CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 08-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2023 |
08-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7500 |
0.7504 |
0.0004 |
0.1% |
0.7390 |
High |
0.7530 |
0.7505 |
-0.0026 |
-0.3% |
0.7485 |
Low |
0.7497 |
0.7504 |
0.0007 |
0.1% |
0.7358 |
Close |
0.7497 |
0.7505 |
0.0008 |
0.1% |
0.7474 |
Range |
0.0033 |
0.0001 |
-0.0033 |
-98.5% |
0.0127 |
ATR |
0.0030 |
0.0029 |
-0.0002 |
-5.4% |
0.0000 |
Volume |
235 |
96 |
-139 |
-59.1% |
629 |
|
Daily Pivots for day following 08-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7506 |
0.7506 |
0.7505 |
|
R3 |
0.7505 |
0.7505 |
0.7505 |
|
R2 |
0.7505 |
0.7505 |
0.7505 |
|
R1 |
0.7505 |
0.7505 |
0.7505 |
0.7505 |
PP |
0.7504 |
0.7504 |
0.7504 |
0.7504 |
S1 |
0.7504 |
0.7504 |
0.7504 |
0.7504 |
S2 |
0.7504 |
0.7504 |
0.7504 |
|
S3 |
0.7503 |
0.7504 |
0.7504 |
|
S4 |
0.7503 |
0.7503 |
0.7504 |
|
|
Weekly Pivots for week ending 02-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7820 |
0.7774 |
0.7543 |
|
R3 |
0.7693 |
0.7647 |
0.7508 |
|
R2 |
0.7566 |
0.7566 |
0.7497 |
|
R1 |
0.7520 |
0.7520 |
0.7485 |
0.7543 |
PP |
0.7439 |
0.7439 |
0.7439 |
0.7450 |
S1 |
0.7393 |
0.7393 |
0.7462 |
0.7416 |
S2 |
0.7312 |
0.7312 |
0.7450 |
|
S3 |
0.7185 |
0.7266 |
0.7439 |
|
S4 |
0.7058 |
0.7139 |
0.7404 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7530 |
0.7463 |
0.0068 |
0.9% |
0.0018 |
0.2% |
62% |
False |
False |
111 |
10 |
0.7530 |
0.7351 |
0.0179 |
2.4% |
0.0024 |
0.3% |
86% |
False |
False |
119 |
20 |
0.7530 |
0.7351 |
0.0179 |
2.4% |
0.0020 |
0.3% |
86% |
False |
False |
67 |
40 |
0.7545 |
0.7349 |
0.0196 |
2.6% |
0.0023 |
0.3% |
79% |
False |
False |
40 |
60 |
0.7545 |
0.7274 |
0.0271 |
3.6% |
0.0021 |
0.3% |
85% |
False |
False |
34 |
80 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
86% |
False |
False |
38 |
100 |
0.7550 |
0.7264 |
0.0287 |
3.8% |
0.0023 |
0.3% |
84% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7507 |
2.618 |
0.7506 |
1.618 |
0.7505 |
1.000 |
0.7505 |
0.618 |
0.7505 |
HIGH |
0.7505 |
0.618 |
0.7504 |
0.500 |
0.7504 |
0.382 |
0.7504 |
LOW |
0.7504 |
0.618 |
0.7504 |
1.000 |
0.7504 |
1.618 |
0.7503 |
2.618 |
0.7503 |
4.250 |
0.7502 |
|
|
Fisher Pivots for day following 08-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7504 |
0.7502 |
PP |
0.7504 |
0.7499 |
S1 |
0.7504 |
0.7496 |
|