CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 28-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2023 |
28-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7635 |
0.7600 |
-0.0035 |
-0.5% |
0.7584 |
High |
0.7639 |
0.7600 |
-0.0039 |
-0.5% |
0.7628 |
Low |
0.7602 |
0.7553 |
-0.0049 |
-0.6% |
0.7559 |
Close |
0.7607 |
0.7566 |
-0.0041 |
-0.5% |
0.7598 |
Range |
0.0038 |
0.0047 |
0.0010 |
25.3% |
0.0069 |
ATR |
0.0033 |
0.0035 |
0.0001 |
4.4% |
0.0000 |
Volume |
282 |
202 |
-80 |
-28.4% |
401 |
|
Daily Pivots for day following 28-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7714 |
0.7687 |
0.7592 |
|
R3 |
0.7667 |
0.7640 |
0.7579 |
|
R2 |
0.7620 |
0.7620 |
0.7575 |
|
R1 |
0.7593 |
0.7593 |
0.7570 |
0.7583 |
PP |
0.7573 |
0.7573 |
0.7573 |
0.7568 |
S1 |
0.7546 |
0.7546 |
0.7562 |
0.7536 |
S2 |
0.7526 |
0.7526 |
0.7557 |
|
S3 |
0.7479 |
0.7499 |
0.7553 |
|
S4 |
0.7432 |
0.7452 |
0.7540 |
|
|
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 |
0.7639 |
0.7553 |
0.0086 |
1.1% |
0.0033 |
0.4% |
15% |
False |
True |
150 |
10 |
0.7639 |
0.7520 |
0.0119 |
1.6% |
0.0036 |
0.5% |
39% |
False |
False |
169 |
20 |
0.7639 |
0.7358 |
0.0282 |
3.7% |
0.0031 |
0.4% |
74% |
False |
False |
161 |
40 |
0.7639 |
0.7351 |
0.0288 |
3.8% |
0.0026 |
0.3% |
75% |
False |
False |
99 |
60 |
0.7639 |
0.7349 |
0.0290 |
3.8% |
0.0023 |
0.3% |
75% |
False |
False |
71 |
80 |
0.7639 |
0.7264 |
0.0376 |
5.0% |
0.0025 |
0.3% |
81% |
False |
False |
63 |
100 |
0.7639 |
0.7264 |
0.0376 |
5.0% |
0.0024 |
0.3% |
81% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7800 |
2.618 |
0.7723 |
1.618 |
0.7676 |
1.000 |
0.7647 |
0.618 |
0.7629 |
HIGH |
0.7600 |
0.618 |
0.7582 |
0.500 |
0.7577 |
0.382 |
0.7571 |
LOW |
0.7553 |
0.618 |
0.7524 |
1.000 |
0.7506 |
1.618 |
0.7477 |
2.618 |
0.7430 |
4.250 |
0.7353 |
|
|
Fisher Pivots for day following 28-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7577 |
0.7596 |
PP |
0.7573 |
0.7586 |
S1 |
0.7570 |
0.7576 |
|