CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 16-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2022 |
16-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7343 |
0.7331 |
-0.0012 |
-0.2% |
0.7334 |
| High |
0.7343 |
0.7358 |
0.0016 |
0.2% |
0.7407 |
| Low |
0.7343 |
0.7320 |
-0.0023 |
-0.3% |
0.7320 |
| Close |
0.7343 |
0.7323 |
-0.0020 |
-0.3% |
0.7323 |
| Range |
0.0000 |
0.0038 |
0.0038 |
|
0.0087 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
33 |
326 |
293 |
887.9% |
961 |
|
| Daily Pivots for day following 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7448 |
0.7423 |
0.7344 |
|
| R3 |
0.7410 |
0.7385 |
0.7333 |
|
| R2 |
0.7372 |
0.7372 |
0.7330 |
|
| R1 |
0.7347 |
0.7347 |
0.7326 |
0.7341 |
| PP |
0.7334 |
0.7334 |
0.7334 |
0.7330 |
| S1 |
0.7309 |
0.7309 |
0.7320 |
0.7303 |
| S2 |
0.7296 |
0.7296 |
0.7316 |
|
| S3 |
0.7258 |
0.7271 |
0.7313 |
|
| S4 |
0.7220 |
0.7233 |
0.7302 |
|
|
| Weekly Pivots for week ending 16-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7611 |
0.7554 |
0.7371 |
|
| R3 |
0.7524 |
0.7467 |
0.7347 |
|
| R2 |
0.7437 |
0.7437 |
0.7339 |
|
| R1 |
0.7380 |
0.7380 |
0.7331 |
0.7365 |
| PP |
0.7350 |
0.7350 |
0.7350 |
0.7343 |
| S1 |
0.7293 |
0.7293 |
0.7315 |
0.7278 |
| S2 |
0.7263 |
0.7263 |
0.7307 |
|
| S3 |
0.7176 |
0.7206 |
0.7299 |
|
| S4 |
0.7089 |
0.7119 |
0.7275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7407 |
0.7320 |
0.0087 |
1.2% |
0.0015 |
0.2% |
3% |
False |
True |
192 |
| 10 |
0.7469 |
0.7320 |
0.0149 |
2.0% |
0.0028 |
0.4% |
2% |
False |
True |
287 |
| 20 |
0.7540 |
0.7320 |
0.0220 |
3.0% |
0.0035 |
0.5% |
1% |
False |
True |
180 |
| 40 |
0.7581 |
0.7245 |
0.0336 |
4.6% |
0.0038 |
0.5% |
23% |
False |
False |
107 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0042 |
0.6% |
32% |
False |
False |
82 |
| 80 |
0.7746 |
0.7200 |
0.0546 |
7.4% |
0.0038 |
0.5% |
23% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7520 |
|
2.618 |
0.7457 |
|
1.618 |
0.7419 |
|
1.000 |
0.7396 |
|
0.618 |
0.7381 |
|
HIGH |
0.7358 |
|
0.618 |
0.7343 |
|
0.500 |
0.7339 |
|
0.382 |
0.7335 |
|
LOW |
0.7320 |
|
0.618 |
0.7297 |
|
1.000 |
0.7282 |
|
1.618 |
0.7259 |
|
2.618 |
0.7221 |
|
4.250 |
0.7159 |
|
|
| Fisher Pivots for day following 16-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7339 |
0.7358 |
| PP |
0.7334 |
0.7346 |
| S1 |
0.7328 |
0.7335 |
|