CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7333 |
0.7365 |
0.0032 |
0.4% |
0.7313 |
| High |
0.7378 |
0.7422 |
0.0044 |
0.6% |
0.7378 |
| Low |
0.7326 |
0.7365 |
0.0039 |
0.5% |
0.7304 |
| Close |
0.7358 |
0.7398 |
0.0041 |
0.6% |
0.7358 |
| Range |
0.0052 |
0.0057 |
0.0006 |
10.7% |
0.0074 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.6% |
0.0000 |
| Volume |
64,812 |
53,536 |
-11,276 |
-17.4% |
314,350 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7566 |
0.7539 |
0.7429 |
|
| R3 |
0.7509 |
0.7482 |
0.7414 |
|
| R2 |
0.7452 |
0.7452 |
0.7408 |
|
| R1 |
0.7425 |
0.7425 |
0.7403 |
0.7438 |
| PP |
0.7395 |
0.7395 |
0.7395 |
0.7401 |
| S1 |
0.7368 |
0.7368 |
0.7393 |
0.7381 |
| S2 |
0.7338 |
0.7338 |
0.7388 |
|
| S3 |
0.7281 |
0.7311 |
0.7382 |
|
| S4 |
0.7224 |
0.7254 |
0.7367 |
|
|
| 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 |
0.7422 |
0.7304 |
0.0118 |
1.6% |
0.0053 |
0.7% |
80% |
True |
False |
62,430 |
| 10 |
0.7422 |
0.7304 |
0.0118 |
1.6% |
0.0054 |
0.7% |
80% |
True |
False |
63,458 |
| 20 |
0.7482 |
0.7304 |
0.0179 |
2.4% |
0.0062 |
0.8% |
53% |
False |
False |
34,971 |
| 40 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0063 |
0.9% |
45% |
False |
False |
17,637 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0064 |
0.9% |
57% |
False |
False |
11,839 |
| 80 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0061 |
0.8% |
42% |
False |
False |
8,942 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0054 |
0.7% |
34% |
False |
False |
7,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7664 |
|
2.618 |
0.7571 |
|
1.618 |
0.7514 |
|
1.000 |
0.7479 |
|
0.618 |
0.7457 |
|
HIGH |
0.7422 |
|
0.618 |
0.7400 |
|
0.500 |
0.7393 |
|
0.382 |
0.7386 |
|
LOW |
0.7365 |
|
0.618 |
0.7329 |
|
1.000 |
0.7308 |
|
1.618 |
0.7272 |
|
2.618 |
0.7215 |
|
4.250 |
0.7122 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7396 |
0.7388 |
| PP |
0.7395 |
0.7377 |
| S1 |
0.7393 |
0.7367 |
|