CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 23-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2023 |
23-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7617 |
0.7620 |
0.0003 |
0.0% |
0.7584 |
High |
0.7628 |
0.7624 |
-0.0004 |
0.0% |
0.7628 |
Low |
0.7609 |
0.7579 |
-0.0030 |
-0.4% |
0.7559 |
Close |
0.7625 |
0.7598 |
-0.0027 |
-0.3% |
0.7598 |
Range |
0.0019 |
0.0046 |
0.0027 |
139.5% |
0.0069 |
ATR |
0.0032 |
0.0033 |
0.0001 |
3.1% |
0.0000 |
Volume |
134 |
75 |
-59 |
-44.0% |
401 |
|
Daily Pivots for day following 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7737 |
0.7713 |
0.7623 |
|
R3 |
0.7691 |
0.7667 |
0.7611 |
|
R2 |
0.7646 |
0.7646 |
0.7606 |
|
R1 |
0.7622 |
0.7622 |
0.7602 |
0.7611 |
PP |
0.7600 |
0.7600 |
0.7600 |
0.7595 |
S1 |
0.7576 |
0.7576 |
0.7594 |
0.7566 |
S2 |
0.7555 |
0.7555 |
0.7590 |
|
S3 |
0.7509 |
0.7531 |
0.7585 |
|
S4 |
0.7464 |
0.7485 |
0.7573 |
|
|
Weekly Pivots for week ending 23-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7800 |
0.7768 |
0.7636 |
|
R3 |
0.7732 |
0.7699 |
0.7617 |
|
R2 |
0.7663 |
0.7663 |
0.7611 |
|
R1 |
0.7631 |
0.7631 |
0.7604 |
0.7647 |
PP |
0.7595 |
0.7595 |
0.7595 |
0.7603 |
S1 |
0.7562 |
0.7562 |
0.7592 |
0.7579 |
S2 |
0.7526 |
0.7526 |
0.7585 |
|
S3 |
0.7458 |
0.7494 |
0.7579 |
|
S4 |
0.7389 |
0.7425 |
0.7560 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7628 |
0.7559 |
0.0069 |
0.9% |
0.0035 |
0.5% |
57% |
False |
False |
134 |
10 |
0.7628 |
0.7494 |
0.0134 |
1.8% |
0.0033 |
0.4% |
78% |
False |
False |
188 |
20 |
0.7628 |
0.7351 |
0.0277 |
3.6% |
0.0028 |
0.4% |
89% |
False |
False |
154 |
40 |
0.7628 |
0.7349 |
0.0279 |
3.7% |
0.0026 |
0.3% |
89% |
False |
False |
86 |
60 |
0.7628 |
0.7349 |
0.0279 |
3.7% |
0.0022 |
0.3% |
89% |
False |
False |
62 |
80 |
0.7628 |
0.7264 |
0.0364 |
4.8% |
0.0024 |
0.3% |
92% |
False |
False |
58 |
100 |
0.7628 |
0.7264 |
0.0364 |
4.8% |
0.0024 |
0.3% |
92% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7817 |
2.618 |
0.7743 |
1.618 |
0.7698 |
1.000 |
0.7670 |
0.618 |
0.7652 |
HIGH |
0.7624 |
0.618 |
0.7607 |
0.500 |
0.7601 |
0.382 |
0.7596 |
LOW |
0.7579 |
0.618 |
0.7550 |
1.000 |
0.7533 |
1.618 |
0.7505 |
2.618 |
0.7459 |
4.250 |
0.7385 |
|
|
Fisher Pivots for day following 23-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7601 |
0.7603 |
PP |
0.7600 |
0.7601 |
S1 |
0.7599 |
0.7600 |
|