343 |
-0.0043 |
-0.6% |
0.7398 |
| Low |
0.7313 |
0.7297 |
-0.0017 |
-0.2% |
0.7297 |
| Close |
0.7323 |
0.7304 |
-0.0019 |
-0.3% |
0.7304 |
| Range |
0.0073 |
0.0047 |
-0.0026 |
-35.9% |
0.0101 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
102,959 |
35,334 |
-67,625 |
-65.7% |
467,949 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7454 |
0.7426 |
0.7330 |
|
| R3 |
0.7408 |
0.7379 |
0.7317 |
|
| R2 |
0.7361 |
0.7361 |
0.7313 |
|
| R1 |
0.7333 |
0.7333 |
0.7308 |
0.7324 |
| PP |
0.7315 |
0.7315 |
0.7315 |
0.7310 |
| S1 |
0.7286 |
0.7286 |
0.7300 |
0.7277 |
| S2 |
0.7268 |
0.7268 |
0.7295 |
|
| S3 |
0.7222 |
0.7240 |
0.7291 |
|
| S4 |
0.7175 |
0.7193 |
0.7278 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7636 |
0.7571 |
0.7360 |
|
| R3 |
0.7535 |
0.7470 |
0.7332 |
|
| R2 |
0.7434 |
0.7434 |
0.7323 |
|
| R1 |
0.7369 |
0.7369 |
0.7313 |
0.7351 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7324 |
| S1 |
0.7268 |
0.7268 |
0.7295 |
0.7250 |
| S2 |
0.7232 |
0.7232 |
0.7285 |
|
| S3 |
0.7131 |
0.7167 |
0.7276 |
|
| S4 |
0.7030 |
0.7066 |
0.7248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7398 |
0.7297 |
0.0101 |
1.4% |
0.0055 |
0.7% |
7% |
False |
True |
93,589 |
| 10 |
0.7472 |
0.7297 |
0.0175 |
2.4% |
0.0064 |
0.9% |
4% |
False |
True |
85,894 |
| 20 |
0.7520 |
0.7297 |
0.0223 |
3.1% |
0.0066 |
0.9% |
3% |
False |
True |
82,189 |
| 40 |
0.7563 |
0.7218 |
0.0345 |
4.7% |
0.0072 |
1.0% |
25% |
False |
False |
87,625 |
| 60 |
0.7563 |
0.7156 |
0.0407 |
5.6% |
0.0077 |
1.1% |
36% |
False |
False |
93,918 |
| 80 |
0.7750 |
0.7156 |
0.0594 |
8.1% |
0.0073 |
1.0% |
25% |
False |
False |
80,836 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0067 |
0.9% |
21% |
False |
False |
64,818 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0065 |
0.9% |
21% |
False |
False |
54,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7541 |
|
2.618 |
0.7465 |
|
1.618 |
0.7418 |
|
1.000 |
0.7390 |
|
0.618 |
0.7372 |
|
HIGH |
0.7343 |
|
0.618 |
0.7325 |
|
0.500 |
0.7320 |
|
0.382 |
0.7314 |
|
LOW |
0.7297 |
|
0.618 |
0.7268 |
|
1.000 |
0.7250 |
|
1.618 |
0.7221 |
|
2.618 |
0.7175 |
|
4.250 |
0.7099 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7320 |
0.7347 |
| PP |
0.7315 |
0.7333 |
| S1 |
0.7309 |
0.7318 |
|