CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 07-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7372 |
0.7337 |
-0.0036 |
-0.5% |
0.7474 |
| High |
0.7376 |
0.7366 |
-0.0010 |
-0.1% |
0.7479 |
| Low |
0.7324 |
0.7312 |
-0.0013 |
-0.2% |
0.7342 |
| Close |
0.7330 |
0.7335 |
0.0005 |
0.1% |
0.7442 |
| Range |
0.0052 |
0.0055 |
0.0003 |
4.8% |
0.0138 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
2,186 |
9,939 |
7,753 |
354.7% |
8,038 |
|
| Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7501 |
0.7472 |
0.7364 |
|
| R3 |
0.7446 |
0.7418 |
0.7349 |
|
| R2 |
0.7392 |
0.7392 |
0.7344 |
|
| R1 |
0.7363 |
0.7363 |
0.7339 |
0.7350 |
| PP |
0.7337 |
0.7337 |
0.7337 |
0.7331 |
| S1 |
0.7309 |
0.7309 |
0.7330 |
0.7296 |
| S2 |
0.7283 |
0.7283 |
0.7325 |
|
| S3 |
0.7228 |
0.7254 |
0.7320 |
|
| S4 |
0.7174 |
0.7200 |
0.7305 |
|
|
| 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 |
0.7312 |
0.0171 |
2.3% |
0.0064 |
0.9% |
13% |
False |
True |
3,593 |
| 10 |
0.7522 |
0.7312 |
0.0211 |
2.9% |
0.0069 |
0.9% |
11% |
False |
True |
2,412 |
| 20 |
0.7571 |
0.7312 |
0.0260 |
3.5% |
0.0065 |
0.9% |
9% |
False |
True |
1,337 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0068 |
0.9% |
41% |
False |
False |
777 |
| 60 |
0.7619 |
0.7170 |
0.0449 |
6.1% |
0.0065 |
0.9% |
37% |
False |
False |
613 |
| 80 |
0.7784 |
0.7170 |
0.0614 |
8.4% |
0.0057 |
0.8% |
27% |
False |
False |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7598 |
|
2.618 |
0.7509 |
|
1.618 |
0.7454 |
|
1.000 |
0.7421 |
|
0.618 |
0.7400 |
|
HIGH |
0.7366 |
|
0.618 |
0.7345 |
|
0.500 |
0.7339 |
|
0.382 |
0.7332 |
|
LOW |
0.7312 |
|
0.618 |
0.7278 |
|
1.000 |
0.7257 |
|
1.618 |
0.7223 |
|
2.618 |
0.7169 |
|
4.250 |
0.7080 |
|
|
| Fisher Pivots for day following 07-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7339 |
0.7397 |
| PP |
0.7337 |
0.7376 |
| S1 |
0.7336 |
0.7355 |
|