CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 28-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2022 |
28-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7400 |
0.7402 |
0.0002 |
0.0% |
0.7348 |
| High |
0.7419 |
0.7416 |
-0.0004 |
0.0% |
0.7386 |
| Low |
0.7400 |
0.7362 |
-0.0038 |
-0.5% |
0.7322 |
| Close |
0.7408 |
0.7369 |
-0.0039 |
-0.5% |
0.7367 |
| Range |
0.0019 |
0.0054 |
0.0035 |
181.6% |
0.0064 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.7% |
0.0000 |
| Volume |
28 |
24 |
-4 |
-14.3% |
332 |
|
| Daily Pivots for day following 28-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7543 |
0.7509 |
0.7398 |
|
| R3 |
0.7489 |
0.7456 |
0.7384 |
|
| R2 |
0.7436 |
0.7436 |
0.7379 |
|
| R1 |
0.7402 |
0.7402 |
0.7374 |
0.7392 |
| PP |
0.7382 |
0.7382 |
0.7382 |
0.7377 |
| S1 |
0.7349 |
0.7349 |
0.7364 |
0.7339 |
| S2 |
0.7329 |
0.7329 |
0.7359 |
|
| S3 |
0.7275 |
0.7295 |
0.7354 |
|
| S4 |
0.7222 |
0.7242 |
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 |
0.7419 |
0.7322 |
0.0097 |
1.3% |
0.0033 |
0.4% |
48% |
False |
False |
69 |
| 10 |
0.7419 |
0.7320 |
0.0099 |
1.3% |
0.0022 |
0.3% |
49% |
False |
False |
94 |
| 20 |
0.7474 |
0.7320 |
0.0154 |
2.1% |
0.0029 |
0.4% |
32% |
False |
False |
173 |
| 40 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0035 |
0.5% |
30% |
False |
False |
112 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0038 |
0.5% |
44% |
False |
False |
82 |
| 80 |
0.7713 |
0.7200 |
0.0513 |
7.0% |
0.0039 |
0.5% |
33% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7643 |
|
2.618 |
0.7556 |
|
1.618 |
0.7502 |
|
1.000 |
0.7469 |
|
0.618 |
0.7449 |
|
HIGH |
0.7416 |
|
0.618 |
0.7395 |
|
0.500 |
0.7389 |
|
0.382 |
0.7382 |
|
LOW |
0.7362 |
|
0.618 |
0.7329 |
|
1.000 |
0.7309 |
|
1.618 |
0.7275 |
|
2.618 |
0.7222 |
|
4.250 |
0.7135 |
|
|
| Fisher Pivots for day following 28-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7389 |
0.7378 |
| PP |
0.7382 |
0.7375 |
| S1 |
0.7376 |
0.7372 |
|