CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 15-Dec-2022

Day Change Summary
	Previous	Current
	14-Dec-2022	15-Dec-2022	Change	Change %	Previous Week
Open	0.7381	0.7383	0.0002	0.0%	0.7428
High	0.7398	0.7386	-0.0012	-0.2%	0.7472
Low	0.7346	0.7313	-0.0033	-0.4%	0.7300
Close	0.7374	0.7323	-0.0051	-0.7%	0.7338
Range	0.0052	0.0073	0.0021	40.8%	0.0172
ATR	0.0069	0.0069	0.0000	0.4%	0.0000
Volume	120,005	102,959	-17,046	-14.2%	390,993

Daily Pivots for day following 15-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7558	0.7513	0.7362
R3	0.7485	0.7440	0.7342
R2	0.7413	0.7413	0.7336
R1	0.7368	0.7368	0.7329	0.7354
PP	0.7340	0.7340	0.7340	0.7334
S1	0.7295	0.7295	0.7316	0.7282
S2	0.7268	0.7268	0.7309
S3	0.7195	0.7223	0.7303
S4	0.7123	0.7150	0.7283

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	0.7398	0.7304	0.0094	1.3%	0.0058	0.8%	20%	False	False	100,422
10	0.7472	0.7300	0.0172	2.3%	0.0065	0.9%	13%	False	False	89,724
20	0.7520	0.7300	0.0220	3.0%	0.0066	0.9%	10%	False	False	84,203
40	0.7563	0.7218	0.0345	4.7%	0.0073	1.0%	30%	False	False	89,039
60	0.7563	0.7156	0.0407	5.6%	0.0078	1.1%	41%	False	False	95,710
80	0.7750	0.7156	0.0594	8.1%	0.0072	1.0%	28%	False	False	80,402
100	0.7853	0.7156	0.0697	9.5%	0.0067	0.9%	24%	False	False	64,465
120	0.7853	0.7156	0.0697	9.5%	0.0065	0.9%	24%	False	False	53,766

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7694
2.618	0.7575
1.618	0.7503
1.000	0.7458
0.618	0.7430
HIGH	0.7386
0.618	0.7358
0.500	0.7349
0.382	0.7341
LOW	0.7313
0.618	0.7268
1.000	0.7241
1.618	0.7196
2.618	0.7123
4.250	0.7005

Fisher Pivots for day following 15-Dec-2022
Pivot	1 day	3 day
R1	0.7349	0.7355
PP	0.7340	0.7344
S1	0.7331	0.7333

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