CME Canadian Dollar Future December 2023
Trading Metrics calculated at close of trading on 06-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2023 |
06-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
0.7567 |
0.7543 |
-0.0024 |
-0.3% |
0.7614 |
High |
0.7592 |
0.7546 |
-0.0046 |
-0.6% |
0.7639 |
Low |
0.7546 |
0.7498 |
-0.0048 |
-0.6% |
0.7546 |
Close |
0.7548 |
0.7505 |
-0.0043 |
-0.6% |
0.7573 |
Range |
0.0046 |
0.0048 |
0.0002 |
3.3% |
0.0093 |
ATR |
0.0034 |
0.0035 |
0.0001 |
3.4% |
0.0000 |
Volume |
372 |
148 |
-224 |
-60.2% |
828 |
|
Daily Pivots for day following 06-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7659 |
0.7629 |
0.7531 |
|
R3 |
0.7611 |
0.7582 |
0.7518 |
|
R2 |
0.7564 |
0.7564 |
0.7514 |
|
R1 |
0.7534 |
0.7534 |
0.7509 |
0.7525 |
PP |
0.7516 |
0.7516 |
0.7516 |
0.7512 |
S1 |
0.7487 |
0.7487 |
0.7501 |
0.7478 |
S2 |
0.7469 |
0.7469 |
0.7496 |
|
S3 |
0.7421 |
0.7439 |
0.7492 |
|
S4 |
0.7374 |
0.7392 |
0.7479 |
|
|
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 |
0.7592 |
0.7498 |
0.0094 |
1.2% |
0.0034 |
0.5% |
7% |
False |
True |
168 |
10 |
0.7639 |
0.7498 |
0.0141 |
1.9% |
0.0033 |
0.4% |
5% |
False |
True |
159 |
20 |
0.7639 |
0.7494 |
0.0145 |
1.9% |
0.0032 |
0.4% |
8% |
False |
False |
180 |
40 |
0.7639 |
0.7351 |
0.0288 |
3.8% |
0.0026 |
0.3% |
53% |
False |
False |
115 |
60 |
0.7639 |
0.7349 |
0.0290 |
3.9% |
0.0025 |
0.3% |
54% |
False |
False |
81 |
80 |
0.7639 |
0.7270 |
0.0369 |
4.9% |
0.0024 |
0.3% |
64% |
False |
False |
67 |
100 |
0.7639 |
0.7264 |
0.0376 |
5.0% |
0.0025 |
0.3% |
64% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7747 |
2.618 |
0.7670 |
1.618 |
0.7622 |
1.000 |
0.7593 |
0.618 |
0.7575 |
HIGH |
0.7546 |
0.618 |
0.7527 |
0.500 |
0.7522 |
0.382 |
0.7516 |
LOW |
0.7498 |
0.618 |
0.7469 |
1.000 |
0.7451 |
1.618 |
0.7421 |
2.618 |
0.7374 |
4.250 |
0.7296 |
|
|
Fisher Pivots for day following 06-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7522 |
0.7545 |
PP |
0.7516 |
0.7532 |
S1 |
0.7511 |
0.7518 |
|