CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 28-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7520 |
0.7469 |
-0.0051 |
-0.7% |
0.7463 |
High |
0.7535 |
0.7470 |
-0.0065 |
-0.9% |
0.7535 |
Low |
0.7500 |
0.7439 |
-0.0061 |
-0.8% |
0.7441 |
Close |
0.7500 |
0.7439 |
-0.0062 |
-0.8% |
0.7500 |
Range |
0.0035 |
0.0031 |
-0.0004 |
-11.4% |
0.0094 |
ATR |
0.0049 |
0.0050 |
0.0001 |
1.8% |
0.0000 |
Volume |
25 |
111 |
86 |
344.0% |
218 |
|
Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7542 |
0.7521 |
0.7456 |
|
R3 |
0.7511 |
0.7490 |
0.7447 |
|
R2 |
0.7480 |
0.7480 |
0.7444 |
|
R1 |
0.7459 |
0.7459 |
0.7441 |
0.7454 |
PP |
0.7449 |
0.7449 |
0.7449 |
0.7446 |
S1 |
0.7428 |
0.7428 |
0.7436 |
0.7423 |
S2 |
0.7418 |
0.7418 |
0.7433 |
|
S3 |
0.7387 |
0.7397 |
0.7430 |
|
S4 |
0.7356 |
0.7366 |
0.7421 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7772 |
0.7730 |
0.7551 |
|
R3 |
0.7679 |
0.7636 |
0.7526 |
|
R2 |
0.7585 |
0.7585 |
0.7517 |
|
R1 |
0.7543 |
0.7543 |
0.7509 |
0.7564 |
PP |
0.7492 |
0.7492 |
0.7492 |
0.7503 |
S1 |
0.7449 |
0.7449 |
0.7491 |
0.7471 |
S2 |
0.7398 |
0.7398 |
0.7483 |
|
S3 |
0.7305 |
0.7356 |
0.7474 |
|
S4 |
0.7211 |
0.7262 |
0.7449 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7535 |
0.7439 |
0.0096 |
1.3% |
0.0030 |
0.4% |
0% |
False |
True |
65 |
10 |
0.7581 |
0.7439 |
0.0142 |
1.9% |
0.0031 |
0.4% |
0% |
False |
True |
57 |
20 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0037 |
0.5% |
53% |
False |
False |
45 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0042 |
0.6% |
63% |
False |
False |
34 |
60 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0040 |
0.5% |
47% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7601 |
2.618 |
0.7551 |
1.618 |
0.7520 |
1.000 |
0.7501 |
0.618 |
0.7489 |
HIGH |
0.7470 |
0.618 |
0.7458 |
0.500 |
0.7454 |
0.382 |
0.7450 |
LOW |
0.7439 |
0.618 |
0.7419 |
1.000 |
0.7408 |
1.618 |
0.7388 |
2.618 |
0.7357 |
4.250 |
0.7307 |
|
|
Fisher Pivots for day following 28-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7454 |
0.7487 |
PP |
0.7449 |
0.7471 |
S1 |
0.7444 |
0.7455 |
|