CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 09-Dec-2022

Day Change Summary
	Previous	Current
	08-Dec-2022	09-Dec-2022	Change	Change %	Previous Week
Open	0.7332	0.7365	0.0033	0.5%	0.7438
High	0.7382	0.7378	-0.0005	-0.1%	0.7482
Low	0.7313	0.7313	-0.0001	0.0%	0.7312
Close	0.7370	0.7347	-0.0023	-0.3%	0.7347
Range	0.0069	0.0065	-0.0004	-5.8%	0.0171
ATR	0.0068	0.0068	0.0000	-0.3%	0.0000
Volume	6,080	10,791	4,711	77.5%	31,325

Daily Pivots for day following 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7541	0.7509	0.7382
R3	0.7476	0.7444	0.7364
R2	0.7411	0.7411	0.7358
R1	0.7379	0.7379	0.7352	0.7362
PP	0.7346	0.7346	0.7346	0.7337
S1	0.7314	0.7314	0.7341	0.7297
S2	0.7281	0.7281	0.7335
S3	0.7216	0.7249	0.7329
S4	0.7151	0.7184	0.7311

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7790	0.7440
R3	0.7721	0.7619	0.7393
R2	0.7551	0.7551	0.7378
R1	0.7449	0.7449	0.7362	0.7414
PP	0.7380	0.7380	0.7380	0.7363
S1	0.7278	0.7278	0.7331	0.7244
S2	0.7210	0.7210	0.7315
S3	0.7039	0.7108	0.7300
S4	0.6869	0.6937	0.7253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7482	0.7312	0.0171	2.3%	0.0072	1.0%	21%	False	False	6,265
10	0.7482	0.7312	0.0171	2.3%	0.0073	1.0%	21%	False	False	3,936
20	0.7571	0.7312	0.0260	3.5%	0.0062	0.8%	13%	False	False	2,123
40	0.7571	0.7210	0.0361	4.9%	0.0068	0.9%	38%	False	False	1,193
60	0.7571	0.7170	0.0401	5.5%	0.0066	0.9%	44%	False	False	886
80	0.7754	0.7170	0.0584	7.9%	0.0058	0.8%	30%	False	False	695
100	0.7851	0.7170	0.0681	9.3%	0.0050	0.7%	26%	False	False	561

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7654
2.618	0.7548
1.618	0.7483
1.000	0.7443
0.618	0.7418
HIGH	0.7378
0.618	0.7353
0.500	0.7345
0.382	0.7337
LOW	0.7313
0.618	0.7272
1.000	0.7248
1.618	0.7207
2.618	0.7142
4.250	0.7036

Fisher Pivots for day following 09-Dec-2022
Pivot	1 day	3 day
R1	0.7346	0.7347
PP	0.7346	0.7347
S1	0.7345	0.7347

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