CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 20-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2023 |
20-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7579 |
0.7584 |
0.0005 |
0.1% |
0.7512 |
High |
0.7606 |
0.7598 |
-0.0008 |
-0.1% |
0.7606 |
Low |
0.7573 |
0.7559 |
-0.0014 |
-0.2% |
0.7494 |
Close |
0.7606 |
0.7577 |
-0.0029 |
-0.4% |
0.7606 |
Range |
0.0034 |
0.0039 |
0.0006 |
16.4% |
0.0112 |
ATR |
0.0032 |
0.0033 |
0.0001 |
3.5% |
0.0000 |
Volume |
271 |
69 |
-202 |
-74.5% |
1,423 |
|
Daily Pivots for day following 20-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7695 |
0.7675 |
0.7598 |
|
R3 |
0.7656 |
0.7636 |
0.7588 |
|
R2 |
0.7617 |
0.7617 |
0.7584 |
|
R1 |
0.7597 |
0.7597 |
0.7581 |
0.7588 |
PP |
0.7578 |
0.7578 |
0.7578 |
0.7573 |
S1 |
0.7558 |
0.7558 |
0.7573 |
0.7549 |
S2 |
0.7539 |
0.7539 |
0.7570 |
|
S3 |
0.7500 |
0.7519 |
0.7566 |
|
S4 |
0.7461 |
0.7480 |
0.7556 |
|
|
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 |
0.7520 |
0.0086 |
1.1% |
0.0036 |
0.5% |
66% |
False |
False |
290 |
10 |
0.7606 |
0.7463 |
0.0144 |
1.9% |
0.0029 |
0.4% |
80% |
False |
False |
205 |
20 |
0.7606 |
0.7351 |
0.0255 |
3.4% |
0.0025 |
0.3% |
89% |
False |
False |
142 |
40 |
0.7606 |
0.7349 |
0.0257 |
3.4% |
0.0025 |
0.3% |
89% |
False |
False |
79 |
60 |
0.7606 |
0.7346 |
0.0261 |
3.4% |
0.0021 |
0.3% |
89% |
False |
False |
57 |
80 |
0.7606 |
0.7264 |
0.0343 |
4.5% |
0.0024 |
0.3% |
92% |
False |
False |
55 |
100 |
0.7606 |
0.7264 |
0.0343 |
4.5% |
0.0024 |
0.3% |
92% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7764 |
2.618 |
0.7700 |
1.618 |
0.7661 |
1.000 |
0.7637 |
0.618 |
0.7622 |
HIGH |
0.7598 |
0.618 |
0.7583 |
0.500 |
0.7579 |
0.382 |
0.7574 |
LOW |
0.7559 |
0.618 |
0.7535 |
1.000 |
0.7520 |
1.618 |
0.7496 |
2.618 |
0.7457 |
4.250 |
0.7393 |
|
|
Fisher Pivots for day following 20-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7579 |
0.7572 |
PP |
0.7578 |
0.7568 |
S1 |
0.7578 |
0.7563 |
|