CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 02-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2022 |
02-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7472 |
0.7459 |
-0.0013 |
-0.2% |
0.7469 |
High |
0.7474 |
0.7474 |
0.0001 |
0.0% |
0.7474 |
Low |
0.7455 |
0.7426 |
-0.0029 |
-0.4% |
0.7357 |
Close |
0.7474 |
0.7456 |
-0.0018 |
-0.2% |
0.7456 |
Range |
0.0019 |
0.0048 |
0.0030 |
159.5% |
0.0118 |
ATR |
0.0053 |
0.0053 |
0.0000 |
-0.7% |
0.0000 |
Volume |
26 |
141 |
115 |
442.3% |
444 |
|
Daily Pivots for day following 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7596 |
0.7574 |
0.7482 |
|
R3 |
0.7548 |
0.7526 |
0.7469 |
|
R2 |
0.7500 |
0.7500 |
0.7464 |
|
R1 |
0.7478 |
0.7478 |
0.7460 |
0.7465 |
PP |
0.7452 |
0.7452 |
0.7452 |
0.7445 |
S1 |
0.7430 |
0.7430 |
0.7451 |
0.7417 |
S2 |
0.7404 |
0.7404 |
0.7447 |
|
S3 |
0.7356 |
0.7382 |
0.7442 |
|
S4 |
0.7308 |
0.7334 |
0.7429 |
|
|
Weekly Pivots for week ending 02-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7781 |
0.7736 |
0.7520 |
|
R3 |
0.7664 |
0.7618 |
0.7488 |
|
R2 |
0.7546 |
0.7546 |
0.7477 |
|
R1 |
0.7501 |
0.7501 |
0.7466 |
0.7465 |
PP |
0.7429 |
0.7429 |
0.7429 |
0.7411 |
S1 |
0.7383 |
0.7383 |
0.7445 |
0.7347 |
S2 |
0.7311 |
0.7311 |
0.7434 |
|
S3 |
0.7194 |
0.7266 |
0.7423 |
|
S4 |
0.7076 |
0.7148 |
0.7391 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7474 |
0.7357 |
0.0118 |
1.6% |
0.0051 |
0.7% |
84% |
True |
False |
88 |
10 |
0.7540 |
0.7357 |
0.0184 |
2.5% |
0.0043 |
0.6% |
54% |
False |
False |
74 |
20 |
0.7581 |
0.7307 |
0.0274 |
3.7% |
0.0042 |
0.6% |
54% |
False |
False |
55 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0041 |
0.5% |
67% |
False |
False |
40 |
60 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0043 |
0.6% |
50% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7678 |
2.618 |
0.7600 |
1.618 |
0.7552 |
1.000 |
0.7522 |
0.618 |
0.7504 |
HIGH |
0.7474 |
0.618 |
0.7456 |
0.500 |
0.7450 |
0.382 |
0.7444 |
LOW |
0.7426 |
0.618 |
0.7396 |
1.000 |
0.7378 |
1.618 |
0.7348 |
2.618 |
0.7300 |
4.250 |
0.7222 |
|
|
Fisher Pivots for day following 02-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7454 |
0.7452 |
PP |
0.7452 |
0.7448 |
S1 |
0.7450 |
0.7445 |
|