CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 01-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2022 |
01-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7436 |
0.7472 |
0.0036 |
0.5% |
0.7463 |
High |
0.7468 |
0.7474 |
0.0006 |
0.1% |
0.7535 |
Low |
0.7415 |
0.7455 |
0.0040 |
0.5% |
0.7441 |
Close |
0.7468 |
0.7474 |
0.0006 |
0.1% |
0.7500 |
Range |
0.0053 |
0.0019 |
-0.0034 |
-64.8% |
0.0094 |
ATR |
0.0056 |
0.0053 |
-0.0003 |
-4.8% |
0.0000 |
Volume |
49 |
26 |
-23 |
-46.9% |
218 |
|
Daily Pivots for day following 01-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7523 |
0.7517 |
0.7484 |
|
R3 |
0.7504 |
0.7498 |
0.7479 |
|
R2 |
0.7486 |
0.7486 |
0.7477 |
|
R1 |
0.7480 |
0.7480 |
0.7475 |
0.7483 |
PP |
0.7467 |
0.7467 |
0.7467 |
0.7469 |
S1 |
0.7461 |
0.7461 |
0.7472 |
0.7464 |
S2 |
0.7449 |
0.7449 |
0.7470 |
|
S3 |
0.7430 |
0.7443 |
0.7468 |
|
S4 |
0.7412 |
0.7424 |
0.7463 |
|
|
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% |
0.0048 |
0.6% |
66% |
False |
False |
65 |
10 |
0.7540 |
0.7357 |
0.0184 |
2.5% |
0.0040 |
0.5% |
64% |
False |
False |
65 |
20 |
0.7581 |
0.7280 |
0.0301 |
4.0% |
0.0042 |
0.6% |
64% |
False |
False |
52 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0041 |
0.5% |
72% |
False |
False |
37 |
60 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0043 |
0.6% |
53% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7552 |
2.618 |
0.7522 |
1.618 |
0.7503 |
1.000 |
0.7492 |
0.618 |
0.7485 |
HIGH |
0.7474 |
0.618 |
0.7466 |
0.500 |
0.7464 |
0.382 |
0.7462 |
LOW |
0.7455 |
0.618 |
0.7444 |
1.000 |
0.7437 |
1.618 |
0.7425 |
2.618 |
0.7407 |
4.250 |
0.7376 |
|
|
Fisher Pivots for day following 01-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7470 |
0.7454 |
PP |
0.7467 |
0.7435 |
S1 |
0.7464 |
0.7415 |
|