CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7331 |
0.7354 |
0.0023 |
0.3% |
0.7336 |
| High |
0.7369 |
0.7365 |
-0.0005 |
-0.1% |
0.7406 |
| Low |
0.7304 |
0.7337 |
0.0034 |
0.5% |
0.7304 |
| Close |
0.7353 |
0.7352 |
-0.0001 |
0.0% |
0.7311 |
| Range |
0.0066 |
0.0028 |
-0.0038 |
-58.0% |
0.0102 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
72,202 |
58,637 |
-13,565 |
-18.8% |
292,598 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7434 |
0.7420 |
0.7367 |
|
| R3 |
0.7406 |
0.7393 |
0.7360 |
|
| R2 |
0.7379 |
0.7379 |
0.7357 |
|
| R1 |
0.7365 |
0.7365 |
0.7355 |
0.7358 |
| PP |
0.7351 |
0.7351 |
0.7351 |
0.7348 |
| S1 |
0.7338 |
0.7338 |
0.7349 |
0.7331 |
| S2 |
0.7324 |
0.7324 |
0.7347 |
|
| S3 |
0.7296 |
0.7310 |
0.7344 |
|
| S4 |
0.7269 |
0.7283 |
0.7337 |
|
|
| 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 |
0.7393 |
0.7304 |
0.0090 |
1.2% |
0.0050 |
0.7% |
54% |
False |
False |
66,261 |
| 10 |
0.7406 |
0.7304 |
0.0102 |
1.4% |
0.0054 |
0.7% |
48% |
False |
False |
49,604 |
| 20 |
0.7522 |
0.7304 |
0.0219 |
3.0% |
0.0061 |
0.8% |
22% |
False |
False |
26,008 |
| 40 |
0.7571 |
0.7258 |
0.0313 |
4.3% |
0.0063 |
0.9% |
30% |
False |
False |
13,137 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0066 |
0.9% |
45% |
False |
False |
8,834 |
| 80 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0060 |
0.8% |
33% |
False |
False |
6,680 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.3% |
0.0053 |
0.7% |
27% |
False |
False |
5,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7481 |
|
2.618 |
0.7436 |
|
1.618 |
0.7409 |
|
1.000 |
0.7392 |
|
0.618 |
0.7381 |
|
HIGH |
0.7365 |
|
0.618 |
0.7354 |
|
0.500 |
0.7351 |
|
0.382 |
0.7348 |
|
LOW |
0.7337 |
|
0.618 |
0.7320 |
|
1.000 |
0.7310 |
|
1.618 |
0.7293 |
|
2.618 |
0.7265 |
|
4.250 |
0.7220 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7352 |
0.7347 |
| PP |
0.7351 |
0.7342 |
| S1 |
0.7351 |
0.7336 |
|