CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 17-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2022 |
17-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7546 |
0.7513 |
-0.0034 |
-0.4% |
0.7441 |
High |
0.7546 |
0.7528 |
-0.0019 |
-0.2% |
0.7578 |
Low |
0.7527 |
0.7503 |
-0.0024 |
-0.3% |
0.7415 |
Close |
0.7528 |
0.7528 |
0.0000 |
0.0% |
0.7577 |
Range |
0.0019 |
0.0025 |
0.0006 |
28.9% |
0.0163 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
21 |
45 |
24 |
114.3% |
167 |
|
Daily Pivots for day following 17-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7593 |
0.7585 |
0.7541 |
|
R3 |
0.7568 |
0.7560 |
0.7534 |
|
R2 |
0.7544 |
0.7544 |
0.7532 |
|
R1 |
0.7536 |
0.7536 |
0.7530 |
0.7540 |
PP |
0.7519 |
0.7519 |
0.7519 |
0.7521 |
S1 |
0.7511 |
0.7511 |
0.7525 |
0.7515 |
S2 |
0.7495 |
0.7495 |
0.7523 |
|
S3 |
0.7470 |
0.7487 |
0.7521 |
|
S4 |
0.7446 |
0.7462 |
0.7514 |
|
|
Weekly Pivots for week ending 11-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8011 |
0.7956 |
0.7666 |
|
R3 |
0.7848 |
0.7794 |
0.7621 |
|
R2 |
0.7686 |
0.7686 |
0.7606 |
|
R1 |
0.7631 |
0.7631 |
0.7591 |
0.7658 |
PP |
0.7523 |
0.7523 |
0.7523 |
0.7537 |
S1 |
0.7469 |
0.7469 |
0.7562 |
0.7496 |
S2 |
0.7361 |
0.7361 |
0.7547 |
|
S3 |
0.7198 |
0.7306 |
0.7532 |
|
S4 |
0.7036 |
0.7144 |
0.7487 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7581 |
0.7503 |
0.0078 |
1.0% |
0.0025 |
0.3% |
32% |
False |
True |
40 |
10 |
0.7581 |
0.7307 |
0.0274 |
3.6% |
0.0042 |
0.6% |
81% |
False |
False |
36 |
20 |
0.7581 |
0.7245 |
0.0336 |
4.5% |
0.0041 |
0.5% |
84% |
False |
False |
33 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0046 |
0.6% |
86% |
False |
False |
32 |
60 |
0.7746 |
0.7200 |
0.0546 |
7.2% |
0.0038 |
0.5% |
60% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7632 |
2.618 |
0.7592 |
1.618 |
0.7567 |
1.000 |
0.7552 |
0.618 |
0.7543 |
HIGH |
0.7528 |
0.618 |
0.7518 |
0.500 |
0.7515 |
0.382 |
0.7512 |
LOW |
0.7503 |
0.618 |
0.7488 |
1.000 |
0.7479 |
1.618 |
0.7463 |
2.618 |
0.7439 |
4.250 |
0.7399 |
|
|
Fisher Pivots for day following 17-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7523 |
0.7531 |
PP |
0.7519 |
0.7530 |
S1 |
0.7515 |
0.7529 |
|