CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 30-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7355 |
0.7387 |
0.0032 |
0.4% |
0.7365 |
| High |
0.7392 |
0.7405 |
0.0013 |
0.2% |
0.7422 |
| Low |
0.7353 |
0.7368 |
0.0015 |
0.2% |
0.7351 |
| Close |
0.7391 |
0.7392 |
0.0001 |
0.0% |
0.7392 |
| Range |
0.0039 |
0.0037 |
-0.0002 |
-5.1% |
0.0071 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
48,347 |
61,037 |
12,690 |
26.2% |
223,554 |
|
| Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7499 |
0.7483 |
0.7412 |
|
| R3 |
0.7462 |
0.7446 |
0.7402 |
|
| R2 |
0.7425 |
0.7425 |
0.7399 |
|
| R1 |
0.7409 |
0.7409 |
0.7395 |
0.7417 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7392 |
| S1 |
0.7372 |
0.7372 |
0.7389 |
0.7380 |
| S2 |
0.7351 |
0.7351 |
0.7385 |
|
| S3 |
0.7314 |
0.7335 |
0.7382 |
|
| S4 |
0.7277 |
0.7298 |
0.7372 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7601 |
0.7568 |
0.7431 |
|
| R3 |
0.7530 |
0.7497 |
0.7412 |
|
| R2 |
0.7459 |
0.7459 |
0.7405 |
|
| R1 |
0.7426 |
0.7426 |
0.7399 |
0.7442 |
| PP |
0.7388 |
0.7388 |
0.7388 |
0.7396 |
| S1 |
0.7355 |
0.7355 |
0.7385 |
0.7371 |
| S2 |
0.7317 |
0.7317 |
0.7379 |
|
| S3 |
0.7246 |
0.7284 |
0.7372 |
|
| S4 |
0.7175 |
0.7213 |
0.7353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7422 |
0.7326 |
0.0096 |
1.3% |
0.0051 |
0.7% |
69% |
False |
False |
57,673 |
| 10 |
0.7422 |
0.7304 |
0.0118 |
1.6% |
0.0049 |
0.7% |
75% |
False |
False |
62,086 |
| 20 |
0.7482 |
0.7304 |
0.0179 |
2.4% |
0.0057 |
0.8% |
50% |
False |
False |
43,202 |
| 40 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0062 |
0.8% |
43% |
False |
False |
21,877 |
| 60 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0063 |
0.9% |
55% |
False |
False |
14,667 |
| 80 |
0.7716 |
0.7170 |
0.0546 |
7.4% |
0.0062 |
0.8% |
41% |
False |
False |
11,063 |
| 100 |
0.7851 |
0.7170 |
0.0681 |
9.2% |
0.0055 |
0.7% |
33% |
False |
False |
8,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7562 |
|
2.618 |
0.7501 |
|
1.618 |
0.7464 |
|
1.000 |
0.7442 |
|
0.618 |
0.7427 |
|
HIGH |
0.7405 |
|
0.618 |
0.7390 |
|
0.500 |
0.7386 |
|
0.382 |
0.7382 |
|
LOW |
0.7368 |
|
0.618 |
0.7345 |
|
1.000 |
0.7331 |
|
1.618 |
0.7308 |
|
2.618 |
0.7271 |
|
4.250 |
0.7210 |
|
|
| Fisher Pivots for day following 30-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7390 |
0.7390 |
| PP |
0.7388 |
0.7388 |
| S1 |
0.7386 |
0.7386 |
|