CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 12-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2022 |
12-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7380 |
0.7334 |
-0.0046 |
-0.6% |
0.7466 |
| High |
0.7389 |
0.7355 |
-0.0034 |
-0.5% |
0.7469 |
| Low |
0.7332 |
0.7334 |
0.0003 |
0.0% |
0.7332 |
| Close |
0.7360 |
0.7355 |
-0.0006 |
-0.1% |
0.7360 |
| Range |
0.0057 |
0.0021 |
-0.0037 |
-64.0% |
0.0137 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
1,109 |
184 |
-925 |
-83.4% |
1,912 |
|
| Daily Pivots for day following 12-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7409 |
0.7402 |
0.7366 |
|
| R3 |
0.7389 |
0.7382 |
0.7360 |
|
| R2 |
0.7368 |
0.7368 |
0.7358 |
|
| R1 |
0.7361 |
0.7361 |
0.7356 |
0.7365 |
| PP |
0.7348 |
0.7348 |
0.7348 |
0.7349 |
| S1 |
0.7341 |
0.7341 |
0.7353 |
0.7344 |
| S2 |
0.7327 |
0.7327 |
0.7351 |
|
| S3 |
0.7307 |
0.7320 |
0.7349 |
|
| S4 |
0.7286 |
0.7300 |
0.7343 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7798 |
0.7716 |
0.7435 |
|
| R3 |
0.7661 |
0.7579 |
0.7398 |
|
| R2 |
0.7524 |
0.7524 |
0.7385 |
|
| R1 |
0.7442 |
0.7442 |
0.7373 |
0.7414 |
| PP |
0.7387 |
0.7387 |
0.7387 |
0.7373 |
| S1 |
0.7305 |
0.7305 |
0.7347 |
0.7277 |
| S2 |
0.7250 |
0.7250 |
0.7335 |
|
| S3 |
0.7113 |
0.7168 |
0.7322 |
|
| S4 |
0.6976 |
0.7031 |
0.7285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7392 |
0.7332 |
0.0061 |
0.8% |
0.0027 |
0.4% |
38% |
False |
False |
355 |
| 10 |
0.7474 |
0.7332 |
0.0143 |
1.9% |
0.0045 |
0.6% |
16% |
False |
False |
242 |
| 20 |
0.7581 |
0.7332 |
0.0249 |
3.4% |
0.0038 |
0.5% |
9% |
False |
False |
150 |
| 40 |
0.7581 |
0.7245 |
0.0336 |
4.6% |
0.0040 |
0.5% |
33% |
False |
False |
88 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0043 |
0.6% |
41% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7442 |
|
2.618 |
0.7408 |
|
1.618 |
0.7388 |
|
1.000 |
0.7375 |
|
0.618 |
0.7367 |
|
HIGH |
0.7355 |
|
0.618 |
0.7347 |
|
0.500 |
0.7344 |
|
0.382 |
0.7342 |
|
LOW |
0.7334 |
|
0.618 |
0.7321 |
|
1.000 |
0.7314 |
|
1.618 |
0.7301 |
|
2.618 |
0.7280 |
|
4.250 |
0.7247 |
|
|
| Fisher Pivots for day following 12-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7351 |
0.7362 |
| PP |
0.7348 |
0.7359 |
| S1 |
0.7344 |
0.7357 |
|