CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 30-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2023 |
30-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
0.7563 |
0.7565 |
0.0002 |
0.0% |
0.7614 |
High |
0.7570 |
0.7590 |
0.0020 |
0.3% |
0.7639 |
Low |
0.7551 |
0.7546 |
-0.0005 |
-0.1% |
0.7546 |
Close |
0.7569 |
0.7573 |
0.0004 |
0.1% |
0.7573 |
Range |
0.0019 |
0.0044 |
0.0025 |
131.6% |
0.0093 |
ATR |
0.0033 |
0.0034 |
0.0001 |
2.3% |
0.0000 |
Volume |
158 |
128 |
-30 |
-19.0% |
828 |
|
Daily Pivots for day following 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7702 |
0.7681 |
0.7597 |
|
R3 |
0.7658 |
0.7637 |
0.7585 |
|
R2 |
0.7614 |
0.7614 |
0.7581 |
|
R1 |
0.7593 |
0.7593 |
0.7577 |
0.7604 |
PP |
0.7570 |
0.7570 |
0.7570 |
0.7575 |
S1 |
0.7549 |
0.7549 |
0.7569 |
0.7560 |
S2 |
0.7526 |
0.7526 |
0.7565 |
|
S3 |
0.7482 |
0.7505 |
0.7561 |
|
S4 |
0.7438 |
0.7461 |
0.7549 |
|
|
Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7865 |
0.7812 |
0.7624 |
|
R3 |
0.7772 |
0.7719 |
0.7599 |
|
R2 |
0.7679 |
0.7679 |
0.7590 |
|
R1 |
0.7626 |
0.7626 |
0.7582 |
0.7606 |
PP |
0.7586 |
0.7586 |
0.7586 |
0.7576 |
S1 |
0.7533 |
0.7533 |
0.7564 |
0.7513 |
S2 |
0.7493 |
0.7493 |
0.7556 |
|
S3 |
0.7400 |
0.7440 |
0.7547 |
|
S4 |
0.7307 |
0.7347 |
0.7522 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7639 |
0.7546 |
0.0093 |
1.2% |
0.0033 |
0.4% |
29% |
False |
True |
165 |
10 |
0.7639 |
0.7546 |
0.0093 |
1.2% |
0.0034 |
0.4% |
29% |
False |
True |
150 |
20 |
0.7639 |
0.7463 |
0.0177 |
2.3% |
0.0029 |
0.4% |
63% |
False |
False |
163 |
40 |
0.7639 |
0.7351 |
0.0288 |
3.8% |
0.0026 |
0.3% |
77% |
False |
False |
103 |
60 |
0.7639 |
0.7349 |
0.0290 |
3.8% |
0.0024 |
0.3% |
77% |
False |
False |
72 |
80 |
0.7639 |
0.7264 |
0.0376 |
5.0% |
0.0025 |
0.3% |
82% |
False |
False |
61 |
100 |
0.7639 |
0.7264 |
0.0376 |
5.0% |
0.0024 |
0.3% |
82% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7777 |
2.618 |
0.7705 |
1.618 |
0.7661 |
1.000 |
0.7634 |
0.618 |
0.7617 |
HIGH |
0.7590 |
0.618 |
0.7573 |
0.500 |
0.7568 |
0.382 |
0.7563 |
LOW |
0.7546 |
0.618 |
0.7519 |
1.000 |
0.7502 |
1.618 |
0.7475 |
2.618 |
0.7431 |
4.250 |
0.7359 |
|
|
Fisher Pivots for day following 30-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7571 |
0.7573 |
PP |
0.7570 |
0.7573 |
S1 |
0.7568 |
0.7573 |
|