CME Canadian Dollar Future June 2023
| Trading Metrics calculated at close of trading on 19-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2022 |
19-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7331 |
0.7348 |
0.0017 |
0.2% |
0.7334 |
| High |
0.7358 |
0.7348 |
-0.0011 |
-0.1% |
0.7407 |
| Low |
0.7320 |
0.7336 |
0.0016 |
0.2% |
0.7320 |
| Close |
0.7323 |
0.7336 |
0.0013 |
0.2% |
0.7323 |
| Range |
0.0038 |
0.0012 |
-0.0027 |
-69.7% |
0.0087 |
| ATR |
0.0047 |
0.0046 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
326 |
26 |
-300 |
-92.0% |
961 |
|
| Daily Pivots for day following 19-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7374 |
0.7367 |
0.7342 |
|
| R3 |
0.7363 |
0.7355 |
0.7339 |
|
| R2 |
0.7351 |
0.7351 |
0.7338 |
|
| R1 |
0.7344 |
0.7344 |
0.7337 |
0.7342 |
| PP |
0.7340 |
0.7340 |
0.7340 |
0.7339 |
| S1 |
0.7332 |
0.7332 |
0.7335 |
0.7330 |
| S2 |
0.7328 |
0.7328 |
0.7334 |
|
| S3 |
0.7317 |
0.7321 |
0.7333 |
|
| S4 |
0.7305 |
0.7309 |
0.7330 |
|
|
| 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 |
0.7407 |
0.7320 |
0.0087 |
1.2% |
0.0013 |
0.2% |
18% |
False |
False |
160 |
| 10 |
0.7407 |
0.7320 |
0.0087 |
1.2% |
0.0020 |
0.3% |
18% |
False |
False |
258 |
| 20 |
0.7535 |
0.7320 |
0.0215 |
2.9% |
0.0033 |
0.5% |
7% |
False |
False |
178 |
| 40 |
0.7581 |
0.7280 |
0.0301 |
4.1% |
0.0036 |
0.5% |
19% |
False |
False |
107 |
| 60 |
0.7581 |
0.7200 |
0.0381 |
5.2% |
0.0042 |
0.6% |
36% |
False |
False |
81 |
| 80 |
0.7746 |
0.7200 |
0.0546 |
7.4% |
0.0038 |
0.5% |
25% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7396 |
|
2.618 |
0.7378 |
|
1.618 |
0.7366 |
|
1.000 |
0.7359 |
|
0.618 |
0.7355 |
|
HIGH |
0.7348 |
|
0.618 |
0.7343 |
|
0.500 |
0.7342 |
|
0.382 |
0.7340 |
|
LOW |
0.7336 |
|
0.618 |
0.7329 |
|
1.000 |
0.7325 |
|
1.618 |
0.7317 |
|
2.618 |
0.7306 |
|
4.250 |
0.7287 |
|
|
| Fisher Pivots for day following 19-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7342 |
0.7339 |
| PP |
0.7340 |
0.7338 |
| S1 |
0.7338 |
0.7337 |
|