CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 05-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7454 |
0.7438 |
-0.0016 |
-0.2% |
0.7474 |
| High |
0.7463 |
0.7482 |
0.0020 |
0.3% |
0.7479 |
| Low |
0.7411 |
0.7362 |
-0.0049 |
-0.7% |
0.7342 |
| Close |
0.7442 |
0.7368 |
-0.0074 |
-1.0% |
0.7442 |
| Range |
0.0052 |
0.0120 |
0.0068 |
130.8% |
0.0138 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
5.8% |
0.0000 |
| Volume |
2,222 |
2,329 |
107 |
4.8% |
8,038 |
|
| Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7764 |
0.7686 |
0.7434 |
|
| R3 |
0.7644 |
0.7566 |
0.7401 |
|
| R2 |
0.7524 |
0.7524 |
0.7390 |
|
| R1 |
0.7446 |
0.7446 |
0.7379 |
0.7425 |
| PP |
0.7404 |
0.7404 |
0.7404 |
0.7394 |
| S1 |
0.7326 |
0.7326 |
0.7357 |
0.7305 |
| S2 |
0.7284 |
0.7284 |
0.7346 |
|
| S3 |
0.7164 |
0.7206 |
0.7335 |
|
| S4 |
0.7044 |
0.7086 |
0.7302 |
|
|
| 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 |
0.7482 |
0.7342 |
0.0141 |
1.9% |
0.0087 |
1.2% |
19% |
True |
False |
1,988 |
| 10 |
0.7522 |
0.7342 |
0.0181 |
2.4% |
0.0069 |
0.9% |
15% |
False |
False |
1,229 |
| 20 |
0.7571 |
0.7342 |
0.0230 |
3.1% |
0.0065 |
0.9% |
12% |
False |
False |
742 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0067 |
0.9% |
49% |
False |
False |
479 |
| 60 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0065 |
0.9% |
36% |
False |
False |
418 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0056 |
0.8% |
29% |
False |
False |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7992 |
|
2.618 |
0.7796 |
|
1.618 |
0.7676 |
|
1.000 |
0.7602 |
|
0.618 |
0.7556 |
|
HIGH |
0.7482 |
|
0.618 |
0.7436 |
|
0.500 |
0.7422 |
|
0.382 |
0.7408 |
|
LOW |
0.7362 |
|
0.618 |
0.7288 |
|
1.000 |
0.7242 |
|
1.618 |
0.7168 |
|
2.618 |
0.7048 |
|
4.250 |
0.6852 |
|
|
| Fisher Pivots for day following 05-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7422 |
0.7422 |
| PP |
0.7404 |
0.7404 |
| S1 |
0.7386 |
0.7386 |
|