CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 26-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2023 |
26-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7620 |
0.7614 |
-0.0006 |
-0.1% |
0.7584 |
High |
0.7624 |
0.7626 |
0.0002 |
0.0% |
0.7628 |
Low |
0.7579 |
0.7610 |
0.0032 |
0.4% |
0.7559 |
Close |
0.7598 |
0.7626 |
0.0028 |
0.4% |
0.7598 |
Range |
0.0046 |
0.0016 |
-0.0030 |
-65.9% |
0.0069 |
ATR |
0.0033 |
0.0033 |
0.0000 |
-1.2% |
0.0000 |
Volume |
75 |
58 |
-17 |
-22.7% |
401 |
|
Daily Pivots for day following 26-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7667 |
0.7662 |
0.7634 |
|
R3 |
0.7651 |
0.7646 |
0.7630 |
|
R2 |
0.7636 |
0.7636 |
0.7628 |
|
R1 |
0.7631 |
0.7631 |
0.7627 |
0.7633 |
PP |
0.7620 |
0.7620 |
0.7620 |
0.7622 |
S1 |
0.7615 |
0.7615 |
0.7624 |
0.7618 |
S2 |
0.7605 |
0.7605 |
0.7623 |
|
S3 |
0.7589 |
0.7600 |
0.7621 |
|
S4 |
0.7574 |
0.7584 |
0.7617 |
|
|
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% |
0.0031 |
0.4% |
97% |
False |
False |
91 |
10 |
0.7628 |
0.7494 |
0.0134 |
1.8% |
0.0032 |
0.4% |
99% |
False |
False |
188 |
20 |
0.7628 |
0.7351 |
0.0277 |
3.6% |
0.0028 |
0.4% |
99% |
False |
False |
154 |
40 |
0.7628 |
0.7349 |
0.0279 |
3.7% |
0.0026 |
0.3% |
99% |
False |
False |
87 |
60 |
0.7628 |
0.7349 |
0.0279 |
3.7% |
0.0023 |
0.3% |
99% |
False |
False |
63 |
80 |
0.7628 |
0.7264 |
0.0364 |
4.8% |
0.0024 |
0.3% |
99% |
False |
False |
59 |
100 |
0.7628 |
0.7264 |
0.0364 |
4.8% |
0.0024 |
0.3% |
99% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7691 |
2.618 |
0.7666 |
1.618 |
0.7651 |
1.000 |
0.7641 |
0.618 |
0.7635 |
HIGH |
0.7626 |
0.618 |
0.7620 |
0.500 |
0.7618 |
0.382 |
0.7616 |
LOW |
0.7610 |
0.618 |
0.7600 |
1.000 |
0.7595 |
1.618 |
0.7585 |
2.618 |
0.7569 |
4.250 |
0.7544 |
|
|
Fisher Pivots for day following 26-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7623 |
0.7618 |
PP |
0.7620 |
0.7611 |
S1 |
0.7618 |
0.7603 |
|