CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 22-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2022 |
22-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7463 |
0.7463 |
0.0001 |
0.0% |
0.7581 |
High |
0.7464 |
0.7500 |
0.0037 |
0.5% |
0.7581 |
Low |
0.7441 |
0.7463 |
0.0022 |
0.3% |
0.7489 |
Close |
0.7464 |
0.7500 |
0.0037 |
0.5% |
0.7499 |
Range |
0.0023 |
0.0037 |
0.0015 |
64.4% |
0.0092 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
160 |
8 |
-152 |
-95.0% |
242 |
|
Daily Pivots for day following 22-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7599 |
0.7586 |
0.7520 |
|
R3 |
0.7562 |
0.7549 |
0.7510 |
|
R2 |
0.7525 |
0.7525 |
0.7507 |
|
R1 |
0.7512 |
0.7512 |
0.7503 |
0.7519 |
PP |
0.7488 |
0.7488 |
0.7488 |
0.7491 |
S1 |
0.7475 |
0.7475 |
0.7497 |
0.7482 |
S2 |
0.7451 |
0.7451 |
0.7493 |
|
S3 |
0.7414 |
0.7438 |
0.7490 |
|
S4 |
0.7377 |
0.7401 |
0.7480 |
|
|
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 |
0.7546 |
0.7441 |
0.0105 |
1.4% |
0.0031 |
0.4% |
56% |
False |
False |
63 |
10 |
0.7581 |
0.7415 |
0.0166 |
2.2% |
0.0033 |
0.4% |
51% |
False |
False |
55 |
20 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0039 |
0.5% |
73% |
False |
False |
43 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0045 |
0.6% |
79% |
False |
False |
35 |
60 |
0.7713 |
0.7200 |
0.0513 |
6.8% |
0.0039 |
0.5% |
59% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7657 |
2.618 |
0.7597 |
1.618 |
0.7560 |
1.000 |
0.7537 |
0.618 |
0.7523 |
HIGH |
0.7500 |
0.618 |
0.7486 |
0.500 |
0.7482 |
0.382 |
0.7477 |
LOW |
0.7463 |
0.618 |
0.7440 |
1.000 |
0.7426 |
1.618 |
0.7403 |
2.618 |
0.7366 |
4.250 |
0.7306 |
|
|
Fisher Pivots for day following 22-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7494 |
0.7497 |
PP |
0.7488 |
0.7494 |
S1 |
0.7482 |
0.7491 |
|