CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 20-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2022 |
20-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7348 |
0.7362 |
0.0015 |
0.2% |
0.7334 |
High |
0.7348 |
0.7365 |
0.0017 |
0.2% |
0.7407 |
Low |
0.7336 |
0.7362 |
0.0026 |
0.4% |
0.7320 |
Close |
0.7336 |
0.7365 |
0.0029 |
0.4% |
0.7323 |
Range |
0.0012 |
0.0003 |
-0.0009 |
-78.3% |
0.0087 |
ATR |
0.0046 |
0.0044 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
26 |
9 |
-17 |
-65.4% |
961 |
|
Daily Pivots for day following 20-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7371 |
0.7370 |
0.7366 |
|
R3 |
0.7369 |
0.7368 |
0.7365 |
|
R2 |
0.7366 |
0.7366 |
0.7365 |
|
R1 |
0.7365 |
0.7365 |
0.7365 |
0.7366 |
PP |
0.7364 |
0.7364 |
0.7364 |
0.7364 |
S1 |
0.7363 |
0.7363 |
0.7364 |
0.7363 |
S2 |
0.7361 |
0.7361 |
0.7364 |
|
S3 |
0.7359 |
0.7360 |
0.7364 |
|
S4 |
0.7356 |
0.7358 |
0.7363 |
|
|
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 |
0.7395 |
0.7320 |
0.0075 |
1.0% |
0.0011 |
0.2% |
59% |
False |
False |
119 |
10 |
0.7407 |
0.7320 |
0.0087 |
1.2% |
0.0019 |
0.3% |
51% |
False |
False |
239 |
20 |
0.7535 |
0.7320 |
0.0215 |
2.9% |
0.0032 |
0.4% |
21% |
False |
False |
170 |
40 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0035 |
0.5% |
28% |
False |
False |
106 |
60 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0041 |
0.6% |
43% |
False |
False |
80 |
80 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0037 |
0.5% |
32% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7375 |
2.618 |
0.7371 |
1.618 |
0.7369 |
1.000 |
0.7367 |
0.618 |
0.7366 |
HIGH |
0.7365 |
0.618 |
0.7364 |
0.500 |
0.7363 |
0.382 |
0.7363 |
LOW |
0.7362 |
0.618 |
0.7360 |
1.000 |
0.7360 |
1.618 |
0.7358 |
2.618 |
0.7355 |
4.250 |
0.7351 |
|
|
Fisher Pivots for day following 20-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7364 |
0.7357 |
PP |
0.7364 |
0.7350 |
S1 |
0.7363 |
0.7342 |
|