CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 27-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2022 |
27-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7372 |
0.7400 |
0.0028 |
0.4% |
0.7348 |
| High |
0.7386 |
0.7419 |
0.0033 |
0.4% |
0.7386 |
| Low |
0.7337 |
0.7400 |
0.0063 |
0.9% |
0.7322 |
| Close |
0.7367 |
0.7408 |
0.0041 |
0.5% |
0.7367 |
| Range |
0.0049 |
0.0019 |
-0.0030 |
-61.2% |
0.0064 |
| ATR |
0.0043 |
0.0043 |
0.0001 |
1.6% |
0.0000 |
| Volume |
6 |
28 |
22 |
366.7% |
332 |
|
| Daily Pivots for day following 27-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7466 |
0.7456 |
0.7418 |
|
| R3 |
0.7447 |
0.7437 |
0.7413 |
|
| R2 |
0.7428 |
0.7428 |
0.7411 |
|
| R1 |
0.7418 |
0.7418 |
0.7409 |
0.7423 |
| PP |
0.7409 |
0.7409 |
0.7409 |
0.7411 |
| S1 |
0.7399 |
0.7399 |
0.7406 |
0.7404 |
| S2 |
0.7390 |
0.7390 |
0.7404 |
|
| S3 |
0.7371 |
0.7380 |
0.7402 |
|
| S4 |
0.7352 |
0.7361 |
0.7397 |
|
|
| 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 |
0.7419 |
0.7322 |
0.0097 |
1.3% |
0.0022 |
0.3% |
88% |
True |
False |
66 |
| 10 |
0.7419 |
0.7320 |
0.0099 |
1.3% |
0.0018 |
0.2% |
88% |
True |
False |
113 |
| 20 |
0.7474 |
0.7320 |
0.0154 |
2.1% |
0.0031 |
0.4% |
57% |
False |
False |
178 |
| 40 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0034 |
0.5% |
42% |
False |
False |
111 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0038 |
0.5% |
55% |
False |
False |
82 |
| 80 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0038 |
0.5% |
40% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7500 |
|
2.618 |
0.7469 |
|
1.618 |
0.7450 |
|
1.000 |
0.7438 |
|
0.618 |
0.7431 |
|
HIGH |
0.7419 |
|
0.618 |
0.7412 |
|
0.500 |
0.7410 |
|
0.382 |
0.7407 |
|
LOW |
0.7400 |
|
0.618 |
0.7388 |
|
1.000 |
0.7381 |
|
1.618 |
0.7369 |
|
2.618 |
0.7350 |
|
4.250 |
0.7319 |
|
|
| Fisher Pivots for day following 27-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7410 |
0.7395 |
| PP |
0.7409 |
0.7383 |
| S1 |
0.7408 |
0.7371 |
|