CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 30-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2022 |
30-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
0.7461 |
0.7436 |
-0.0025 |
-0.3% |
0.7463 |
High |
0.7461 |
0.7468 |
0.0007 |
0.1% |
0.7535 |
Low |
0.7357 |
0.7415 |
0.0059 |
0.8% |
0.7441 |
Close |
0.7386 |
0.7468 |
0.0082 |
1.1% |
0.7500 |
Range |
0.0104 |
0.0053 |
-0.0052 |
-49.5% |
0.0094 |
ATR |
0.0054 |
0.0056 |
0.0002 |
3.8% |
0.0000 |
Volume |
117 |
49 |
-68 |
-58.1% |
218 |
|
Daily Pivots for day following 30-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7608 |
0.7590 |
0.7496 |
|
R3 |
0.7555 |
0.7538 |
0.7482 |
|
R2 |
0.7503 |
0.7503 |
0.7477 |
|
R1 |
0.7485 |
0.7485 |
0.7472 |
0.7494 |
PP |
0.7450 |
0.7450 |
0.7450 |
0.7454 |
S1 |
0.7433 |
0.7433 |
0.7463 |
0.7441 |
S2 |
0.7398 |
0.7398 |
0.7458 |
|
S3 |
0.7345 |
0.7380 |
0.7453 |
|
S4 |
0.7293 |
0.7328 |
0.7439 |
|
|
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 |
0.7357 |
0.0178 |
2.4% |
0.0050 |
0.7% |
62% |
False |
False |
65 |
10 |
0.7546 |
0.7357 |
0.0190 |
2.5% |
0.0040 |
0.5% |
59% |
False |
False |
64 |
20 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0044 |
0.6% |
62% |
False |
False |
53 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0042 |
0.6% |
70% |
False |
False |
37 |
60 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0043 |
0.6% |
52% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7691 |
2.618 |
0.7605 |
1.618 |
0.7552 |
1.000 |
0.7520 |
0.618 |
0.7500 |
HIGH |
0.7468 |
0.618 |
0.7447 |
0.500 |
0.7441 |
0.382 |
0.7435 |
LOW |
0.7415 |
0.618 |
0.7383 |
1.000 |
0.7363 |
1.618 |
0.7330 |
2.618 |
0.7278 |
4.250 |
0.7192 |
|
|
Fisher Pivots for day following 30-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7459 |
0.7449 |
PP |
0.7450 |
0.7431 |
S1 |
0.7441 |
0.7413 |
|