CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 05-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7564 |
0.7567 |
0.0003 |
0.0% |
0.7614 |
High |
0.7576 |
0.7592 |
0.0016 |
0.2% |
0.7639 |
Low |
0.7563 |
0.7546 |
-0.0017 |
-0.2% |
0.7546 |
Close |
0.7565 |
0.7548 |
-0.0018 |
-0.2% |
0.7573 |
Range |
0.0014 |
0.0046 |
0.0033 |
240.7% |
0.0093 |
ATR |
0.0033 |
0.0034 |
0.0001 |
2.9% |
0.0000 |
Volume |
38 |
372 |
334 |
878.9% |
828 |
|
Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7700 |
0.7670 |
0.7573 |
|
R3 |
0.7654 |
0.7624 |
0.7560 |
|
R2 |
0.7608 |
0.7608 |
0.7556 |
|
R1 |
0.7578 |
0.7578 |
0.7552 |
0.7570 |
PP |
0.7562 |
0.7562 |
0.7562 |
0.7558 |
S1 |
0.7532 |
0.7532 |
0.7543 |
0.7524 |
S2 |
0.7516 |
0.7516 |
0.7539 |
|
S3 |
0.7470 |
0.7486 |
0.7535 |
|
S4 |
0.7424 |
0.7440 |
0.7522 |
|
|
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 |
0.7600 |
0.7546 |
0.0055 |
0.7% |
0.0034 |
0.4% |
4% |
False |
True |
179 |
10 |
0.7639 |
0.7546 |
0.0094 |
1.2% |
0.0033 |
0.4% |
2% |
False |
True |
157 |
20 |
0.7639 |
0.7463 |
0.0177 |
2.3% |
0.0031 |
0.4% |
48% |
False |
False |
181 |
40 |
0.7639 |
0.7351 |
0.0288 |
3.8% |
0.0025 |
0.3% |
68% |
False |
False |
112 |
60 |
0.7639 |
0.7349 |
0.0290 |
3.8% |
0.0025 |
0.3% |
68% |
False |
False |
79 |
80 |
0.7639 |
0.7270 |
0.0369 |
4.9% |
0.0024 |
0.3% |
75% |
False |
False |
66 |
100 |
0.7639 |
0.7264 |
0.0376 |
5.0% |
0.0025 |
0.3% |
76% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7787 |
2.618 |
0.7712 |
1.618 |
0.7666 |
1.000 |
0.7638 |
0.618 |
0.7620 |
HIGH |
0.7592 |
0.618 |
0.7574 |
0.500 |
0.7569 |
0.382 |
0.7563 |
LOW |
0.7546 |
0.618 |
0.7517 |
1.000 |
0.7500 |
1.618 |
0.7471 |
2.618 |
0.7425 |
4.250 |
0.7350 |
|
|
Fisher Pivots for day following 05-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7569 |
0.7569 |
PP |
0.7562 |
0.7562 |
S1 |
0.7555 |
0.7555 |
|