CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 16-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2023 |
16-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7522 |
0.7579 |
0.0057 |
0.8% |
0.7512 |
High |
0.7589 |
0.7606 |
0.0018 |
0.2% |
0.7606 |
Low |
0.7520 |
0.7573 |
0.0053 |
0.7% |
0.7494 |
Close |
0.7589 |
0.7606 |
0.0018 |
0.2% |
0.7606 |
Range |
0.0069 |
0.0034 |
-0.0035 |
-51.1% |
0.0112 |
ATR |
0.0031 |
0.0032 |
0.0000 |
0.5% |
0.0000 |
Volume |
260 |
271 |
11 |
4.2% |
1,423 |
|
Daily Pivots for day following 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7695 |
0.7684 |
0.7624 |
|
R3 |
0.7662 |
0.7651 |
0.7615 |
|
R2 |
0.7628 |
0.7628 |
0.7612 |
|
R1 |
0.7617 |
0.7617 |
0.7609 |
0.7623 |
PP |
0.7595 |
0.7595 |
0.7595 |
0.7598 |
S1 |
0.7584 |
0.7584 |
0.7603 |
0.7589 |
S2 |
0.7561 |
0.7561 |
0.7600 |
|
S3 |
0.7528 |
0.7550 |
0.7597 |
|
S4 |
0.7494 |
0.7517 |
0.7588 |
|
|
Weekly Pivots for week ending 16-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7905 |
0.7867 |
0.7668 |
|
R3 |
0.7793 |
0.7755 |
0.7637 |
|
R2 |
0.7681 |
0.7681 |
0.7627 |
|
R1 |
0.7643 |
0.7643 |
0.7616 |
0.7662 |
PP |
0.7569 |
0.7569 |
0.7569 |
0.7578 |
S1 |
0.7531 |
0.7531 |
0.7596 |
0.7550 |
S2 |
0.7457 |
0.7457 |
0.7585 |
|
S3 |
0.7345 |
0.7419 |
0.7575 |
|
S4 |
0.7233 |
0.7307 |
0.7544 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7606 |
0.7494 |
0.0112 |
1.5% |
0.0032 |
0.4% |
100% |
True |
False |
284 |
10 |
0.7606 |
0.7463 |
0.0144 |
1.9% |
0.0026 |
0.3% |
100% |
True |
False |
200 |
20 |
0.7606 |
0.7351 |
0.0255 |
3.4% |
0.0025 |
0.3% |
100% |
True |
False |
138 |
40 |
0.7606 |
0.7349 |
0.0257 |
3.4% |
0.0025 |
0.3% |
100% |
True |
False |
77 |
60 |
0.7606 |
0.7274 |
0.0332 |
4.4% |
0.0022 |
0.3% |
100% |
True |
False |
57 |
80 |
0.7606 |
0.7264 |
0.0343 |
4.5% |
0.0024 |
0.3% |
100% |
True |
False |
54 |
100 |
0.7606 |
0.7264 |
0.0343 |
4.5% |
0.0024 |
0.3% |
100% |
True |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7748 |
2.618 |
0.7694 |
1.618 |
0.7660 |
1.000 |
0.7640 |
0.618 |
0.7627 |
HIGH |
0.7606 |
0.618 |
0.7593 |
0.500 |
0.7589 |
0.382 |
0.7585 |
LOW |
0.7573 |
0.618 |
0.7552 |
1.000 |
0.7539 |
1.618 |
0.7518 |
2.618 |
0.7485 |
4.250 |
0.7430 |
|
|
Fisher Pivots for day following 16-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7600 |
0.7592 |
PP |
0.7595 |
0.7577 |
S1 |
0.7589 |
0.7563 |
|