CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 13-Dec-2022

Day Change Summary
	Previous	Current
	12-Dec-2022	13-Dec-2022	Change	Change %	Previous Week
Open	0.7328	0.7335	0.0007	0.1%	0.7428
High	0.7343	0.7396	0.0053	0.7%	0.7472
Low	0.7308	0.7329	0.0021	0.3%	0.7300
Close	0.7331	0.7378	0.0047	0.6%	0.7338
Range	0.0035	0.0067	0.0032	91.4%	0.0172
ATR	0.0070	0.0070	0.0000	-0.3%	0.0000
Volume	77,170	132,481	55,311	71.7%	390,993

Daily Pivots for day following 13-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7569	0.7540	0.7414
R3	0.7502	0.7473	0.7396
R2	0.7435	0.7435	0.7390
R1	0.7406	0.7406	0.7384	0.7420
PP	0.7368	0.7368	0.7368	0.7375
S1	0.7339	0.7339	0.7371	0.7353
S2	0.7301	0.7301	0.7365
S3	0.7234	0.7272	0.7359
S4	0.7167	0.7205	0.7341

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7886	0.7784	0.7433
R3	0.7714	0.7612	0.7385
R2	0.7542	0.7542	0.7370
R1	0.7440	0.7440	0.7354	0.7405
PP	0.7370	0.7370	0.7370	0.7352
S1	0.7268	0.7268	0.7322	0.7233
S2	0.7198	0.7198	0.7306
S3	0.7026	0.7096	0.7291
S4	0.6854	0.6924	0.7243

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7396	0.7300	0.0097	1.3%	0.0059	0.8%	81%	True	False	87,729
10	0.7472	0.7300	0.0172	2.3%	0.0067	0.9%	45%	False	False	88,110
20	0.7563	0.7300	0.0263	3.6%	0.0066	0.9%	30%	False	False	81,936
40	0.7563	0.7218	0.0345	4.7%	0.0073	1.0%	46%	False	False	87,727
60	0.7563	0.7156	0.0407	5.5%	0.0078	1.1%	54%	False	False	95,507
80	0.7750	0.7156	0.0594	8.1%	0.0072	1.0%	37%	False	False	77,657
100	0.7853	0.7156	0.0697	9.4%	0.0067	0.9%	32%	False	False	62,238
120	0.7853	0.7156	0.0697	9.4%	0.0065	0.9%	32%	False	False	51,910

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7681
2.618	0.7571
1.618	0.7504
1.000	0.7463
0.618	0.7437
HIGH	0.7396
0.618	0.7370
0.500	0.7363
0.382	0.7355
LOW	0.7329
0.618	0.7288
1.000	0.7262
1.618	0.7221
2.618	0.7154
4.250	0.7044

Fisher Pivots for day following 13-Dec-2022
Pivot	1 day	3 day
R1	0.7373	0.7368
PP	0.7368	0.7359
S1	0.7363	0.7350

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