CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 14-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7342 |
0.7388 |
0.0046 |
0.6% |
0.7438 |
| High |
0.7406 |
0.7405 |
-0.0001 |
0.0% |
0.7482 |
| Low |
0.7338 |
0.7355 |
0.0018 |
0.2% |
0.7312 |
| Close |
0.7386 |
0.7382 |
-0.0004 |
-0.1% |
0.7347 |
| Range |
0.0068 |
0.0050 |
-0.0018 |
-26.5% |
0.0171 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
59,430 |
62,534 |
3,104 |
5.2% |
31,325 |
|
| Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7531 |
0.7506 |
0.7409 |
|
| R3 |
0.7481 |
0.7456 |
0.7395 |
|
| R2 |
0.7431 |
0.7431 |
0.7391 |
|
| R1 |
0.7406 |
0.7406 |
0.7386 |
0.7393 |
| PP |
0.7381 |
0.7381 |
0.7381 |
0.7374 |
| S1 |
0.7356 |
0.7356 |
0.7377 |
0.7343 |
| S2 |
0.7331 |
0.7331 |
0.7372 |
|
| S3 |
0.7281 |
0.7306 |
0.7368 |
|
| S4 |
0.7231 |
0.7256 |
0.7354 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7790 |
0.7440 |
|
| R3 |
0.7721 |
0.7619 |
0.7393 |
|
| R2 |
0.7551 |
0.7551 |
0.7378 |
|
| R1 |
0.7449 |
0.7449 |
0.7362 |
0.7414 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7363 |
| S1 |
0.7278 |
0.7278 |
0.7331 |
0.7244 |
| S2 |
0.7210 |
0.7210 |
0.7315 |
|
| S3 |
0.7039 |
0.7108 |
0.7300 |
|
| S4 |
0.6869 |
0.6937 |
0.7253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7406 |
0.7313 |
0.0093 |
1.3% |
0.0057 |
0.8% |
74% |
False |
False |
32,947 |
| 10 |
0.7482 |
0.7312 |
0.0171 |
2.3% |
0.0061 |
0.8% |
41% |
False |
False |
18,270 |
| 20 |
0.7571 |
0.7312 |
0.0260 |
3.5% |
0.0063 |
0.9% |
27% |
False |
False |
9,487 |
| 40 |
0.7571 |
0.7231 |
0.0341 |
4.6% |
0.0065 |
0.9% |
44% |
False |
False |
4,885 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0067 |
0.9% |
53% |
False |
False |
3,344 |
| 80 |
0.7746 |
0.7170 |
0.0576 |
7.8% |
0.0059 |
0.8% |
37% |
False |
False |
2,541 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0051 |
0.7% |
31% |
False |
False |
2,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7618 |
|
2.618 |
0.7536 |
|
1.618 |
0.7486 |
|
1.000 |
0.7455 |
|
0.618 |
0.7436 |
|
HIGH |
0.7405 |
|
0.618 |
0.7386 |
|
0.500 |
0.7380 |
|
0.382 |
0.7374 |
|
LOW |
0.7355 |
|
0.618 |
0.7324 |
|
1.000 |
0.7305 |
|
1.618 |
0.7274 |
|
2.618 |
0.7224 |
|
4.250 |
0.7143 |
|
|
| Fisher Pivots for day following 14-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7381 |
0.7375 |
| PP |
0.7381 |
0.7368 |
| S1 |
0.7380 |
0.7361 |
|