CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 12-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2023 |
12-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7513 |
0.7512 |
-0.0002 |
0.0% |
0.7472 |
High |
0.7528 |
0.7513 |
-0.0016 |
-0.2% |
0.7530 |
Low |
0.7500 |
0.7494 |
-0.0006 |
-0.1% |
0.7463 |
Close |
0.7509 |
0.7500 |
-0.0010 |
-0.1% |
0.7509 |
Range |
0.0029 |
0.0019 |
-0.0010 |
-35.1% |
0.0068 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
64 |
38 |
-26 |
-40.6% |
578 |
|
Daily Pivots for day following 12-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7558 |
0.7547 |
0.7510 |
|
R3 |
0.7539 |
0.7529 |
0.7505 |
|
R2 |
0.7521 |
0.7521 |
0.7503 |
|
R1 |
0.7510 |
0.7510 |
0.7501 |
0.7506 |
PP |
0.7502 |
0.7502 |
0.7502 |
0.7500 |
S1 |
0.7492 |
0.7492 |
0.7498 |
0.7488 |
S2 |
0.7484 |
0.7484 |
0.7496 |
|
S3 |
0.7465 |
0.7473 |
0.7494 |
|
S4 |
0.7447 |
0.7455 |
0.7489 |
|
|
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% |
0.0021 |
0.3% |
55% |
False |
False |
119 |
10 |
0.7530 |
0.7358 |
0.0173 |
2.3% |
0.0024 |
0.3% |
82% |
False |
False |
124 |
20 |
0.7530 |
0.7351 |
0.0179 |
2.4% |
0.0020 |
0.3% |
83% |
False |
False |
71 |
40 |
0.7533 |
0.7349 |
0.0184 |
2.5% |
0.0022 |
0.3% |
82% |
False |
False |
43 |
60 |
0.7545 |
0.7274 |
0.0271 |
3.6% |
0.0021 |
0.3% |
83% |
False |
False |
36 |
80 |
0.7545 |
0.7264 |
0.0282 |
3.8% |
0.0023 |
0.3% |
84% |
False |
False |
39 |
100 |
0.7550 |
0.7264 |
0.0287 |
3.8% |
0.0023 |
0.3% |
82% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7591 |
2.618 |
0.7561 |
1.618 |
0.7542 |
1.000 |
0.7531 |
0.618 |
0.7524 |
HIGH |
0.7513 |
0.618 |
0.7505 |
0.500 |
0.7503 |
0.382 |
0.7501 |
LOW |
0.7494 |
0.618 |
0.7483 |
1.000 |
0.7476 |
1.618 |
0.7464 |
2.618 |
0.7446 |
4.250 |
0.7415 |
|
|
Fisher Pivots for day following 12-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7503 |
0.7511 |
PP |
0.7502 |
0.7507 |
S1 |
0.7501 |
0.7503 |
|