CME Canadian Dollar Future June 2023
Trading Metrics calculated at close of trading on 30-Dec-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2022 |
30-Dec-2022 |
Change |
Change % |
Previous Week |
Open |
0.7380 |
0.7380 |
0.0000 |
0.0% |
0.7400 |
High |
0.7400 |
0.7412 |
0.0013 |
0.2% |
0.7419 |
Low |
0.7363 |
0.7380 |
0.0017 |
0.2% |
0.7362 |
Close |
0.7400 |
0.7401 |
0.0002 |
0.0% |
0.7401 |
Range |
0.0037 |
0.0033 |
-0.0005 |
-12.2% |
0.0057 |
ATR |
0.0043 |
0.0043 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
24 |
33 |
9 |
37.5% |
109 |
|
Daily Pivots for day following 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7495 |
0.7481 |
0.7419 |
|
R3 |
0.7463 |
0.7448 |
0.7410 |
|
R2 |
0.7430 |
0.7430 |
0.7407 |
|
R1 |
0.7416 |
0.7416 |
0.7404 |
0.7423 |
PP |
0.7398 |
0.7398 |
0.7398 |
0.7401 |
S1 |
0.7383 |
0.7383 |
0.7398 |
0.7390 |
S2 |
0.7365 |
0.7365 |
0.7395 |
|
S3 |
0.7333 |
0.7351 |
0.7392 |
|
S4 |
0.7300 |
0.7318 |
0.7383 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7565 |
0.7540 |
0.7432 |
|
R3 |
0.7508 |
0.7483 |
0.7417 |
|
R2 |
0.7451 |
0.7451 |
0.7411 |
|
R1 |
0.7426 |
0.7426 |
0.7406 |
0.7439 |
PP |
0.7394 |
0.7394 |
0.7394 |
0.7400 |
S1 |
0.7369 |
0.7369 |
0.7396 |
0.7382 |
S2 |
0.7337 |
0.7337 |
0.7391 |
|
S3 |
0.7280 |
0.7312 |
0.7385 |
|
S4 |
0.7223 |
0.7255 |
0.7370 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7419 |
0.7337 |
0.0082 |
1.1% |
0.0038 |
0.5% |
78% |
False |
False |
23 |
10 |
0.7419 |
0.7320 |
0.0099 |
1.3% |
0.0028 |
0.4% |
82% |
False |
False |
76 |
20 |
0.7474 |
0.7320 |
0.0154 |
2.1% |
0.0029 |
0.4% |
53% |
False |
False |
172 |
40 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0035 |
0.5% |
40% |
False |
False |
112 |
60 |
0.7581 |
0.7200 |
0.0381 |
5.1% |
0.0037 |
0.5% |
53% |
False |
False |
82 |
80 |
0.7713 |
0.7200 |
0.0513 |
6.9% |
0.0039 |
0.5% |
39% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7550 |
2.618 |
0.7497 |
1.618 |
0.7465 |
1.000 |
0.7445 |
0.618 |
0.7432 |
HIGH |
0.7412 |
0.618 |
0.7400 |
0.500 |
0.7396 |
0.382 |
0.7392 |
LOW |
0.7380 |
0.618 |
0.7359 |
1.000 |
0.7347 |
1.618 |
0.7327 |
2.618 |
0.7294 |
4.250 |
0.7241 |
|
|
Fisher Pivots for day following 30-Dec-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7399 |
0.7397 |
PP |
0.7398 |
0.7393 |
S1 |
0.7396 |
0.7389 |
|