CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 06-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2022 |
06-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7466 |
0.7360 |
-0.0106 |
-1.4% |
0.7469 |
High |
0.7469 |
0.7364 |
-0.0105 |
-1.4% |
0.7474 |
Low |
0.7378 |
0.7344 |
-0.0034 |
-0.5% |
0.7357 |
Close |
0.7383 |
0.7344 |
-0.0039 |
-0.5% |
0.7456 |
Range |
0.0091 |
0.0020 |
-0.0071 |
-77.9% |
0.0118 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
318 |
194 |
-124 |
-39.0% |
444 |
|
Daily Pivots for day following 06-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7411 |
0.7397 |
0.7355 |
|
R3 |
0.7391 |
0.7377 |
0.7350 |
|
R2 |
0.7371 |
0.7371 |
0.7348 |
|
R1 |
0.7357 |
0.7357 |
0.7346 |
0.7354 |
PP |
0.7351 |
0.7351 |
0.7351 |
0.7349 |
S1 |
0.7337 |
0.7337 |
0.7342 |
0.7334 |
S2 |
0.7331 |
0.7331 |
0.7340 |
|
S3 |
0.7311 |
0.7317 |
0.7339 |
|
S4 |
0.7291 |
0.7297 |
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 |
0.7344 |
0.0130 |
1.8% |
0.0046 |
0.6% |
0% |
False |
True |
145 |
10 |
0.7535 |
0.7344 |
0.0191 |
2.6% |
0.0046 |
0.6% |
0% |
False |
True |
101 |
20 |
0.7581 |
0.7344 |
0.0237 |
3.2% |
0.0040 |
0.5% |
0% |
False |
True |
78 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0043 |
0.6% |
38% |
False |
False |
52 |
60 |
0.7681 |
0.7200 |
0.0481 |
6.5% |
0.0044 |
0.6% |
30% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7449 |
2.618 |
0.7416 |
1.618 |
0.7396 |
1.000 |
0.7384 |
0.618 |
0.7376 |
HIGH |
0.7364 |
0.618 |
0.7356 |
0.500 |
0.7354 |
0.382 |
0.7352 |
LOW |
0.7344 |
0.618 |
0.7332 |
1.000 |
0.7324 |
1.618 |
0.7312 |
2.618 |
0.7292 |
4.250 |
0.7259 |
|
|
Fisher Pivots for day following 06-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7354 |
0.7409 |
PP |
0.7351 |
0.7387 |
S1 |
0.7347 |
0.7366 |
|