CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7401 |
0.0037 |
0.5% |
0.7313 |
| High |
0.7422 |
0.7421 |
-0.0001 |
0.0% |
0.7378 |
| Low |
0.7365 |
0.7351 |
-0.0014 |
-0.2% |
0.7304 |
| Close |
0.7398 |
0.7360 |
-0.0039 |
-0.5% |
0.7358 |
| Range |
0.0057 |
0.0070 |
0.0013 |
22.8% |
0.0074 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.3% |
0.0000 |
| Volume |
53,536 |
60,634 |
7,098 |
13.3% |
314,350 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7587 |
0.7543 |
0.7398 |
|
| R3 |
0.7517 |
0.7473 |
0.7379 |
|
| R2 |
0.7447 |
0.7447 |
0.7372 |
|
| R1 |
0.7403 |
0.7403 |
0.7366 |
0.7390 |
| PP |
0.7377 |
0.7377 |
0.7377 |
0.7370 |
| S1 |
0.7333 |
0.7333 |
0.7353 |
0.7320 |
| S2 |
0.7307 |
0.7307 |
0.7347 |
|
| S3 |
0.7237 |
0.7263 |
0.7340 |
|
| S4 |
0.7167 |
0.7193 |
0.7321 |
|
|
| 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 |
0.7312 |
0.0110 |
1.5% |
0.0054 |
0.7% |
44% |
False |
False |
60,116 |
| 10 |
0.7422 |
0.7304 |
0.0118 |
1.6% |
0.0054 |
0.7% |
47% |
False |
False |
63,578 |
| 20 |
0.7482 |
0.7304 |
0.0179 |
2.4% |
0.0060 |
0.8% |
31% |
False |
False |
37,874 |
| 40 |
0.7571 |
0.7258 |
0.0313 |
4.3% |
0.0064 |
0.9% |
32% |
False |
False |
19,149 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0064 |
0.9% |
47% |
False |
False |
12,849 |
| 80 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0062 |
0.8% |
35% |
False |
False |
9,699 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0055 |
0.7% |
28% |
False |
False |
7,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7718 |
|
2.618 |
0.7604 |
|
1.618 |
0.7534 |
|
1.000 |
0.7491 |
|
0.618 |
0.7464 |
|
HIGH |
0.7421 |
|
0.618 |
0.7394 |
|
0.500 |
0.7386 |
|
0.382 |
0.7377 |
|
LOW |
0.7351 |
|
0.618 |
0.7307 |
|
1.000 |
0.7281 |
|
1.618 |
0.7237 |
|
2.618 |
0.7167 |
|
4.250 |
0.7053 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7386 |
0.7374 |
| PP |
0.7377 |
0.7369 |
| S1 |
0.7368 |
0.7364 |
|