CME Canadian Dollar Future March 2023
Trading Metrics calculated at close of trading on 08-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2022 |
08-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7337 |
0.7332 |
-0.0005 |
-0.1% |
0.7474 |
High |
0.7366 |
0.7382 |
0.0016 |
0.2% |
0.7479 |
Low |
0.7312 |
0.7313 |
0.0002 |
0.0% |
0.7342 |
Close |
0.7335 |
0.7370 |
0.0035 |
0.5% |
0.7442 |
Range |
0.0055 |
0.0069 |
0.0015 |
26.6% |
0.0138 |
ATR |
0.0068 |
0.0068 |
0.0000 |
0.1% |
0.0000 |
Volume |
9,939 |
6,080 |
-3,859 |
-38.8% |
8,038 |
|
Daily Pivots for day following 08-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7562 |
0.7535 |
0.7407 |
|
R3 |
0.7493 |
0.7466 |
0.7388 |
|
R2 |
0.7424 |
0.7424 |
0.7382 |
|
R1 |
0.7397 |
0.7397 |
0.7376 |
0.7410 |
PP |
0.7355 |
0.7355 |
0.7355 |
0.7362 |
S1 |
0.7328 |
0.7328 |
0.7363 |
0.7341 |
S2 |
0.7286 |
0.7286 |
0.7357 |
|
S3 |
0.7217 |
0.7259 |
0.7351 |
|
S4 |
0.7148 |
0.7190 |
0.7332 |
|
|
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% |
0.0070 |
0.9% |
34% |
False |
False |
4,551 |
10 |
0.7522 |
0.7312 |
0.0211 |
2.9% |
0.0071 |
1.0% |
28% |
False |
False |
2,937 |
20 |
0.7571 |
0.7312 |
0.0260 |
3.5% |
0.0065 |
0.9% |
22% |
False |
False |
1,636 |
40 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0069 |
0.9% |
50% |
False |
False |
928 |
60 |
0.7604 |
0.7170 |
0.0434 |
5.9% |
0.0065 |
0.9% |
46% |
False |
False |
714 |
80 |
0.7754 |
0.7170 |
0.0584 |
7.9% |
0.0058 |
0.8% |
34% |
False |
False |
560 |
100 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0050 |
0.7% |
29% |
False |
False |
453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7675 |
2.618 |
0.7563 |
1.618 |
0.7494 |
1.000 |
0.7451 |
0.618 |
0.7425 |
HIGH |
0.7382 |
0.618 |
0.7356 |
0.500 |
0.7348 |
0.382 |
0.7339 |
LOW |
0.7313 |
0.618 |
0.7270 |
1.000 |
0.7244 |
1.618 |
0.7201 |
2.618 |
0.7132 |
4.250 |
0.7020 |
|
|
Fisher Pivots for day following 08-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7362 |
0.7362 |
PP |
0.7355 |
0.7354 |
S1 |
0.7348 |
0.7347 |
|