CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 18-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7513 |
0.7528 |
0.0015 |
0.2% |
0.7581 |
High |
0.7528 |
0.7540 |
0.0013 |
0.2% |
0.7581 |
Low |
0.7503 |
0.7489 |
-0.0015 |
-0.2% |
0.7489 |
Close |
0.7528 |
0.7499 |
-0.0029 |
-0.4% |
0.7499 |
Range |
0.0025 |
0.0052 |
0.0027 |
110.2% |
0.0092 |
ATR |
0.0053 |
0.0053 |
0.0000 |
-0.1% |
0.0000 |
Volume |
45 |
84 |
39 |
86.7% |
242 |
|
Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7664 |
0.7633 |
0.7527 |
|
R3 |
0.7612 |
0.7581 |
0.7513 |
|
R2 |
0.7561 |
0.7561 |
0.7508 |
|
R1 |
0.7530 |
0.7530 |
0.7504 |
0.7520 |
PP |
0.7509 |
0.7509 |
0.7509 |
0.7504 |
S1 |
0.7478 |
0.7478 |
0.7494 |
0.7468 |
S2 |
0.7458 |
0.7458 |
0.7490 |
|
S3 |
0.7406 |
0.7427 |
0.7485 |
|
S4 |
0.7355 |
0.7375 |
0.7471 |
|
|
Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7799 |
0.7741 |
0.7550 |
|
R3 |
0.7707 |
0.7649 |
0.7524 |
|
R2 |
0.7615 |
0.7615 |
0.7516 |
|
R1 |
0.7557 |
0.7557 |
0.7507 |
0.7540 |
PP |
0.7523 |
0.7523 |
0.7523 |
0.7514 |
S1 |
0.7465 |
0.7465 |
0.7491 |
0.7448 |
S2 |
0.7431 |
0.7431 |
0.7482 |
|
S3 |
0.7339 |
0.7373 |
0.7474 |
|
S4 |
0.7247 |
0.7281 |
0.7448 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7581 |
0.7489 |
0.0092 |
1.2% |
0.0031 |
0.4% |
11% |
False |
True |
48 |
10 |
0.7581 |
0.7415 |
0.0166 |
2.2% |
0.0033 |
0.4% |
51% |
False |
False |
40 |
20 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0038 |
0.5% |
73% |
False |
False |
36 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0046 |
0.6% |
79% |
False |
False |
33 |
60 |
0.7746 |
0.7200 |
0.0546 |
7.3% |
0.0039 |
0.5% |
55% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7759 |
2.618 |
0.7675 |
1.618 |
0.7623 |
1.000 |
0.7592 |
0.618 |
0.7572 |
HIGH |
0.7540 |
0.618 |
0.7520 |
0.500 |
0.7514 |
0.382 |
0.7508 |
LOW |
0.7489 |
0.618 |
0.7457 |
1.000 |
0.7437 |
1.618 |
0.7405 |
2.618 |
0.7354 |
4.250 |
0.7270 |
|
|
Fisher Pivots for day following 18-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7514 |
0.7517 |
PP |
0.7509 |
0.7511 |
S1 |
0.7504 |
0.7505 |
|