CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 20-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7307 |
0.7329 |
0.0023 |
0.3% |
0.7328 |
| High |
0.7338 |
0.7358 |
0.0020 |
0.3% |
0.7398 |
| Low |
0.7305 |
0.7298 |
-0.0008 |
-0.1% |
0.7297 |
| Close |
0.7318 |
0.7358 |
0.0040 |
0.5% |
0.7304 |
| Range |
0.0033 |
0.0061 |
0.0028 |
83.3% |
0.0101 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
5,826 |
390 |
-5,436 |
-93.3% |
467,949 |
|
| Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7519 |
0.7499 |
0.7391 |
|
| R3 |
0.7459 |
0.7438 |
0.7374 |
|
| R2 |
0.7398 |
0.7398 |
0.7369 |
|
| R1 |
0.7378 |
0.7378 |
0.7363 |
0.7388 |
| PP |
0.7338 |
0.7338 |
0.7338 |
0.7343 |
| S1 |
0.7317 |
0.7317 |
0.7352 |
0.7328 |
| S2 |
0.7277 |
0.7277 |
0.7346 |
|
| S3 |
0.7217 |
0.7257 |
0.7341 |
|
| S4 |
0.7156 |
0.7196 |
0.7324 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7636 |
0.7571 |
0.7360 |
|
| R3 |
0.7535 |
0.7470 |
0.7332 |
|
| R2 |
0.7434 |
0.7434 |
0.7323 |
|
| R1 |
0.7369 |
0.7369 |
0.7313 |
0.7351 |
| PP |
0.7333 |
0.7333 |
0.7333 |
0.7324 |
| S1 |
0.7268 |
0.7268 |
0.7295 |
0.7250 |
| S2 |
0.7232 |
0.7232 |
0.7285 |
|
| S3 |
0.7131 |
0.7167 |
0.7276 |
|
| S4 |
0.7030 |
0.7066 |
0.7248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7398 |
0.7297 |
0.0101 |
1.4% |
0.0053 |
0.7% |
60% |
False |
False |
52,902 |
| 10 |
0.7398 |
0.7297 |
0.0101 |
1.4% |
0.0056 |
0.8% |
60% |
False |
False |
70,316 |
| 20 |
0.7511 |
0.7297 |
0.0214 |
2.9% |
0.0064 |
0.9% |
29% |
False |
False |
76,432 |
| 40 |
0.7563 |
0.7244 |
0.0319 |
4.3% |
0.0069 |
0.9% |
36% |
False |
False |
81,735 |
| 60 |
0.7563 |
0.7156 |
0.0407 |
5.5% |
0.0075 |
1.0% |
50% |
False |
False |
89,399 |
| 80 |
0.7718 |
0.7156 |
0.0562 |
7.6% |
0.0072 |
1.0% |
36% |
False |
False |
80,876 |
| 100 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0067 |
0.9% |
29% |
False |
False |
64,870 |
| 120 |
0.7853 |
0.7156 |
0.0697 |
9.5% |
0.0065 |
0.9% |
29% |
False |
False |
54,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7615 |
|
2.618 |
0.7516 |
|
1.618 |
0.7456 |
|
1.000 |
0.7419 |
|
0.618 |
0.7395 |
|
HIGH |
0.7358 |
|
0.618 |
0.7335 |
|
0.500 |
0.7328 |
|
0.382 |
0.7321 |
|
LOW |
0.7298 |
|
0.618 |
0.7260 |
|
1.000 |
0.7237 |
|
1.618 |
0.7200 |
|
2.618 |
0.7139 |
|
4.250 |
0.7040 |
|
|
| Fisher Pivots for day following 20-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7348 |
0.7347 |
| PP |
0.7338 |
0.7337 |
| S1 |
0.7328 |
0.7327 |
|