CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7392 |
0.7326 |
-0.0066 |
-0.9% |
0.7336 |
| High |
0.7393 |
0.7351 |
-0.0043 |
-0.6% |
0.7406 |
| Low |
0.7320 |
0.7304 |
-0.0017 |
-0.2% |
0.7304 |
| Close |
0.7330 |
0.7311 |
-0.0019 |
-0.3% |
0.7311 |
| Range |
0.0073 |
0.0047 |
-0.0026 |
-35.6% |
0.0102 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
61,769 |
82,963 |
21,194 |
34.3% |
292,598 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7463 |
0.7434 |
0.7337 |
|
| R3 |
0.7416 |
0.7387 |
0.7324 |
|
| R2 |
0.7369 |
0.7369 |
0.7320 |
|
| R1 |
0.7340 |
0.7340 |
0.7315 |
0.7331 |
| PP |
0.7322 |
0.7322 |
0.7322 |
0.7317 |
| S1 |
0.7293 |
0.7293 |
0.7307 |
0.7284 |
| S2 |
0.7275 |
0.7275 |
0.7302 |
|
| S3 |
0.7228 |
0.7246 |
0.7298 |
|
| S4 |
0.7181 |
0.7199 |
0.7285 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7646 |
0.7581 |
0.7367 |
|
| R3 |
0.7544 |
0.7479 |
0.7339 |
|
| R2 |
0.7442 |
0.7442 |
0.7330 |
|
| R1 |
0.7377 |
0.7377 |
0.7320 |
0.7358 |
| PP |
0.7340 |
0.7340 |
0.7340 |
0.7331 |
| S1 |
0.7275 |
0.7275 |
0.7302 |
0.7256 |
| S2 |
0.7238 |
0.7238 |
0.7292 |
|
| S3 |
0.7136 |
0.7173 |
0.7283 |
|
| S4 |
0.7034 |
0.7071 |
0.7255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7406 |
0.7304 |
0.0102 |
1.4% |
0.0054 |
0.7% |
7% |
False |
True |
58,519 |
| 10 |
0.7482 |
0.7304 |
0.0179 |
2.4% |
0.0063 |
0.9% |
4% |
False |
True |
32,392 |
| 20 |
0.7532 |
0.7304 |
0.0229 |
3.1% |
0.0063 |
0.9% |
3% |
False |
True |
16,699 |
| 40 |
0.7571 |
0.7231 |
0.0341 |
4.7% |
0.0066 |
0.9% |
24% |
False |
False |
8,483 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0067 |
0.9% |
35% |
False |
False |
5,733 |
| 80 |
0.7746 |
0.7170 |
0.0576 |
7.9% |
0.0060 |
0.8% |
25% |
False |
False |
4,350 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0052 |
0.7% |
21% |
False |
False |
3,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7550 |
|
2.618 |
0.7474 |
|
1.618 |
0.7427 |
|
1.000 |
0.7398 |
|
0.618 |
0.7380 |
|
HIGH |
0.7351 |
|
0.618 |
0.7333 |
|
0.500 |
0.7327 |
|
0.382 |
0.7321 |
|
LOW |
0.7304 |
|
0.618 |
0.7274 |
|
1.000 |
0.7257 |
|
1.618 |
0.7227 |
|
2.618 |
0.7180 |
|
4.250 |
0.7104 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7327 |
0.7354 |
| PP |
0.7322 |
0.7340 |
| S1 |
0.7316 |
0.7325 |
|