CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 23-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2022 |
23-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7372 |
0.0024 |
0.3% |
0.7348 |
| High |
0.7348 |
0.7386 |
0.0038 |
0.5% |
0.7386 |
| Low |
0.7322 |
0.7337 |
0.0015 |
0.2% |
0.7322 |
| Close |
0.7341 |
0.7367 |
0.0027 |
0.4% |
0.7367 |
| Range |
0.0026 |
0.0049 |
0.0023 |
88.5% |
0.0064 |
| ATR |
0.0042 |
0.0043 |
0.0000 |
1.2% |
0.0000 |
| Volume |
42 |
6 |
-36 |
-85.7% |
332 |
|
| Daily Pivots for day following 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7510 |
0.7488 |
0.7394 |
|
| R3 |
0.7461 |
0.7439 |
0.7380 |
|
| R2 |
0.7412 |
0.7412 |
0.7376 |
|
| R1 |
0.7390 |
0.7390 |
0.7371 |
0.7377 |
| PP |
0.7363 |
0.7363 |
0.7363 |
0.7357 |
| S1 |
0.7341 |
0.7341 |
0.7363 |
0.7328 |
| S2 |
0.7314 |
0.7314 |
0.7358 |
|
| S3 |
0.7265 |
0.7292 |
0.7354 |
|
| S4 |
0.7216 |
0.7243 |
0.7340 |
|
|
| Weekly Pivots for week ending 23-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7523 |
0.7402 |
|
| R3 |
0.7486 |
0.7459 |
0.7385 |
|
| R2 |
0.7422 |
0.7422 |
0.7379 |
|
| R1 |
0.7395 |
0.7395 |
0.7373 |
0.7409 |
| PP |
0.7358 |
0.7358 |
0.7358 |
0.7365 |
| S1 |
0.7331 |
0.7331 |
0.7361 |
0.7345 |
| S2 |
0.7294 |
0.7294 |
0.7355 |
|
| S3 |
0.7230 |
0.7267 |
0.7349 |
|
| S4 |
0.7166 |
0.7203 |
0.7332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7386 |
0.7322 |
0.0064 |
0.9% |
0.0021 |
0.3% |
70% |
True |
False |
66 |
| 10 |
0.7407 |
0.7320 |
0.0087 |
1.2% |
0.0018 |
0.2% |
54% |
False |
False |
129 |
| 20 |
0.7474 |
0.7320 |
0.0154 |
2.1% |
0.0032 |
0.4% |
31% |
False |
False |
182 |
| 40 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0035 |
0.5% |
29% |
False |
False |
111 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0040 |
0.5% |
44% |
False |
False |
84 |
| 80 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0038 |
0.5% |
33% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7594 |
|
2.618 |
0.7514 |
|
1.618 |
0.7465 |
|
1.000 |
0.7435 |
|
0.618 |
0.7416 |
|
HIGH |
0.7386 |
|
0.618 |
0.7367 |
|
0.500 |
0.7362 |
|
0.382 |
0.7356 |
|
LOW |
0.7337 |
|
0.618 |
0.7307 |
|
1.000 |
0.7288 |
|
1.618 |
0.7258 |
|
2.618 |
0.7209 |
|
4.250 |
0.7129 |
|
|
| Fisher Pivots for day following 23-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7363 |
| PP |
0.7363 |
0.7358 |
| S1 |
0.7362 |
0.7354 |
|