CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 22-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2022 |
22-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7368 |
0.7348 |
-0.0020 |
-0.3% |
0.7334 |
| High |
0.7368 |
0.7348 |
-0.0020 |
-0.3% |
0.7407 |
| Low |
0.7353 |
0.7322 |
-0.0031 |
-0.4% |
0.7320 |
| Close |
0.7362 |
0.7341 |
-0.0021 |
-0.3% |
0.7323 |
| Range |
0.0015 |
0.0026 |
0.0011 |
73.3% |
0.0087 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
249 |
42 |
-207 |
-83.1% |
961 |
|
| Daily Pivots for day following 22-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7415 |
0.7404 |
0.7355 |
|
| R3 |
0.7389 |
0.7378 |
0.7348 |
|
| R2 |
0.7363 |
0.7363 |
0.7345 |
|
| R1 |
0.7352 |
0.7352 |
0.7343 |
0.7344 |
| PP |
0.7337 |
0.7337 |
0.7337 |
0.7333 |
| S1 |
0.7326 |
0.7326 |
0.7338 |
0.7318 |
| S2 |
0.7311 |
0.7311 |
0.7336 |
|
| S3 |
0.7285 |
0.7300 |
0.7333 |
|
| S4 |
0.7259 |
0.7274 |
0.7326 |
|
|
| 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% |
0.0019 |
0.3% |
43% |
False |
False |
130 |
| 10 |
0.7407 |
0.7320 |
0.0087 |
1.2% |
0.0019 |
0.3% |
24% |
False |
False |
239 |
| 20 |
0.7535 |
0.7320 |
0.0215 |
2.9% |
0.0031 |
0.4% |
10% |
False |
False |
183 |
| 40 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0035 |
0.5% |
20% |
False |
False |
112 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0040 |
0.5% |
37% |
False |
False |
85 |
| 80 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0037 |
0.5% |
27% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7459 |
|
2.618 |
0.7416 |
|
1.618 |
0.7390 |
|
1.000 |
0.7374 |
|
0.618 |
0.7364 |
|
HIGH |
0.7348 |
|
0.618 |
0.7338 |
|
0.500 |
0.7335 |
|
0.382 |
0.7332 |
|
LOW |
0.7322 |
|
0.618 |
0.7306 |
|
1.000 |
0.7296 |
|
1.618 |
0.7280 |
|
2.618 |
0.7254 |
|
4.250 |
0.7212 |
|
|
| Fisher Pivots for day following 22-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7339 |
0.7345 |
| PP |
0.7337 |
0.7344 |
| S1 |
0.7335 |
0.7342 |
|