CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7313 |
0.7331 |
0.0018 |
0.2% |
0.7336 |
| High |
0.7347 |
0.7369 |
0.0023 |
0.3% |
0.7406 |
| Low |
0.7309 |
0.7304 |
-0.0006 |
-0.1% |
0.7304 |
| Close |
0.7324 |
0.7353 |
0.0029 |
0.4% |
0.7311 |
| Range |
0.0038 |
0.0066 |
0.0028 |
74.7% |
0.0102 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.4% |
0.0000 |
| Volume |
55,736 |
72,202 |
16,466 |
29.5% |
292,598 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7538 |
0.7511 |
0.7389 |
|
| R3 |
0.7473 |
0.7446 |
0.7371 |
|
| R2 |
0.7407 |
0.7407 |
0.7365 |
|
| R1 |
0.7380 |
0.7380 |
0.7359 |
0.7394 |
| PP |
0.7342 |
0.7342 |
0.7342 |
0.7349 |
| S1 |
0.7315 |
0.7315 |
0.7347 |
0.7328 |
| S2 |
0.7276 |
0.7276 |
0.7341 |
|
| S3 |
0.7211 |
0.7249 |
0.7335 |
|
| S4 |
0.7145 |
0.7184 |
0.7317 |
|
|
| 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 |
0.7405 |
0.7304 |
0.0102 |
1.4% |
0.0055 |
0.7% |
49% |
False |
True |
67,040 |
| 10 |
0.7406 |
0.7304 |
0.0102 |
1.4% |
0.0056 |
0.8% |
49% |
False |
True |
44,734 |
| 20 |
0.7522 |
0.7304 |
0.0219 |
3.0% |
0.0062 |
0.8% |
23% |
False |
True |
23,085 |
| 40 |
0.7571 |
0.7258 |
0.0313 |
4.3% |
0.0064 |
0.9% |
30% |
False |
False |
11,674 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0066 |
0.9% |
46% |
False |
False |
7,858 |
| 80 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0060 |
0.8% |
34% |
False |
False |
5,949 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0053 |
0.7% |
27% |
False |
False |
4,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7647 |
|
2.618 |
0.7540 |
|
1.618 |
0.7475 |
|
1.000 |
0.7435 |
|
0.618 |
0.7409 |
|
HIGH |
0.7369 |
|
0.618 |
0.7344 |
|
0.500 |
0.7336 |
|
0.382 |
0.7329 |
|
LOW |
0.7304 |
|
0.618 |
0.7263 |
|
1.000 |
0.7238 |
|
1.618 |
0.7198 |
|
2.618 |
0.7132 |
|
4.250 |
0.7025 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7347 |
0.7347 |
| PP |
0.7342 |
0.7342 |
| S1 |
0.7336 |
0.7336 |
|