CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7326 |
0.7313 |
-0.0013 |
-0.2% |
0.7336 |
| High |
0.7351 |
0.7347 |
-0.0004 |
-0.1% |
0.7406 |
| Low |
0.7304 |
0.7309 |
0.0006 |
0.1% |
0.7304 |
| Close |
0.7311 |
0.7324 |
0.0013 |
0.2% |
0.7311 |
| Range |
0.0047 |
0.0038 |
-0.0010 |
-20.2% |
0.0102 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
82,963 |
55,736 |
-27,227 |
-32.8% |
292,598 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7439 |
0.7419 |
0.7345 |
|
| R3 |
0.7402 |
0.7382 |
0.7334 |
|
| R2 |
0.7364 |
0.7364 |
0.7331 |
|
| R1 |
0.7344 |
0.7344 |
0.7327 |
0.7354 |
| PP |
0.7327 |
0.7327 |
0.7327 |
0.7332 |
| S1 |
0.7307 |
0.7307 |
0.7321 |
0.7317 |
| S2 |
0.7289 |
0.7289 |
0.7317 |
|
| S3 |
0.7252 |
0.7269 |
0.7314 |
|
| S4 |
0.7214 |
0.7232 |
0.7303 |
|
|
| 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% |
0.0055 |
0.8% |
20% |
False |
False |
64,486 |
| 10 |
0.7406 |
0.7304 |
0.0102 |
1.4% |
0.0055 |
0.8% |
20% |
False |
False |
37,733 |
| 20 |
0.7522 |
0.7304 |
0.0219 |
3.0% |
0.0062 |
0.8% |
9% |
False |
False |
19,481 |
| 40 |
0.7571 |
0.7258 |
0.0313 |
4.3% |
0.0064 |
0.9% |
21% |
False |
False |
9,873 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0067 |
0.9% |
38% |
False |
False |
6,661 |
| 80 |
0.7746 |
0.7170 |
0.0576 |
7.9% |
0.0060 |
0.8% |
27% |
False |
False |
5,046 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0052 |
0.7% |
23% |
False |
False |
4,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7506 |
|
2.618 |
0.7445 |
|
1.618 |
0.7407 |
|
1.000 |
0.7384 |
|
0.618 |
0.7370 |
|
HIGH |
0.7347 |
|
0.618 |
0.7332 |
|
0.500 |
0.7328 |
|
0.382 |
0.7323 |
|
LOW |
0.7309 |
|
0.618 |
0.7286 |
|
1.000 |
0.7272 |
|
1.618 |
0.7248 |
|
2.618 |
0.7211 |
|
4.250 |
0.7150 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7328 |
0.7348 |
| PP |
0.7327 |
0.7340 |
| S1 |
0.7325 |
0.7332 |
|