CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 05-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2022 |
05-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7459 |
0.7466 |
0.0007 |
0.1% |
0.7469 |
High |
0.7474 |
0.7469 |
-0.0006 |
-0.1% |
0.7474 |
Low |
0.7426 |
0.7378 |
-0.0048 |
-0.6% |
0.7357 |
Close |
0.7456 |
0.7383 |
-0.0073 |
-1.0% |
0.7456 |
Range |
0.0048 |
0.0091 |
0.0043 |
88.5% |
0.0118 |
ATR |
0.0053 |
0.0055 |
0.0003 |
5.1% |
0.0000 |
Volume |
141 |
318 |
177 |
125.5% |
444 |
|
Daily Pivots for day following 05-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7681 |
0.7622 |
0.7432 |
|
R3 |
0.7591 |
0.7532 |
0.7407 |
|
R2 |
0.7500 |
0.7500 |
0.7399 |
|
R1 |
0.7441 |
0.7441 |
0.7391 |
0.7426 |
PP |
0.7410 |
0.7410 |
0.7410 |
0.7402 |
S1 |
0.7351 |
0.7351 |
0.7374 |
0.7335 |
S2 |
0.7319 |
0.7319 |
0.7366 |
|
S3 |
0.7229 |
0.7260 |
0.7358 |
|
S4 |
0.7138 |
0.7170 |
0.7333 |
|
|
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% |
0.0063 |
0.8% |
22% |
False |
False |
130 |
10 |
0.7535 |
0.7357 |
0.0178 |
2.4% |
0.0047 |
0.6% |
15% |
False |
False |
98 |
20 |
0.7581 |
0.7357 |
0.0224 |
3.0% |
0.0040 |
0.5% |
12% |
False |
False |
69 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0042 |
0.6% |
48% |
False |
False |
48 |
60 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0044 |
0.6% |
36% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7853 |
2.618 |
0.7705 |
1.618 |
0.7615 |
1.000 |
0.7559 |
0.618 |
0.7524 |
HIGH |
0.7469 |
0.618 |
0.7434 |
0.500 |
0.7423 |
0.382 |
0.7413 |
LOW |
0.7378 |
0.618 |
0.7322 |
1.000 |
0.7288 |
1.618 |
0.7232 |
2.618 |
0.7141 |
4.250 |
0.6993 |
|
|
Fisher Pivots for day following 05-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7423 |
0.7426 |
PP |
0.7410 |
0.7412 |
S1 |
0.7396 |
0.7397 |
|