CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 13-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2022 |
13-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7334 |
0.7407 |
0.0073 |
1.0% |
0.7466 |
High |
0.7355 |
0.7407 |
0.0053 |
0.7% |
0.7469 |
Low |
0.7334 |
0.7396 |
0.0062 |
0.8% |
0.7332 |
Close |
0.7355 |
0.7399 |
0.0045 |
0.6% |
0.7360 |
Range |
0.0021 |
0.0011 |
-0.0010 |
-46.3% |
0.0137 |
ATR |
0.0050 |
0.0051 |
0.0000 |
0.3% |
0.0000 |
Volume |
184 |
216 |
32 |
17.4% |
1,912 |
|
Daily Pivots for day following 13-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7434 |
0.7427 |
0.7405 |
|
R3 |
0.7423 |
0.7416 |
0.7402 |
|
R2 |
0.7412 |
0.7412 |
0.7401 |
|
R1 |
0.7405 |
0.7405 |
0.7400 |
0.7403 |
PP |
0.7401 |
0.7401 |
0.7401 |
0.7400 |
S1 |
0.7394 |
0.7394 |
0.7398 |
0.7392 |
S2 |
0.7390 |
0.7390 |
0.7397 |
|
S3 |
0.7379 |
0.7383 |
0.7396 |
|
S4 |
0.7368 |
0.7372 |
0.7393 |
|
|
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 |
0.7407 |
0.7332 |
0.0076 |
1.0% |
0.0026 |
0.3% |
89% |
True |
False |
360 |
10 |
0.7474 |
0.7332 |
0.0143 |
1.9% |
0.0036 |
0.5% |
47% |
False |
False |
252 |
20 |
0.7558 |
0.7332 |
0.0227 |
3.1% |
0.0037 |
0.5% |
30% |
False |
False |
160 |
40 |
0.7581 |
0.7245 |
0.0336 |
4.5% |
0.0040 |
0.5% |
46% |
False |
False |
93 |
60 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
52% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7454 |
2.618 |
0.7436 |
1.618 |
0.7425 |
1.000 |
0.7418 |
0.618 |
0.7414 |
HIGH |
0.7407 |
0.618 |
0.7403 |
0.500 |
0.7402 |
0.382 |
0.7400 |
LOW |
0.7396 |
0.618 |
0.7389 |
1.000 |
0.7385 |
1.618 |
0.7378 |
2.618 |
0.7367 |
4.250 |
0.7349 |
|
|
Fisher Pivots for day following 13-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7402 |
0.7389 |
PP |
0.7401 |
0.7379 |
S1 |
0.7400 |
0.7369 |
|