CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 14-Dec-2022

Day Change Summary
	Previous	Current
	13-Dec-2022	14-Dec-2022	Change	Change %	Previous Week
Open	0.7342	0.7388	0.0046	0.6%	0.7438
High	0.7406	0.7405	-0.0001	0.0%	0.7482
Low	0.7338	0.7355	0.0018	0.2%	0.7312
Close	0.7386	0.7382	-0.0004	-0.1%	0.7347
Range	0.0068	0.0050	-0.0018	-26.5%	0.0171
ATR	0.0065	0.0064	-0.0001	-1.7%	0.0000
Volume	59,430	62,534	3,104	5.2%	31,325

Daily Pivots for day following 14-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7531	0.7506	0.7409
R3	0.7481	0.7456	0.7395
R2	0.7431	0.7431	0.7391
R1	0.7406	0.7406	0.7386	0.7393
PP	0.7381	0.7381	0.7381	0.7374
S1	0.7356	0.7356	0.7377	0.7343
S2	0.7331	0.7331	0.7372
S3	0.7281	0.7306	0.7368
S4	0.7231	0.7256	0.7354

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	0.7406	0.7313	0.0093	1.3%	0.0057	0.8%	74%	False	False	32,947
10	0.7482	0.7312	0.0171	2.3%	0.0061	0.8%	41%	False	False	18,270
20	0.7571	0.7312	0.0260	3.5%	0.0063	0.9%	27%	False	False	9,487
40	0.7571	0.7231	0.0341	4.6%	0.0065	0.9%	44%	False	False	4,885
60	0.7571	0.7170	0.0401	5.4%	0.0067	0.9%	53%	False	False	3,344
80	0.7746	0.7170	0.0576	7.8%	0.0059	0.8%	37%	False	False	2,541
100	0.7851	0.7170	0.0681	9.2%	0.0051	0.7%	31%	False	False	2,039

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

Fibonacci Retracements and Extensions
4.250	0.7618
2.618	0.7536
1.618	0.7486
1.000	0.7455
0.618	0.7436
HIGH	0.7405
0.618	0.7386
0.500	0.7380
0.382	0.7374
LOW	0.7355
0.618	0.7324
1.000	0.7305
1.618	0.7274
2.618	0.7224
4.250	0.7143

Fisher Pivots for day following 14-Dec-2022
Pivot	1 day	3 day
R1	0.7381	0.7375
PP	0.7381	0.7368
S1	0.7380	0.7361

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