CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 07-Dec-2022

Day Change Summary
	Previous	Current
	06-Dec-2022	07-Dec-2022	Change	Change %	Previous Week
Open	0.7359	0.7326	-0.0033	-0.4%	0.7467
High	0.7369	0.7359	-0.0010	-0.1%	0.7467
Low	0.7313	0.7300	-0.0013	-0.2%	0.7329
Close	0.7319	0.7326	0.0008	0.1%	0.7430
Range	0.0056	0.0059	0.0003	5.4%	0.0138
ATR	0.0075	0.0074	-0.0001	-1.5%	0.0000
Volume	78,396	95,069	16,673	21.3%	485,196

Daily Pivots for day following 07-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7505	0.7475	0.7358
R3	0.7446	0.7416	0.7342
R2	0.7387	0.7387	0.7337
R1	0.7357	0.7357	0.7331	0.7356
PP	0.7328	0.7328	0.7328	0.7328
S1	0.7298	0.7298	0.7321	0.7297
S2	0.7269	0.7269	0.7315
S3	0.7210	0.7239	0.7310
S4	0.7151	0.7180	0.7294

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7823	0.7764	0.7505
R3	0.7685	0.7626	0.7467
R2	0.7547	0.7547	0.7455
R1	0.7488	0.7488	0.7442	0.7448
PP	0.7409	0.7409	0.7409	0.7389
S1	0.7350	0.7350	0.7417	0.7310
S2	0.7271	0.7271	0.7404
S3	0.7133	0.7212	0.7392
S4	0.6995	0.7074	0.7354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7472	0.7300	0.0172	2.3%	0.0067	0.9%	15%	False	True	84,120
10	0.7511	0.7300	0.0211	2.9%	0.0072	1.0%	13%	False	True	86,892
20	0.7563	0.7300	0.0263	3.6%	0.0071	1.0%	10%	False	True	82,482
40	0.7563	0.7156	0.0407	5.5%	0.0077	1.0%	42%	False	False	89,814
60	0.7611	0.7156	0.0455	6.2%	0.0077	1.1%	37%	False	False	95,604
80	0.7790	0.7156	0.0634	8.7%	0.0072	1.0%	27%	False	False	73,410
100	0.7853	0.7156	0.0697	9.5%	0.0067	0.9%	24%	False	False	58,813
120	0.7853	0.7156	0.0697	9.5%	0.0064	0.9%	24%	False	False	49,059

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7609
2.618	0.7513
1.618	0.7454
1.000	0.7418
0.618	0.7395
HIGH	0.7359
0.618	0.7336
0.500	0.7329
0.382	0.7322
LOW	0.7300
0.618	0.7263
1.000	0.7241
1.618	0.7204
2.618	0.7145
4.250	0.7049

Fisher Pivots for day following 07-Dec-2022
Pivot	1 day	3 day
R1	0.7329	0.7386
PP	0.7328	0.7366
S1	0.7327	0.7346

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols