CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 21-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2022 |
21-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7362 |
0.7368 |
0.0006 |
0.1% |
0.7334 |
| High |
0.7365 |
0.7368 |
0.0004 |
0.0% |
0.7407 |
| Low |
0.7362 |
0.7353 |
-0.0009 |
-0.1% |
0.7320 |
| Close |
0.7365 |
0.7362 |
-0.0003 |
0.0% |
0.7323 |
| Range |
0.0003 |
0.0015 |
0.0013 |
500.0% |
0.0087 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.7% |
0.0000 |
| Volume |
9 |
249 |
240 |
2,666.7% |
961 |
|
| Daily Pivots for day following 21-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7406 |
0.7399 |
0.7370 |
|
| R3 |
0.7391 |
0.7384 |
0.7366 |
|
| R2 |
0.7376 |
0.7376 |
0.7364 |
|
| R1 |
0.7369 |
0.7369 |
0.7363 |
0.7365 |
| PP |
0.7361 |
0.7361 |
0.7361 |
0.7359 |
| S1 |
0.7354 |
0.7354 |
0.7360 |
0.7350 |
| S2 |
0.7346 |
0.7346 |
0.7359 |
|
| S3 |
0.7331 |
0.7339 |
0.7357 |
|
| S4 |
0.7316 |
0.7324 |
0.7353 |
|
|
| 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 |
0.7368 |
0.7320 |
0.0048 |
0.7% |
0.0013 |
0.2% |
86% |
True |
False |
128 |
| 10 |
0.7407 |
0.7320 |
0.0087 |
1.2% |
0.0017 |
0.2% |
48% |
False |
False |
253 |
| 20 |
0.7535 |
0.7320 |
0.0215 |
2.9% |
0.0031 |
0.4% |
19% |
False |
False |
182 |
| 40 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0035 |
0.5% |
27% |
False |
False |
112 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0040 |
0.5% |
42% |
False |
False |
84 |
| 80 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0037 |
0.5% |
32% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7432 |
|
2.618 |
0.7407 |
|
1.618 |
0.7392 |
|
1.000 |
0.7383 |
|
0.618 |
0.7377 |
|
HIGH |
0.7368 |
|
0.618 |
0.7362 |
|
0.500 |
0.7361 |
|
0.382 |
0.7359 |
|
LOW |
0.7353 |
|
0.618 |
0.7344 |
|
1.000 |
0.7338 |
|
1.618 |
0.7329 |
|
2.618 |
0.7314 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 21-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7361 |
0.7358 |
| PP |
0.7361 |
0.7355 |
| S1 |
0.7361 |
0.7352 |
|