CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 22-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2023 |
22-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7580 |
0.7617 |
0.0038 |
0.5% |
0.7512 |
High |
0.7617 |
0.7628 |
0.0011 |
0.1% |
0.7606 |
Low |
0.7579 |
0.7609 |
0.0030 |
0.4% |
0.7494 |
Close |
0.7617 |
0.7625 |
0.0008 |
0.1% |
0.7606 |
Range |
0.0038 |
0.0019 |
-0.0019 |
-50.0% |
0.0112 |
ATR |
0.0033 |
0.0032 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
123 |
134 |
11 |
8.9% |
1,423 |
|
Daily Pivots for day following 22-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7677 |
0.7670 |
0.7635 |
|
R3 |
0.7658 |
0.7651 |
0.7630 |
|
R2 |
0.7639 |
0.7639 |
0.7628 |
|
R1 |
0.7632 |
0.7632 |
0.7626 |
0.7636 |
PP |
0.7620 |
0.7620 |
0.7620 |
0.7622 |
S1 |
0.7613 |
0.7613 |
0.7623 |
0.7617 |
S2 |
0.7601 |
0.7601 |
0.7621 |
|
S3 |
0.7582 |
0.7594 |
0.7619 |
|
S4 |
0.7563 |
0.7575 |
0.7614 |
|
|
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 |
0.7628 |
0.7520 |
0.0108 |
1.4% |
0.0040 |
0.5% |
97% |
True |
False |
171 |
10 |
0.7628 |
0.7494 |
0.0134 |
1.8% |
0.0029 |
0.4% |
98% |
True |
False |
190 |
20 |
0.7628 |
0.7351 |
0.0277 |
3.6% |
0.0028 |
0.4% |
99% |
True |
False |
154 |
40 |
0.7628 |
0.7349 |
0.0279 |
3.7% |
0.0025 |
0.3% |
99% |
True |
False |
84 |
60 |
0.7628 |
0.7349 |
0.0279 |
3.7% |
0.0022 |
0.3% |
99% |
True |
False |
61 |
80 |
0.7628 |
0.7264 |
0.0364 |
4.8% |
0.0024 |
0.3% |
99% |
True |
False |
57 |
100 |
0.7628 |
0.7264 |
0.0364 |
4.8% |
0.0024 |
0.3% |
99% |
True |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7708 |
2.618 |
0.7677 |
1.618 |
0.7658 |
1.000 |
0.7647 |
0.618 |
0.7639 |
HIGH |
0.7628 |
0.618 |
0.7620 |
0.500 |
0.7618 |
0.382 |
0.7616 |
LOW |
0.7609 |
0.618 |
0.7597 |
1.000 |
0.7590 |
1.618 |
0.7578 |
2.618 |
0.7559 |
4.250 |
0.7528 |
|
|
Fisher Pivots for day following 22-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7622 |
0.7614 |
PP |
0.7620 |
0.7604 |
S1 |
0.7618 |
0.7593 |
|