CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7388 |
0.7392 |
0.0004 |
0.0% |
0.7438 |
| High |
0.7405 |
0.7393 |
-0.0012 |
-0.2% |
0.7482 |
| Low |
0.7355 |
0.7320 |
-0.0035 |
-0.5% |
0.7312 |
| Close |
0.7382 |
0.7330 |
-0.0052 |
-0.7% |
0.7347 |
| Range |
0.0050 |
0.0073 |
0.0023 |
46.0% |
0.0171 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.0% |
0.0000 |
| Volume |
62,534 |
61,769 |
-765 |
-1.2% |
31,325 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7567 |
0.7521 |
0.7370 |
|
| R3 |
0.7494 |
0.7448 |
0.7350 |
|
| R2 |
0.7421 |
0.7421 |
0.7343 |
|
| R1 |
0.7375 |
0.7375 |
0.7336 |
0.7361 |
| PP |
0.7348 |
0.7348 |
0.7348 |
0.7341 |
| S1 |
0.7302 |
0.7302 |
0.7323 |
0.7288 |
| S2 |
0.7275 |
0.7275 |
0.7316 |
|
| S3 |
0.7202 |
0.7229 |
0.7309 |
|
| S4 |
0.7129 |
0.7156 |
0.7289 |
|
|
| 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% |
0.0058 |
0.8% |
18% |
False |
False |
44,085 |
| 10 |
0.7482 |
0.7312 |
0.0171 |
2.3% |
0.0064 |
0.9% |
11% |
False |
False |
24,318 |
| 20 |
0.7532 |
0.7312 |
0.0221 |
3.0% |
0.0063 |
0.9% |
8% |
False |
False |
12,564 |
| 40 |
0.7571 |
0.7231 |
0.0341 |
4.6% |
0.0066 |
0.9% |
29% |
False |
False |
6,421 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0067 |
0.9% |
40% |
False |
False |
4,368 |
| 80 |
0.7746 |
0.7170 |
0.0576 |
7.9% |
0.0060 |
0.8% |
28% |
False |
False |
3,313 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0052 |
0.7% |
23% |
False |
False |
2,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7703 |
|
2.618 |
0.7584 |
|
1.618 |
0.7511 |
|
1.000 |
0.7466 |
|
0.618 |
0.7438 |
|
HIGH |
0.7393 |
|
0.618 |
0.7365 |
|
0.500 |
0.7357 |
|
0.382 |
0.7348 |
|
LOW |
0.7320 |
|
0.618 |
0.7275 |
|
1.000 |
0.7247 |
|
1.618 |
0.7202 |
|
2.618 |
0.7129 |
|
4.250 |
0.7010 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7357 |
0.7363 |
| PP |
0.7348 |
0.7352 |
| S1 |
0.7339 |
0.7341 |
|