CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 19-Dec-2022
Day Change Summary
Previous Current
16-Dec-2022 19-Dec-2022 Change Change % Previous Week
Open 0.7322 0.7307 -0.0015 -0.2% 0.7328
High 0.7343 0.7338 -0.0005 -0.1% 0.7398
Low 0.7297 0.7305 0.0009 0.1% 0.7297
Close 0.7304 0.7318 0.0014 0.2% 0.7304
Range 0.0047 0.0033 -0.0014 -29.0% 0.0101
ATR 0.0067 0.0065 -0.0002 -3.5% 0.0000
Volume 35,334 5,826 -29,508 -83.5% 467,949
Daily Pivots for day following 19-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7419 0.7402 0.7336
R3 0.7386 0.7369 0.7327
R2 0.7353 0.7353 0.7324
R1 0.7336 0.7336 0.7321 0.7345
PP 0.7320 0.7320 0.7320 0.7325
S1 0.7303 0.7303 0.7315 0.7312
S2 0.7287 0.7287 0.7312
S3 0.7254 0.7270 0.7309
S4 0.7221 0.7237 0.7300
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% 0.0054 0.7% 21% False False 79,321
10 0.7398 0.7297 0.0101 1.4% 0.0056 0.8% 21% False False 78,116
20 0.7511 0.7297 0.0214 2.9% 0.0064 0.9% 10% False False 79,384
40 0.7563 0.7244 0.0319 4.4% 0.0070 1.0% 23% False False 84,122
60 0.7563 0.7156 0.0407 5.6% 0.0076 1.0% 40% False False 91,763
80 0.7744 0.7156 0.0588 8.0% 0.0072 1.0% 28% False False 80,889
100 0.7853 0.7156 0.0697 9.5% 0.0067 0.9% 23% False False 64,875
120 0.7853 0.7156 0.0697 9.5% 0.0065 0.9% 23% False False 54,108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 0.7478
2.618 0.7424
1.618 0.7391
1.000 0.7371
0.618 0.7358
HIGH 0.7338
0.618 0.7325
0.500 0.7322
0.382 0.7318
LOW 0.7305
0.618 0.7285
1.000 0.7272
1.618 0.7252
2.618 0.7219
4.250 0.7165
Fisher Pivots for day following 19-Dec-2022
Pivot 1 day 3 day
R1 0.7322 0.7341
PP 0.7320 0.7333
S1 0.7319 0.7326

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These figures are updated between 7pm and 10pm EST after a trading day.

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