CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 21-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2023 |
21-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7584 |
0.7580 |
-0.0005 |
-0.1% |
0.7512 |
High |
0.7598 |
0.7617 |
0.0019 |
0.3% |
0.7606 |
Low |
0.7559 |
0.7579 |
0.0020 |
0.3% |
0.7494 |
Close |
0.7577 |
0.7617 |
0.0040 |
0.5% |
0.7606 |
Range |
0.0039 |
0.0038 |
-0.0001 |
-2.6% |
0.0112 |
ATR |
0.0033 |
0.0033 |
0.0001 |
1.6% |
0.0000 |
Volume |
69 |
123 |
54 |
78.3% |
1,423 |
|
Daily Pivots for day following 21-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7718 |
0.7706 |
0.7638 |
|
R3 |
0.7680 |
0.7668 |
0.7627 |
|
R2 |
0.7642 |
0.7642 |
0.7624 |
|
R1 |
0.7630 |
0.7630 |
0.7620 |
0.7636 |
PP |
0.7604 |
0.7604 |
0.7604 |
0.7608 |
S1 |
0.7592 |
0.7592 |
0.7614 |
0.7598 |
S2 |
0.7566 |
0.7566 |
0.7610 |
|
S3 |
0.7528 |
0.7554 |
0.7607 |
|
S4 |
0.7490 |
0.7516 |
0.7596 |
|
|
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 |
0.7617 |
0.7520 |
0.0097 |
1.3% |
0.0040 |
0.5% |
100% |
True |
False |
188 |
10 |
0.7617 |
0.7494 |
0.0123 |
1.6% |
0.0030 |
0.4% |
100% |
True |
False |
201 |
20 |
0.7617 |
0.7351 |
0.0266 |
3.5% |
0.0027 |
0.4% |
100% |
True |
False |
148 |
40 |
0.7617 |
0.7349 |
0.0268 |
3.5% |
0.0026 |
0.3% |
100% |
True |
False |
82 |
60 |
0.7617 |
0.7349 |
0.0268 |
3.5% |
0.0022 |
0.3% |
100% |
True |
False |
59 |
80 |
0.7617 |
0.7264 |
0.0354 |
4.6% |
0.0024 |
0.3% |
100% |
True |
False |
56 |
100 |
0.7617 |
0.7264 |
0.0354 |
4.6% |
0.0024 |
0.3% |
100% |
True |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7779 |
2.618 |
0.7716 |
1.618 |
0.7678 |
1.000 |
0.7655 |
0.618 |
0.7640 |
HIGH |
0.7617 |
0.618 |
0.7602 |
0.500 |
0.7598 |
0.382 |
0.7594 |
LOW |
0.7579 |
0.618 |
0.7556 |
1.000 |
0.7541 |
1.618 |
0.7518 |
2.618 |
0.7480 |
4.250 |
0.7418 |
|
|
Fisher Pivots for day following 21-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7611 |
0.7607 |
PP |
0.7604 |
0.7598 |
S1 |
0.7598 |
0.7588 |
|