CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 14-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2022 |
14-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7407 |
0.7390 |
-0.0017 |
-0.2% |
0.7466 |
High |
0.7407 |
0.7395 |
-0.0012 |
-0.2% |
0.7469 |
Low |
0.7396 |
0.7390 |
-0.0006 |
-0.1% |
0.7332 |
Close |
0.7399 |
0.7394 |
-0.0006 |
-0.1% |
0.7360 |
Range |
0.0011 |
0.0005 |
-0.0006 |
-54.5% |
0.0137 |
ATR |
0.0051 |
0.0048 |
-0.0003 |
-5.9% |
0.0000 |
Volume |
216 |
202 |
-14 |
-6.5% |
1,912 |
|
Daily Pivots for day following 14-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7408 |
0.7406 |
0.7396 |
|
R3 |
0.7403 |
0.7401 |
0.7395 |
|
R2 |
0.7398 |
0.7398 |
0.7394 |
|
R1 |
0.7396 |
0.7396 |
0.7394 |
0.7397 |
PP |
0.7393 |
0.7393 |
0.7393 |
0.7393 |
S1 |
0.7391 |
0.7391 |
0.7393 |
0.7392 |
S2 |
0.7388 |
0.7388 |
0.7393 |
|
S3 |
0.7383 |
0.7386 |
0.7392 |
|
S4 |
0.7378 |
0.7381 |
0.7391 |
|
|
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% |
0.0021 |
0.3% |
82% |
False |
False |
377 |
10 |
0.7474 |
0.7332 |
0.0143 |
1.9% |
0.0031 |
0.4% |
44% |
False |
False |
268 |
20 |
0.7546 |
0.7332 |
0.0215 |
2.9% |
0.0036 |
0.5% |
29% |
False |
False |
166 |
40 |
0.7581 |
0.7245 |
0.0336 |
4.5% |
0.0039 |
0.5% |
44% |
False |
False |
98 |
60 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0043 |
0.6% |
51% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7416 |
2.618 |
0.7408 |
1.618 |
0.7403 |
1.000 |
0.7400 |
0.618 |
0.7398 |
HIGH |
0.7395 |
0.618 |
0.7393 |
0.500 |
0.7393 |
0.382 |
0.7392 |
LOW |
0.7390 |
0.618 |
0.7387 |
1.000 |
0.7385 |
1.618 |
0.7382 |
2.618 |
0.7377 |
4.250 |
0.7369 |
|
|
Fisher Pivots for day following 14-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7393 |
0.7386 |
PP |
0.7393 |
0.7378 |
S1 |
0.7393 |
0.7371 |
|