CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 21-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2022 |
21-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7528 |
0.7463 |
-0.0065 |
-0.9% |
0.7581 |
High |
0.7540 |
0.7464 |
-0.0077 |
-1.0% |
0.7581 |
Low |
0.7489 |
0.7441 |
-0.0048 |
-0.6% |
0.7489 |
Close |
0.7499 |
0.7464 |
-0.0036 |
-0.5% |
0.7499 |
Range |
0.0052 |
0.0023 |
-0.0029 |
-56.3% |
0.0092 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.7% |
0.0000 |
Volume |
84 |
160 |
76 |
90.5% |
242 |
|
Daily Pivots for day following 21-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7524 |
0.7516 |
0.7476 |
|
R3 |
0.7501 |
0.7494 |
0.7470 |
|
R2 |
0.7479 |
0.7479 |
0.7468 |
|
R1 |
0.7471 |
0.7471 |
0.7466 |
0.7475 |
PP |
0.7456 |
0.7456 |
0.7456 |
0.7458 |
S1 |
0.7449 |
0.7449 |
0.7461 |
0.7452 |
S2 |
0.7434 |
0.7434 |
0.7459 |
|
S3 |
0.7411 |
0.7426 |
0.7457 |
|
S4 |
0.7389 |
0.7404 |
0.7451 |
|
|
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 |
0.7558 |
0.7441 |
0.0117 |
1.6% |
0.0028 |
0.4% |
19% |
False |
True |
79 |
10 |
0.7581 |
0.7415 |
0.0166 |
2.2% |
0.0034 |
0.5% |
29% |
False |
False |
56 |
20 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0038 |
0.5% |
61% |
False |
False |
43 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0045 |
0.6% |
69% |
False |
False |
35 |
60 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0038 |
0.5% |
51% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7559 |
2.618 |
0.7522 |
1.618 |
0.7500 |
1.000 |
0.7486 |
0.618 |
0.7477 |
HIGH |
0.7464 |
0.618 |
0.7455 |
0.500 |
0.7452 |
0.382 |
0.7450 |
LOW |
0.7441 |
0.618 |
0.7427 |
1.000 |
0.7419 |
1.618 |
0.7405 |
2.618 |
0.7382 |
4.250 |
0.7345 |
|
|
Fisher Pivots for day following 21-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7460 |
0.7491 |
PP |
0.7456 |
0.7482 |
S1 |
0.7452 |
0.7473 |
|