CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7352 |
0.7333 |
-0.0019 |
-0.3% |
0.7313 |
| High |
0.7373 |
0.7378 |
0.0005 |
0.1% |
0.7378 |
| Low |
0.7312 |
0.7326 |
0.0015 |
0.2% |
0.7304 |
| Close |
0.7331 |
0.7358 |
0.0027 |
0.4% |
0.7358 |
| Range |
0.0062 |
0.0052 |
-0.0010 |
-16.3% |
0.0074 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
62,963 |
64,812 |
1,849 |
2.9% |
314,350 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7508 |
0.7484 |
0.7386 |
|
| R3 |
0.7457 |
0.7433 |
0.7372 |
|
| R2 |
0.7405 |
0.7405 |
0.7367 |
|
| R1 |
0.7381 |
0.7381 |
0.7362 |
0.7393 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7360 |
| S1 |
0.7330 |
0.7330 |
0.7353 |
0.7342 |
| S2 |
0.7302 |
0.7302 |
0.7348 |
|
| S3 |
0.7251 |
0.7278 |
0.7343 |
|
| S4 |
0.7199 |
0.7227 |
0.7329 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7568 |
0.7537 |
0.7398 |
|
| R3 |
0.7494 |
0.7463 |
0.7378 |
|
| R2 |
0.7420 |
0.7420 |
0.7371 |
|
| R1 |
0.7389 |
0.7389 |
0.7364 |
0.7405 |
| PP |
0.7346 |
0.7346 |
0.7346 |
0.7354 |
| S1 |
0.7315 |
0.7315 |
0.7351 |
0.7331 |
| S2 |
0.7272 |
0.7272 |
0.7344 |
|
| S3 |
0.7198 |
0.7241 |
0.7337 |
|
| S4 |
0.7124 |
0.7167 |
0.7317 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7378 |
0.7304 |
0.0074 |
1.0% |
0.0049 |
0.7% |
73% |
True |
False |
62,870 |
| 10 |
0.7406 |
0.7304 |
0.0102 |
1.4% |
0.0052 |
0.7% |
53% |
False |
False |
60,694 |
| 20 |
0.7482 |
0.7304 |
0.0179 |
2.4% |
0.0062 |
0.8% |
30% |
False |
False |
32,315 |
| 40 |
0.7571 |
0.7258 |
0.0313 |
4.3% |
0.0063 |
0.9% |
32% |
False |
False |
16,302 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.5% |
0.0065 |
0.9% |
47% |
False |
False |
10,955 |
| 80 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0061 |
0.8% |
34% |
False |
False |
8,274 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0054 |
0.7% |
28% |
False |
False |
6,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7596 |
|
2.618 |
0.7512 |
|
1.618 |
0.7461 |
|
1.000 |
0.7429 |
|
0.618 |
0.7409 |
|
HIGH |
0.7378 |
|
0.618 |
0.7358 |
|
0.500 |
0.7352 |
|
0.382 |
0.7346 |
|
LOW |
0.7326 |
|
0.618 |
0.7294 |
|
1.000 |
0.7275 |
|
1.618 |
0.7243 |
|
2.618 |
0.7191 |
|
4.250 |
0.7107 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7356 |
0.7353 |
| PP |
0.7354 |
0.7349 |
| S1 |
0.7352 |
0.7345 |
|