CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 19-Dec-2022

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	0.7326	0.7313	-0.0013	-0.2%	0.7336
High	0.7351	0.7347	-0.0004	-0.1%	0.7406
Low	0.7304	0.7309	0.0006	0.1%	0.7304
Close	0.7311	0.7324	0.0013	0.2%	0.7311
Range	0.0047	0.0038	-0.0010	-20.2%	0.0102
ATR	0.0064	0.0062	-0.0002	-2.9%	0.0000
Volume	82,963	55,736	-27,227	-32.8%	292,598

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7439	0.7419	0.7345
R3	0.7402	0.7382	0.7334
R2	0.7364	0.7364	0.7331
R1	0.7344	0.7344	0.7327	0.7354
PP	0.7327	0.7327	0.7327	0.7332
S1	0.7307	0.7307	0.7321	0.7317
S2	0.7289	0.7289	0.7317
S3	0.7252	0.7269	0.7314
S4	0.7214	0.7232	0.7303

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7646	0.7581	0.7367
R3	0.7544	0.7479	0.7339
R2	0.7442	0.7442	0.7330
R1	0.7377	0.7377	0.7320	0.7358
PP	0.7340	0.7340	0.7340	0.7331
S1	0.7275	0.7275	0.7302	0.7256
S2	0.7238	0.7238	0.7292
S3	0.7136	0.7173	0.7283
S4	0.7034	0.7071	0.7255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7406	0.7304	0.0102	1.4%	0.0055	0.8%	20%	False	False	64,486
10	0.7406	0.7304	0.0102	1.4%	0.0055	0.8%	20%	False	False	37,733
20	0.7522	0.7304	0.0219	3.0%	0.0062	0.8%	9%	False	False	19,481
40	0.7571	0.7258	0.0313	4.3%	0.0064	0.9%	21%	False	False	9,873
60	0.7571	0.7170	0.0401	5.5%	0.0067	0.9%	38%	False	False	6,661
80	0.7746	0.7170	0.0576	7.9%	0.0060	0.8%	27%	False	False	5,046
100	0.7851	0.7170	0.0681	9.3%	0.0052	0.7%	23%	False	False	4,044

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7506
2.618	0.7445
1.618	0.7407
1.000	0.7384
0.618	0.7370
HIGH	0.7347
0.618	0.7332
0.500	0.7328
0.382	0.7323
LOW	0.7309
0.618	0.7286
1.000	0.7272
1.618	0.7248
2.618	0.7211
4.250	0.7150

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	0.7328	0.7348
PP	0.7327	0.7340
S1	0.7325	0.7332

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