CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 07-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2022 |
07-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7360 |
0.7338 |
-0.0022 |
-0.3% |
0.7469 |
High |
0.7364 |
0.7368 |
0.0004 |
0.0% |
0.7474 |
Low |
0.7344 |
0.7338 |
-0.0006 |
-0.1% |
0.7357 |
Close |
0.7344 |
0.7347 |
0.0003 |
0.0% |
0.7456 |
Range |
0.0020 |
0.0030 |
0.0010 |
47.5% |
0.0118 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
194 |
113 |
-81 |
-41.8% |
444 |
|
Daily Pivots for day following 07-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7439 |
0.7422 |
0.7363 |
|
R3 |
0.7410 |
0.7393 |
0.7355 |
|
R2 |
0.7380 |
0.7380 |
0.7352 |
|
R1 |
0.7363 |
0.7363 |
0.7349 |
0.7372 |
PP |
0.7351 |
0.7351 |
0.7351 |
0.7355 |
S1 |
0.7334 |
0.7334 |
0.7344 |
0.7342 |
S2 |
0.7321 |
0.7321 |
0.7341 |
|
S3 |
0.7292 |
0.7304 |
0.7338 |
|
S4 |
0.7262 |
0.7275 |
0.7330 |
|
|
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 |
0.7338 |
0.0136 |
1.9% |
0.0041 |
0.6% |
6% |
False |
True |
158 |
10 |
0.7535 |
0.7338 |
0.0197 |
2.7% |
0.0046 |
0.6% |
4% |
False |
True |
111 |
20 |
0.7581 |
0.7338 |
0.0243 |
3.3% |
0.0039 |
0.5% |
4% |
False |
True |
83 |
40 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0043 |
0.6% |
39% |
False |
False |
54 |
60 |
0.7610 |
0.7200 |
0.0410 |
5.6% |
0.0043 |
0.6% |
36% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7493 |
2.618 |
0.7445 |
1.618 |
0.7415 |
1.000 |
0.7397 |
0.618 |
0.7386 |
HIGH |
0.7368 |
0.618 |
0.7356 |
0.500 |
0.7353 |
0.382 |
0.7349 |
LOW |
0.7338 |
0.618 |
0.7320 |
1.000 |
0.7309 |
1.618 |
0.7290 |
2.618 |
0.7261 |
4.250 |
0.7213 |
|
|
Fisher Pivots for day following 07-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7353 |
0.7403 |
PP |
0.7351 |
0.7384 |
S1 |
0.7349 |
0.7365 |
|