CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 02-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7462 |
0.7454 |
-0.0009 |
-0.1% |
0.7474 |
| High |
0.7477 |
0.7463 |
-0.0014 |
-0.2% |
0.7479 |
| Low |
0.7436 |
0.7411 |
-0.0026 |
-0.3% |
0.7342 |
| Close |
0.7460 |
0.7442 |
-0.0019 |
-0.2% |
0.7442 |
| Range |
0.0041 |
0.0052 |
0.0012 |
28.4% |
0.0138 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1,292 |
2,222 |
930 |
72.0% |
8,038 |
|
| Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7594 |
0.7570 |
0.7470 |
|
| R3 |
0.7542 |
0.7518 |
0.7456 |
|
| R2 |
0.7490 |
0.7490 |
0.7451 |
|
| R1 |
0.7466 |
0.7466 |
0.7446 |
0.7452 |
| PP |
0.7438 |
0.7438 |
0.7438 |
0.7431 |
| S1 |
0.7414 |
0.7414 |
0.7437 |
0.7400 |
| S2 |
0.7386 |
0.7386 |
0.7432 |
|
| S3 |
0.7334 |
0.7362 |
0.7427 |
|
| S4 |
0.7282 |
0.7310 |
0.7413 |
|
|
| Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7833 |
0.7775 |
0.7517 |
|
| R3 |
0.7696 |
0.7637 |
0.7479 |
|
| R2 |
0.7558 |
0.7558 |
0.7467 |
|
| R1 |
0.7500 |
0.7500 |
0.7454 |
0.7460 |
| PP |
0.7421 |
0.7421 |
0.7421 |
0.7401 |
| S1 |
0.7362 |
0.7362 |
0.7429 |
0.7323 |
| S2 |
0.7283 |
0.7283 |
0.7416 |
|
| S3 |
0.7146 |
0.7225 |
0.7404 |
|
| S4 |
0.7008 |
0.7087 |
0.7366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7479 |
0.7342 |
0.0138 |
1.8% |
0.0074 |
1.0% |
73% |
False |
False |
1,607 |
| 10 |
0.7532 |
0.7342 |
0.0191 |
2.6% |
0.0063 |
0.8% |
52% |
False |
False |
1,006 |
| 20 |
0.7571 |
0.7287 |
0.0284 |
3.8% |
0.0067 |
0.9% |
54% |
False |
False |
656 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0065 |
0.9% |
68% |
False |
False |
423 |
| 60 |
0.7716 |
0.7170 |
0.0546 |
7.3% |
0.0064 |
0.9% |
50% |
False |
False |
382 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0055 |
0.7% |
40% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7684 |
|
2.618 |
0.7599 |
|
1.618 |
0.7547 |
|
1.000 |
0.7515 |
|
0.618 |
0.7495 |
|
HIGH |
0.7463 |
|
0.618 |
0.7443 |
|
0.500 |
0.7437 |
|
0.382 |
0.7430 |
|
LOW |
0.7411 |
|
0.618 |
0.7378 |
|
1.000 |
0.7359 |
|
1.618 |
0.7326 |
|
2.618 |
0.7274 |
|
4.250 |
0.7190 |
|
|
| Fisher Pivots for day following 02-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7440 |
0.7435 |
| PP |
0.7438 |
0.7429 |
| S1 |
0.7437 |
0.7423 |
|