CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 06-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7438 |
0.7372 |
-0.0066 |
-0.9% |
0.7474 |
| High |
0.7482 |
0.7376 |
-0.0106 |
-1.4% |
0.7479 |
| Low |
0.7362 |
0.7324 |
-0.0038 |
-0.5% |
0.7342 |
| Close |
0.7368 |
0.7330 |
-0.0039 |
-0.5% |
0.7442 |
| Range |
0.0120 |
0.0052 |
-0.0068 |
-56.7% |
0.0138 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
2,329 |
2,186 |
-143 |
-6.1% |
8,038 |
|
| Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7499 |
0.7466 |
0.7358 |
|
| R3 |
0.7447 |
0.7414 |
0.7344 |
|
| R2 |
0.7395 |
0.7395 |
0.7339 |
|
| R1 |
0.7362 |
0.7362 |
0.7334 |
0.7353 |
| PP |
0.7343 |
0.7343 |
0.7343 |
0.7338 |
| S1 |
0.7310 |
0.7310 |
0.7325 |
0.7301 |
| S2 |
0.7291 |
0.7291 |
0.7320 |
|
| S3 |
0.7239 |
0.7258 |
0.7315 |
|
| S4 |
0.7187 |
0.7206 |
0.7301 |
|
|
| 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 |
0.7324 |
0.0158 |
2.2% |
0.0072 |
1.0% |
3% |
False |
True |
1,911 |
| 10 |
0.7522 |
0.7324 |
0.0198 |
2.7% |
0.0068 |
0.9% |
3% |
False |
True |
1,437 |
| 20 |
0.7571 |
0.7324 |
0.0247 |
3.4% |
0.0066 |
0.9% |
2% |
False |
True |
845 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0068 |
0.9% |
40% |
False |
False |
532 |
| 60 |
0.7712 |
0.7170 |
0.0542 |
7.4% |
0.0065 |
0.9% |
29% |
False |
False |
452 |
| 80 |
0.7784 |
0.7170 |
0.0614 |
8.4% |
0.0057 |
0.8% |
26% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7597 |
|
2.618 |
0.7512 |
|
1.618 |
0.7460 |
|
1.000 |
0.7428 |
|
0.618 |
0.7408 |
|
HIGH |
0.7376 |
|
0.618 |
0.7356 |
|
0.500 |
0.7350 |
|
0.382 |
0.7344 |
|
LOW |
0.7324 |
|
0.618 |
0.7292 |
|
1.000 |
0.7272 |
|
1.618 |
0.7240 |
|
2.618 |
0.7188 |
|
4.250 |
0.7103 |
|
|
| Fisher Pivots for day following 06-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7350 |
0.7403 |
| PP |
0.7343 |
0.7379 |
| S1 |
0.7336 |
0.7354 |
|