CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 23-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2022 |
23-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7463 |
0.7486 |
0.0023 |
0.3% |
0.7581 |
High |
0.7500 |
0.7512 |
0.0012 |
0.2% |
0.7581 |
Low |
0.7463 |
0.7486 |
0.0023 |
0.3% |
0.7489 |
Close |
0.7500 |
0.7512 |
0.0012 |
0.2% |
0.7499 |
Range |
0.0037 |
0.0027 |
-0.0011 |
-28.4% |
0.0092 |
ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
8 |
25 |
17 |
212.5% |
242 |
|
Daily Pivots for day following 23-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7583 |
0.7574 |
0.7527 |
|
R3 |
0.7556 |
0.7547 |
0.7519 |
|
R2 |
0.7530 |
0.7530 |
0.7517 |
|
R1 |
0.7521 |
0.7521 |
0.7514 |
0.7525 |
PP |
0.7503 |
0.7503 |
0.7503 |
0.7505 |
S1 |
0.7494 |
0.7494 |
0.7510 |
0.7499 |
S2 |
0.7477 |
0.7477 |
0.7507 |
|
S3 |
0.7450 |
0.7468 |
0.7505 |
|
S4 |
0.7424 |
0.7441 |
0.7497 |
|
|
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 |
0.7540 |
0.7441 |
0.0099 |
1.3% |
0.0032 |
0.4% |
72% |
False |
False |
64 |
10 |
0.7581 |
0.7441 |
0.0140 |
1.9% |
0.0029 |
0.4% |
51% |
False |
False |
50 |
20 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0038 |
0.5% |
77% |
False |
False |
41 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0044 |
0.6% |
82% |
False |
False |
36 |
60 |
0.7713 |
0.7200 |
0.0513 |
6.8% |
0.0039 |
0.5% |
61% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7625 |
2.618 |
0.7581 |
1.618 |
0.7555 |
1.000 |
0.7539 |
0.618 |
0.7528 |
HIGH |
0.7512 |
0.618 |
0.7502 |
0.500 |
0.7499 |
0.382 |
0.7496 |
LOW |
0.7486 |
0.618 |
0.7469 |
1.000 |
0.7459 |
1.618 |
0.7443 |
2.618 |
0.7416 |
4.250 |
0.7373 |
|
|
Fisher Pivots for day following 23-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7508 |
0.7500 |
PP |
0.7503 |
0.7488 |
S1 |
0.7499 |
0.7477 |
|