CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 01-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7373 |
0.7462 |
0.0089 |
1.2% |
0.7486 |
| High |
0.7465 |
0.7477 |
0.0012 |
0.2% |
0.7522 |
| Low |
0.7370 |
0.7436 |
0.0067 |
0.9% |
0.7425 |
| Close |
0.7454 |
0.7460 |
0.0006 |
0.1% |
0.7487 |
| Range |
0.0096 |
0.0041 |
-0.0055 |
-57.6% |
0.0098 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
1,528 |
1,292 |
-236 |
-15.4% |
1,928 |
|
| Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7579 |
0.7560 |
0.7482 |
|
| R3 |
0.7539 |
0.7520 |
0.7471 |
|
| R2 |
0.7498 |
0.7498 |
0.7467 |
|
| R1 |
0.7479 |
0.7479 |
0.7464 |
0.7468 |
| PP |
0.7458 |
0.7458 |
0.7458 |
0.7452 |
| S1 |
0.7439 |
0.7439 |
0.7456 |
0.7428 |
| S2 |
0.7417 |
0.7417 |
0.7453 |
|
| S3 |
0.7377 |
0.7398 |
0.7449 |
|
| S4 |
0.7336 |
0.7358 |
0.7438 |
|
|
| Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7726 |
0.7540 |
|
| R3 |
0.7673 |
0.7628 |
0.7513 |
|
| R2 |
0.7575 |
0.7575 |
0.7504 |
|
| R1 |
0.7531 |
0.7531 |
0.7495 |
0.7553 |
| PP |
0.7478 |
0.7478 |
0.7478 |
0.7489 |
| S1 |
0.7433 |
0.7433 |
0.7478 |
0.7456 |
| S2 |
0.7380 |
0.7380 |
0.7469 |
|
| S3 |
0.7283 |
0.7336 |
0.7460 |
|
| S4 |
0.7185 |
0.7238 |
0.7433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7522 |
0.7342 |
0.0181 |
2.4% |
0.0073 |
1.0% |
66% |
False |
False |
1,323 |
| 10 |
0.7532 |
0.7342 |
0.0191 |
2.6% |
0.0063 |
0.8% |
62% |
False |
False |
809 |
| 20 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0067 |
0.9% |
65% |
False |
False |
552 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0067 |
0.9% |
72% |
False |
False |
399 |
| 60 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0064 |
0.9% |
53% |
False |
False |
349 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0055 |
0.7% |
43% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7649 |
|
2.618 |
0.7583 |
|
1.618 |
0.7542 |
|
1.000 |
0.7517 |
|
0.618 |
0.7502 |
|
HIGH |
0.7477 |
|
0.618 |
0.7461 |
|
0.500 |
0.7456 |
|
0.382 |
0.7451 |
|
LOW |
0.7436 |
|
0.618 |
0.7411 |
|
1.000 |
0.7396 |
|
1.618 |
0.7370 |
|
2.618 |
0.7330 |
|
4.250 |
0.7264 |
|
|
| Fisher Pivots for day following 01-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7459 |
0.7443 |
| PP |
0.7458 |
0.7426 |
| S1 |
0.7456 |
0.7409 |
|