CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 27-Oct-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2022 |
27-Oct-2022 |
Change |
Change % |
Previous Week |
Open |
0.7393 |
0.7397 |
0.0004 |
0.0% |
0.7310 |
High |
0.7416 |
0.7432 |
0.0016 |
0.2% |
0.7356 |
Low |
0.7360 |
0.7393 |
0.0033 |
0.4% |
0.7245 |
Close |
0.7404 |
0.7402 |
-0.0002 |
0.0% |
0.7342 |
Range |
0.0056 |
0.0039 |
-0.0017 |
-30.4% |
0.0111 |
ATR |
0.0060 |
0.0058 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
47 |
43 |
-4 |
-8.5% |
41 |
|
Daily Pivots for day following 27-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7526 |
0.7503 |
0.7423 |
|
R3 |
0.7487 |
0.7464 |
0.7412 |
|
R2 |
0.7448 |
0.7448 |
0.7409 |
|
R1 |
0.7425 |
0.7425 |
0.7405 |
0.7436 |
PP |
0.7409 |
0.7409 |
0.7409 |
0.7415 |
S1 |
0.7386 |
0.7386 |
0.7398 |
0.7397 |
S2 |
0.7370 |
0.7370 |
0.7394 |
|
S3 |
0.7331 |
0.7347 |
0.7391 |
|
S4 |
0.7292 |
0.7308 |
0.7380 |
|
|
Weekly Pivots for week ending 21-Oct-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7647 |
0.7605 |
0.7403 |
|
R3 |
0.7536 |
0.7494 |
0.7372 |
|
R2 |
0.7425 |
0.7425 |
0.7362 |
|
R1 |
0.7383 |
0.7383 |
0.7352 |
0.7404 |
PP |
0.7314 |
0.7314 |
0.7314 |
0.7324 |
S1 |
0.7272 |
0.7272 |
0.7331 |
0.7293 |
S2 |
0.7203 |
0.7203 |
0.7321 |
|
S3 |
0.7092 |
0.7161 |
0.7311 |
|
S4 |
0.6981 |
0.7050 |
0.7280 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7598 |
2.618 |
0.7534 |
1.618 |
0.7495 |
1.000 |
0.7471 |
0.618 |
0.7456 |
HIGH |
0.7432 |
0.618 |
0.7417 |
0.500 |
0.7413 |
0.382 |
0.7408 |
LOW |
0.7393 |
0.618 |
0.7369 |
1.000 |
0.7354 |
1.618 |
0.7330 |
2.618 |
0.7291 |
4.250 |
0.7227 |
|
|
Fisher Pivots for day following 27-Oct-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7413 |
0.7399 |
PP |
0.7409 |
0.7396 |
S1 |
0.7405 |
0.7394 |
|