CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 09-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2023 |
09-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7504 |
0.7513 |
0.0009 |
0.1% |
0.7472 |
High |
0.7505 |
0.7528 |
0.0024 |
0.3% |
0.7530 |
Low |
0.7504 |
0.7500 |
-0.0005 |
-0.1% |
0.7463 |
Close |
0.7505 |
0.7509 |
0.0005 |
0.1% |
0.7509 |
Range |
0.0001 |
0.0029 |
0.0028 |
5,600.0% |
0.0068 |
ATR |
0.0029 |
0.0029 |
0.0000 |
-0.1% |
0.0000 |
Volume |
96 |
64 |
-32 |
-33.3% |
578 |
|
Daily Pivots for day following 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7598 |
0.7582 |
0.7525 |
|
R3 |
0.7569 |
0.7553 |
0.7517 |
|
R2 |
0.7541 |
0.7541 |
0.7514 |
|
R1 |
0.7525 |
0.7525 |
0.7512 |
0.7519 |
PP |
0.7512 |
0.7512 |
0.7512 |
0.7509 |
S1 |
0.7496 |
0.7496 |
0.7506 |
0.7490 |
S2 |
0.7484 |
0.7484 |
0.7504 |
|
S3 |
0.7455 |
0.7468 |
0.7501 |
|
S4 |
0.7427 |
0.7439 |
0.7493 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7703 |
0.7674 |
0.7546 |
|
R3 |
0.7636 |
0.7606 |
0.7528 |
|
R2 |
0.7568 |
0.7568 |
0.7521 |
|
R1 |
0.7539 |
0.7539 |
0.7515 |
0.7553 |
PP |
0.7501 |
0.7501 |
0.7501 |
0.7508 |
S1 |
0.7471 |
0.7471 |
0.7503 |
0.7486 |
S2 |
0.7433 |
0.7433 |
0.7497 |
|
S3 |
0.7366 |
0.7404 |
0.7490 |
|
S4 |
0.7298 |
0.7336 |
0.7472 |
|
|
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% |
0.0019 |
0.3% |
69% |
False |
False |
115 |
10 |
0.7530 |
0.7351 |
0.0179 |
2.4% |
0.0025 |
0.3% |
88% |
False |
False |
121 |
20 |
0.7530 |
0.7351 |
0.0179 |
2.4% |
0.0021 |
0.3% |
88% |
False |
False |
70 |
40 |
0.7538 |
0.7349 |
0.0189 |
2.5% |
0.0022 |
0.3% |
85% |
False |
False |
42 |
60 |
0.7545 |
0.7274 |
0.0271 |
3.6% |
0.0022 |
0.3% |
87% |
False |
False |
35 |
80 |
0.7545 |
0.7264 |
0.0282 |
3.7% |
0.0023 |
0.3% |
87% |
False |
False |
38 |
100 |
0.7550 |
0.7264 |
0.0287 |
3.8% |
0.0023 |
0.3% |
86% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7649 |
2.618 |
0.7603 |
1.618 |
0.7574 |
1.000 |
0.7557 |
0.618 |
0.7546 |
HIGH |
0.7528 |
0.618 |
0.7517 |
0.500 |
0.7514 |
0.382 |
0.7510 |
LOW |
0.7500 |
0.618 |
0.7482 |
1.000 |
0.7471 |
1.618 |
0.7453 |
2.618 |
0.7425 |
4.250 |
0.7378 |
|
|
Fisher Pivots for day following 09-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7514 |
0.7514 |
PP |
0.7512 |
0.7512 |
S1 |
0.7511 |
0.7511 |
|